ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
94.665 |
94.610 |
-0.055 |
-0.1% |
94.770 |
| High |
94.695 |
94.920 |
0.225 |
0.2% |
94.920 |
| Low |
94.305 |
94.115 |
-0.190 |
-0.2% |
94.115 |
| Close |
94.588 |
94.858 |
0.270 |
0.3% |
94.858 |
| Range |
0.390 |
0.805 |
0.415 |
106.4% |
0.805 |
| ATR |
0.501 |
0.523 |
0.022 |
4.3% |
0.000 |
| Volume |
17,089 |
24,482 |
7,393 |
43.3% |
99,451 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.046 |
96.757 |
95.301 |
|
| R3 |
96.241 |
95.952 |
95.079 |
|
| R2 |
95.436 |
95.436 |
95.006 |
|
| R1 |
95.147 |
95.147 |
94.932 |
95.292 |
| PP |
94.631 |
94.631 |
94.631 |
94.703 |
| S1 |
94.342 |
94.342 |
94.784 |
94.487 |
| S2 |
93.826 |
93.826 |
94.710 |
|
| S3 |
93.021 |
93.537 |
94.637 |
|
| S4 |
92.216 |
92.732 |
94.415 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.046 |
96.757 |
95.301 |
|
| R3 |
96.241 |
95.952 |
95.079 |
|
| R2 |
95.436 |
95.436 |
95.006 |
|
| R1 |
95.147 |
95.147 |
94.932 |
95.292 |
| PP |
94.631 |
94.631 |
94.631 |
94.703 |
| S1 |
94.342 |
94.342 |
94.784 |
94.487 |
| S2 |
93.826 |
93.826 |
94.710 |
|
| S3 |
93.021 |
93.537 |
94.637 |
|
| S4 |
92.216 |
92.732 |
94.415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.920 |
94.115 |
0.805 |
0.8% |
0.462 |
0.5% |
92% |
True |
True |
19,890 |
| 10 |
95.060 |
93.365 |
1.695 |
1.8% |
0.506 |
0.5% |
88% |
False |
False |
23,963 |
| 20 |
95.060 |
92.590 |
2.470 |
2.6% |
0.484 |
0.5% |
92% |
False |
False |
21,635 |
| 40 |
95.060 |
91.165 |
3.895 |
4.1% |
0.525 |
0.6% |
95% |
False |
False |
23,422 |
| 60 |
95.060 |
90.795 |
4.265 |
4.5% |
0.545 |
0.6% |
95% |
False |
False |
16,089 |
| 80 |
95.320 |
90.795 |
4.525 |
4.8% |
0.543 |
0.6% |
90% |
False |
False |
12,145 |
| 100 |
97.300 |
90.795 |
6.505 |
6.9% |
0.518 |
0.5% |
62% |
False |
False |
9,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.341 |
|
2.618 |
97.028 |
|
1.618 |
96.223 |
|
1.000 |
95.725 |
|
0.618 |
95.418 |
|
HIGH |
94.920 |
|
0.618 |
94.613 |
|
0.500 |
94.518 |
|
0.382 |
94.423 |
|
LOW |
94.115 |
|
0.618 |
93.618 |
|
1.000 |
93.310 |
|
1.618 |
92.813 |
|
2.618 |
92.008 |
|
4.250 |
90.694 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
94.745 |
94.745 |
| PP |
94.631 |
94.631 |
| S1 |
94.518 |
94.518 |
|