ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
94.660 |
94.770 |
0.110 |
0.1% |
93.640 |
| High |
95.060 |
94.835 |
-0.225 |
-0.2% |
95.060 |
| Low |
94.630 |
94.325 |
-0.305 |
-0.3% |
93.365 |
| Close |
94.822 |
94.454 |
-0.368 |
-0.4% |
94.822 |
| Range |
0.430 |
0.510 |
0.080 |
18.6% |
1.695 |
| ATR |
0.544 |
0.541 |
-0.002 |
-0.4% |
0.000 |
| Volume |
36,495 |
22,353 |
-14,142 |
-38.8% |
140,181 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.068 |
95.771 |
94.735 |
|
| R3 |
95.558 |
95.261 |
94.594 |
|
| R2 |
95.048 |
95.048 |
94.548 |
|
| R1 |
94.751 |
94.751 |
94.501 |
94.645 |
| PP |
94.538 |
94.538 |
94.538 |
94.485 |
| S1 |
94.241 |
94.241 |
94.407 |
94.135 |
| S2 |
94.028 |
94.028 |
94.361 |
|
| S3 |
93.518 |
93.731 |
94.314 |
|
| S4 |
93.008 |
93.221 |
94.174 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.501 |
98.856 |
95.754 |
|
| R3 |
97.806 |
97.161 |
95.288 |
|
| R2 |
96.111 |
96.111 |
95.133 |
|
| R1 |
95.466 |
95.466 |
94.977 |
95.788 |
| PP |
94.416 |
94.416 |
94.416 |
94.577 |
| S1 |
93.771 |
93.771 |
94.667 |
94.094 |
| S2 |
92.721 |
92.721 |
94.511 |
|
| S3 |
91.026 |
92.076 |
94.356 |
|
| S4 |
89.331 |
90.381 |
93.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.060 |
93.365 |
1.695 |
1.8% |
0.584 |
0.6% |
64% |
False |
False |
29,301 |
| 10 |
95.060 |
92.910 |
2.150 |
2.3% |
0.535 |
0.6% |
72% |
False |
False |
24,086 |
| 20 |
95.060 |
92.590 |
2.470 |
2.6% |
0.490 |
0.5% |
75% |
False |
False |
21,830 |
| 40 |
95.060 |
90.795 |
4.265 |
4.5% |
0.535 |
0.6% |
86% |
False |
False |
21,914 |
| 60 |
95.060 |
90.795 |
4.265 |
4.5% |
0.543 |
0.6% |
86% |
False |
False |
14,825 |
| 80 |
95.740 |
90.795 |
4.945 |
5.2% |
0.539 |
0.6% |
74% |
False |
False |
11,186 |
| 100 |
97.300 |
90.795 |
6.505 |
6.9% |
0.520 |
0.6% |
56% |
False |
False |
8,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.003 |
|
2.618 |
96.170 |
|
1.618 |
95.660 |
|
1.000 |
95.345 |
|
0.618 |
95.150 |
|
HIGH |
94.835 |
|
0.618 |
94.640 |
|
0.500 |
94.580 |
|
0.382 |
94.520 |
|
LOW |
94.325 |
|
0.618 |
94.010 |
|
1.000 |
93.815 |
|
1.618 |
93.500 |
|
2.618 |
92.990 |
|
4.250 |
92.158 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
94.580 |
94.374 |
| PP |
94.538 |
94.293 |
| S1 |
94.496 |
94.213 |
|