ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
94.415 |
94.665 |
0.250 |
0.3% |
93.640 |
| High |
94.755 |
94.695 |
-0.060 |
-0.1% |
95.060 |
| Low |
94.400 |
94.305 |
-0.095 |
-0.1% |
93.365 |
| Close |
94.709 |
94.588 |
-0.121 |
-0.1% |
94.822 |
| Range |
0.355 |
0.390 |
0.035 |
9.9% |
1.695 |
| ATR |
0.509 |
0.501 |
-0.007 |
-1.5% |
0.000 |
| Volume |
16,623 |
17,089 |
466 |
2.8% |
140,181 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.699 |
95.534 |
94.803 |
|
| R3 |
95.309 |
95.144 |
94.695 |
|
| R2 |
94.919 |
94.919 |
94.660 |
|
| R1 |
94.754 |
94.754 |
94.624 |
94.642 |
| PP |
94.529 |
94.529 |
94.529 |
94.473 |
| S1 |
94.364 |
94.364 |
94.552 |
94.252 |
| S2 |
94.139 |
94.139 |
94.517 |
|
| S3 |
93.749 |
93.974 |
94.481 |
|
| S4 |
93.359 |
93.584 |
94.374 |
|
|
| 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 |
94.305 |
0.755 |
0.8% |
0.387 |
0.4% |
37% |
False |
True |
22,292 |
| 10 |
95.060 |
92.995 |
2.065 |
2.2% |
0.494 |
0.5% |
77% |
False |
False |
24,242 |
| 20 |
95.060 |
92.590 |
2.470 |
2.6% |
0.468 |
0.5% |
81% |
False |
False |
21,780 |
| 40 |
95.060 |
90.795 |
4.265 |
4.5% |
0.517 |
0.5% |
89% |
False |
False |
22,973 |
| 60 |
95.060 |
90.795 |
4.265 |
4.5% |
0.539 |
0.6% |
89% |
False |
False |
15,690 |
| 80 |
95.470 |
90.795 |
4.675 |
4.9% |
0.538 |
0.6% |
81% |
False |
False |
11,839 |
| 100 |
97.300 |
90.795 |
6.505 |
6.9% |
0.518 |
0.5% |
58% |
False |
False |
9,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.353 |
|
2.618 |
95.716 |
|
1.618 |
95.326 |
|
1.000 |
95.085 |
|
0.618 |
94.936 |
|
HIGH |
94.695 |
|
0.618 |
94.546 |
|
0.500 |
94.500 |
|
0.382 |
94.454 |
|
LOW |
94.305 |
|
0.618 |
94.064 |
|
1.000 |
93.915 |
|
1.618 |
93.674 |
|
2.618 |
93.284 |
|
4.250 |
92.648 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
94.559 |
94.569 |
| PP |
94.529 |
94.549 |
| S1 |
94.500 |
94.530 |
|