ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
94.405 |
93.770 |
-0.635 |
-0.7% |
94.825 |
| High |
94.440 |
93.800 |
-0.640 |
-0.7% |
95.070 |
| Low |
93.640 |
93.305 |
-0.335 |
-0.4% |
94.155 |
| Close |
93.723 |
93.726 |
0.003 |
0.0% |
94.278 |
| Range |
0.800 |
0.495 |
-0.305 |
-38.1% |
0.915 |
| ATR |
0.494 |
0.494 |
0.000 |
0.0% |
0.000 |
| Volume |
27,436 |
25,251 |
-2,185 |
-8.0% |
89,503 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.095 |
94.906 |
93.998 |
|
| R3 |
94.600 |
94.411 |
93.862 |
|
| R2 |
94.105 |
94.105 |
93.817 |
|
| R1 |
93.916 |
93.916 |
93.771 |
93.763 |
| PP |
93.610 |
93.610 |
93.610 |
93.534 |
| S1 |
93.421 |
93.421 |
93.681 |
93.268 |
| S2 |
93.115 |
93.115 |
93.635 |
|
| S3 |
92.620 |
92.926 |
93.590 |
|
| S4 |
92.125 |
92.431 |
93.454 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.246 |
96.677 |
94.781 |
|
| R3 |
96.331 |
95.762 |
94.530 |
|
| R2 |
95.416 |
95.416 |
94.446 |
|
| R1 |
94.847 |
94.847 |
94.362 |
94.674 |
| PP |
94.501 |
94.501 |
94.501 |
94.415 |
| S1 |
93.932 |
93.932 |
94.194 |
93.759 |
| S2 |
93.586 |
93.586 |
94.110 |
|
| S3 |
92.671 |
93.017 |
94.026 |
|
| S4 |
91.756 |
92.102 |
93.775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.865 |
93.305 |
1.560 |
1.7% |
0.498 |
0.5% |
27% |
False |
True |
20,011 |
| 10 |
95.070 |
93.305 |
1.765 |
1.9% |
0.474 |
0.5% |
24% |
False |
True |
19,447 |
| 20 |
95.070 |
92.910 |
2.160 |
2.3% |
0.490 |
0.5% |
38% |
False |
False |
21,918 |
| 40 |
95.070 |
91.575 |
3.495 |
3.7% |
0.491 |
0.5% |
62% |
False |
False |
21,851 |
| 60 |
95.070 |
90.795 |
4.275 |
4.6% |
0.531 |
0.6% |
69% |
False |
False |
18,586 |
| 80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.540 |
0.6% |
69% |
False |
False |
14,038 |
| 100 |
96.065 |
90.795 |
5.270 |
5.6% |
0.519 |
0.6% |
56% |
False |
False |
11,259 |
| 120 |
97.300 |
90.795 |
6.505 |
6.9% |
0.496 |
0.5% |
45% |
False |
False |
9,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.904 |
|
2.618 |
95.096 |
|
1.618 |
94.601 |
|
1.000 |
94.295 |
|
0.618 |
94.106 |
|
HIGH |
93.800 |
|
0.618 |
93.611 |
|
0.500 |
93.553 |
|
0.382 |
93.494 |
|
LOW |
93.305 |
|
0.618 |
92.999 |
|
1.000 |
92.810 |
|
1.618 |
92.504 |
|
2.618 |
92.009 |
|
4.250 |
91.201 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.668 |
93.925 |
| PP |
93.610 |
93.859 |
| S1 |
93.553 |
93.792 |
|