ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 08-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2017 |
08-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
93.565 |
93.800 |
0.235 |
0.3% |
93.040 |
| High |
93.780 |
94.075 |
0.295 |
0.3% |
94.075 |
| Low |
93.495 |
93.785 |
0.290 |
0.3% |
93.000 |
| Close |
93.769 |
93.874 |
0.105 |
0.1% |
93.874 |
| Range |
0.285 |
0.290 |
0.005 |
1.8% |
1.075 |
| ATR |
0.493 |
0.480 |
-0.013 |
-2.7% |
0.000 |
| Volume |
14,810 |
19,750 |
4,940 |
33.4% |
104,570 |
|
| Daily Pivots for day following 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.781 |
94.618 |
94.034 |
|
| R3 |
94.491 |
94.328 |
93.954 |
|
| R2 |
94.201 |
94.201 |
93.927 |
|
| R1 |
94.038 |
94.038 |
93.901 |
94.120 |
| PP |
93.911 |
93.911 |
93.911 |
93.952 |
| S1 |
93.748 |
93.748 |
93.847 |
93.830 |
| S2 |
93.621 |
93.621 |
93.821 |
|
| S3 |
93.331 |
93.458 |
93.794 |
|
| S4 |
93.041 |
93.168 |
93.715 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.875 |
96.449 |
94.465 |
|
| R3 |
95.800 |
95.374 |
94.170 |
|
| R2 |
94.725 |
94.725 |
94.071 |
|
| R1 |
94.299 |
94.299 |
93.973 |
94.512 |
| PP |
93.650 |
93.650 |
93.650 |
93.756 |
| S1 |
93.224 |
93.224 |
93.775 |
93.437 |
| S2 |
92.575 |
92.575 |
93.677 |
|
| S3 |
91.500 |
92.149 |
93.578 |
|
| S4 |
90.425 |
91.074 |
93.283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.075 |
93.000 |
1.075 |
1.1% |
0.369 |
0.4% |
81% |
True |
False |
20,914 |
| 10 |
94.075 |
92.430 |
1.645 |
1.8% |
0.469 |
0.5% |
88% |
True |
False |
22,564 |
| 20 |
94.555 |
92.430 |
2.125 |
2.3% |
0.471 |
0.5% |
68% |
False |
False |
20,326 |
| 40 |
95.070 |
92.430 |
2.640 |
2.8% |
0.474 |
0.5% |
55% |
False |
False |
20,914 |
| 60 |
95.070 |
91.215 |
3.855 |
4.1% |
0.496 |
0.5% |
69% |
False |
False |
21,940 |
| 80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.518 |
0.6% |
72% |
False |
False |
18,062 |
| 100 |
95.070 |
90.795 |
4.275 |
4.6% |
0.530 |
0.6% |
72% |
False |
False |
14,520 |
| 120 |
97.105 |
90.795 |
6.310 |
6.7% |
0.511 |
0.5% |
49% |
False |
False |
12,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.308 |
|
2.618 |
94.834 |
|
1.618 |
94.544 |
|
1.000 |
94.365 |
|
0.618 |
94.254 |
|
HIGH |
94.075 |
|
0.618 |
93.964 |
|
0.500 |
93.930 |
|
0.382 |
93.896 |
|
LOW |
93.785 |
|
0.618 |
93.606 |
|
1.000 |
93.495 |
|
1.618 |
93.316 |
|
2.618 |
93.026 |
|
4.250 |
92.553 |
|
|
| Fisher Pivots for day following 08-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.930 |
93.784 |
| PP |
93.911 |
93.695 |
| S1 |
93.893 |
93.605 |
|