ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 24-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2017 |
24-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
93.640 |
93.695 |
0.055 |
0.1% |
92.965 |
| High |
93.900 |
93.870 |
-0.030 |
0.0% |
93.675 |
| Low |
93.560 |
93.555 |
-0.005 |
0.0% |
92.910 |
| Close |
93.814 |
93.661 |
-0.153 |
-0.2% |
93.579 |
| Range |
0.340 |
0.315 |
-0.025 |
-7.4% |
0.765 |
| ATR |
0.508 |
0.494 |
-0.014 |
-2.7% |
0.000 |
| Volume |
16,028 |
18,542 |
2,514 |
15.7% |
93,982 |
|
| Daily Pivots for day following 24-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.640 |
94.466 |
93.834 |
|
| R3 |
94.325 |
94.151 |
93.748 |
|
| R2 |
94.010 |
94.010 |
93.719 |
|
| R1 |
93.836 |
93.836 |
93.690 |
93.766 |
| PP |
93.695 |
93.695 |
93.695 |
93.660 |
| S1 |
93.521 |
93.521 |
93.632 |
93.451 |
| S2 |
93.380 |
93.380 |
93.603 |
|
| S3 |
93.065 |
93.206 |
93.574 |
|
| S4 |
92.750 |
92.891 |
93.488 |
|
|
| 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% |
0.458 |
0.5% |
76% |
False |
False |
19,199 |
| 10 |
93.900 |
92.590 |
1.310 |
1.4% |
0.443 |
0.5% |
82% |
False |
False |
18,835 |
| 20 |
94.100 |
92.590 |
1.510 |
1.6% |
0.471 |
0.5% |
71% |
False |
False |
20,513 |
| 40 |
94.100 |
90.795 |
3.305 |
3.5% |
0.546 |
0.6% |
87% |
False |
False |
18,863 |
| 60 |
94.100 |
90.795 |
3.305 |
3.5% |
0.536 |
0.6% |
87% |
False |
False |
12,723 |
| 80 |
96.065 |
90.795 |
5.270 |
5.6% |
0.526 |
0.6% |
54% |
False |
False |
9,589 |
| 100 |
97.300 |
90.795 |
6.505 |
6.9% |
0.505 |
0.5% |
44% |
False |
False |
7,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.209 |
|
2.618 |
94.695 |
|
1.618 |
94.380 |
|
1.000 |
94.185 |
|
0.618 |
94.065 |
|
HIGH |
93.870 |
|
0.618 |
93.750 |
|
0.500 |
93.713 |
|
0.382 |
93.675 |
|
LOW |
93.555 |
|
0.618 |
93.360 |
|
1.000 |
93.240 |
|
1.618 |
93.045 |
|
2.618 |
92.730 |
|
4.250 |
92.216 |
|
|
| Fisher Pivots for day following 24-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.713 |
93.590 |
| PP |
93.695 |
93.519 |
| S1 |
93.678 |
93.448 |
|