ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
93.730 |
93.945 |
0.215 |
0.2% |
94.355 |
| High |
94.020 |
94.085 |
0.065 |
0.1% |
94.545 |
| Low |
93.485 |
93.795 |
0.310 |
0.3% |
93.305 |
| Close |
93.997 |
93.877 |
-0.120 |
-0.1% |
93.575 |
| Range |
0.535 |
0.290 |
-0.245 |
-45.8% |
1.240 |
| ATR |
0.476 |
0.463 |
-0.013 |
-2.8% |
0.000 |
| Volume |
19,683 |
11,698 |
-7,985 |
-40.6% |
92,495 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.789 |
94.623 |
94.037 |
|
| R3 |
94.499 |
94.333 |
93.957 |
|
| R2 |
94.209 |
94.209 |
93.930 |
|
| R1 |
94.043 |
94.043 |
93.904 |
93.981 |
| PP |
93.919 |
93.919 |
93.919 |
93.888 |
| S1 |
93.753 |
93.753 |
93.850 |
93.691 |
| S2 |
93.629 |
93.629 |
93.824 |
|
| S3 |
93.339 |
93.463 |
93.797 |
|
| S4 |
93.049 |
93.173 |
93.718 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.528 |
96.792 |
94.257 |
|
| R3 |
96.288 |
95.552 |
93.916 |
|
| R2 |
95.048 |
95.048 |
93.802 |
|
| R1 |
94.312 |
94.312 |
93.689 |
94.060 |
| PP |
93.808 |
93.808 |
93.808 |
93.683 |
| S1 |
93.072 |
93.072 |
93.461 |
92.820 |
| S2 |
92.568 |
92.568 |
93.348 |
|
| S3 |
91.328 |
91.832 |
93.234 |
|
| S4 |
90.088 |
90.592 |
92.893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.085 |
93.305 |
0.780 |
0.8% |
0.394 |
0.4% |
73% |
True |
False |
17,145 |
| 10 |
94.865 |
93.305 |
1.560 |
1.7% |
0.415 |
0.4% |
37% |
False |
False |
17,194 |
| 20 |
95.070 |
93.305 |
1.765 |
1.9% |
0.471 |
0.5% |
32% |
False |
False |
20,922 |
| 40 |
95.070 |
92.590 |
2.480 |
2.6% |
0.471 |
0.5% |
52% |
False |
False |
20,717 |
| 60 |
95.070 |
90.795 |
4.275 |
4.6% |
0.521 |
0.6% |
72% |
False |
False |
19,549 |
| 80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.520 |
0.6% |
72% |
False |
False |
14,773 |
| 100 |
96.065 |
90.795 |
5.270 |
5.6% |
0.515 |
0.5% |
58% |
False |
False |
11,855 |
| 120 |
97.300 |
90.795 |
6.505 |
6.9% |
0.499 |
0.5% |
47% |
False |
False |
9,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.317 |
|
2.618 |
94.844 |
|
1.618 |
94.554 |
|
1.000 |
94.375 |
|
0.618 |
94.264 |
|
HIGH |
94.085 |
|
0.618 |
93.974 |
|
0.500 |
93.940 |
|
0.382 |
93.906 |
|
LOW |
93.795 |
|
0.618 |
93.616 |
|
1.000 |
93.505 |
|
1.618 |
93.326 |
|
2.618 |
93.036 |
|
4.250 |
92.563 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.940 |
93.836 |
| PP |
93.919 |
93.794 |
| S1 |
93.898 |
93.753 |
|