ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 23-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
93.045 |
93.640 |
0.595 |
0.6% |
92.965 |
| High |
93.675 |
93.900 |
0.225 |
0.2% |
93.675 |
| Low |
92.995 |
93.560 |
0.565 |
0.6% |
92.910 |
| Close |
93.579 |
93.814 |
0.235 |
0.3% |
93.579 |
| Range |
0.680 |
0.340 |
-0.340 |
-50.0% |
0.765 |
| ATR |
0.521 |
0.508 |
-0.013 |
-2.5% |
0.000 |
| Volume |
27,274 |
16,028 |
-11,246 |
-41.2% |
93,982 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.778 |
94.636 |
94.001 |
|
| R3 |
94.438 |
94.296 |
93.908 |
|
| R2 |
94.098 |
94.098 |
93.876 |
|
| R1 |
93.956 |
93.956 |
93.845 |
94.027 |
| PP |
93.758 |
93.758 |
93.758 |
93.794 |
| S1 |
93.616 |
93.616 |
93.783 |
93.687 |
| S2 |
93.418 |
93.418 |
93.752 |
|
| S3 |
93.078 |
93.276 |
93.721 |
|
| S4 |
92.738 |
92.936 |
93.627 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.683 |
95.396 |
94.000 |
|
| R3 |
94.918 |
94.631 |
93.789 |
|
| R2 |
94.153 |
94.153 |
93.719 |
|
| R1 |
93.866 |
93.866 |
93.649 |
94.010 |
| PP |
93.388 |
93.388 |
93.388 |
93.460 |
| S1 |
93.101 |
93.101 |
93.509 |
93.245 |
| S2 |
92.623 |
92.623 |
93.439 |
|
| S3 |
91.858 |
92.336 |
93.369 |
|
| S4 |
91.093 |
91.571 |
93.158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.900 |
92.910 |
0.990 |
1.1% |
0.486 |
0.5% |
91% |
True |
False |
18,872 |
| 10 |
93.900 |
92.590 |
1.310 |
1.4% |
0.474 |
0.5% |
93% |
True |
False |
19,667 |
| 20 |
94.100 |
92.345 |
1.755 |
1.9% |
0.493 |
0.5% |
84% |
False |
False |
21,225 |
| 40 |
94.100 |
90.795 |
3.305 |
3.5% |
0.547 |
0.6% |
91% |
False |
False |
18,419 |
| 60 |
94.100 |
90.795 |
3.305 |
3.5% |
0.543 |
0.6% |
91% |
False |
False |
12,418 |
| 80 |
96.065 |
90.795 |
5.270 |
5.6% |
0.529 |
0.6% |
57% |
False |
False |
9,359 |
| 100 |
97.300 |
90.795 |
6.505 |
6.9% |
0.503 |
0.5% |
46% |
False |
False |
7,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.345 |
|
2.618 |
94.790 |
|
1.618 |
94.450 |
|
1.000 |
94.240 |
|
0.618 |
94.110 |
|
HIGH |
93.900 |
|
0.618 |
93.770 |
|
0.500 |
93.730 |
|
0.382 |
93.690 |
|
LOW |
93.560 |
|
0.618 |
93.350 |
|
1.000 |
93.220 |
|
1.618 |
93.010 |
|
2.618 |
92.670 |
|
4.250 |
92.115 |
|
|
| Fisher Pivots for day following 23-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.786 |
93.678 |
| PP |
93.758 |
93.541 |
| S1 |
93.730 |
93.405 |
|