ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
93.945 |
93.855 |
-0.090 |
-0.1% |
94.355 |
| High |
94.085 |
93.880 |
-0.205 |
-0.2% |
94.545 |
| Low |
93.795 |
93.120 |
-0.675 |
-0.7% |
93.305 |
| Close |
93.877 |
93.135 |
-0.742 |
-0.8% |
93.575 |
| Range |
0.290 |
0.760 |
0.470 |
162.1% |
1.240 |
| ATR |
0.463 |
0.484 |
0.021 |
4.6% |
0.000 |
| Volume |
11,698 |
24,893 |
13,195 |
112.8% |
92,495 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.658 |
95.157 |
93.553 |
|
| R3 |
94.898 |
94.397 |
93.344 |
|
| R2 |
94.138 |
94.138 |
93.274 |
|
| R1 |
93.637 |
93.637 |
93.205 |
93.508 |
| PP |
93.378 |
93.378 |
93.378 |
93.314 |
| S1 |
92.877 |
92.877 |
93.065 |
92.748 |
| S2 |
92.618 |
92.618 |
92.996 |
|
| S3 |
91.858 |
92.117 |
92.926 |
|
| S4 |
91.098 |
91.357 |
92.717 |
|
|
| 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 |
93.120 |
0.965 |
1.0% |
0.447 |
0.5% |
2% |
False |
True |
17,074 |
| 10 |
94.865 |
93.120 |
1.745 |
1.9% |
0.472 |
0.5% |
1% |
False |
True |
18,542 |
| 20 |
95.070 |
93.120 |
1.950 |
2.1% |
0.488 |
0.5% |
1% |
False |
True |
20,941 |
| 40 |
95.070 |
92.590 |
2.480 |
2.7% |
0.475 |
0.5% |
22% |
False |
False |
20,527 |
| 60 |
95.070 |
90.795 |
4.275 |
4.6% |
0.520 |
0.6% |
55% |
False |
False |
19,941 |
| 80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.526 |
0.6% |
55% |
False |
False |
15,078 |
| 100 |
96.065 |
90.795 |
5.270 |
5.7% |
0.521 |
0.6% |
44% |
False |
False |
12,104 |
| 120 |
97.300 |
90.795 |
6.505 |
7.0% |
0.504 |
0.5% |
36% |
False |
False |
10,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.110 |
|
2.618 |
95.870 |
|
1.618 |
95.110 |
|
1.000 |
94.640 |
|
0.618 |
94.350 |
|
HIGH |
93.880 |
|
0.618 |
93.590 |
|
0.500 |
93.500 |
|
0.382 |
93.410 |
|
LOW |
93.120 |
|
0.618 |
92.650 |
|
1.000 |
92.360 |
|
1.618 |
91.890 |
|
2.618 |
91.130 |
|
4.250 |
89.890 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.500 |
93.603 |
| PP |
93.378 |
93.447 |
| S1 |
93.257 |
93.291 |
|