ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
93.860 |
93.895 |
0.035 |
0.0% |
93.040 |
| High |
93.955 |
94.210 |
0.255 |
0.3% |
94.075 |
| Low |
93.650 |
93.745 |
0.095 |
0.1% |
93.000 |
| Close |
93.843 |
94.080 |
0.237 |
0.3% |
93.874 |
| Range |
0.305 |
0.465 |
0.160 |
52.5% |
1.075 |
| ATR |
0.468 |
0.467 |
0.000 |
0.0% |
0.000 |
| Volume |
26,429 |
18,697 |
-7,732 |
-29.3% |
104,570 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.407 |
95.208 |
94.336 |
|
| R3 |
94.942 |
94.743 |
94.208 |
|
| R2 |
94.477 |
94.477 |
94.165 |
|
| R1 |
94.278 |
94.278 |
94.123 |
94.378 |
| PP |
94.012 |
94.012 |
94.012 |
94.061 |
| S1 |
93.813 |
93.813 |
94.037 |
93.913 |
| S2 |
93.547 |
93.547 |
93.995 |
|
| S3 |
93.082 |
93.348 |
93.952 |
|
| S4 |
92.617 |
92.883 |
93.824 |
|
|
| 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 |
94.210 |
93.135 |
1.075 |
1.1% |
0.366 |
0.4% |
88% |
True |
False |
20,268 |
| 10 |
94.210 |
92.550 |
1.660 |
1.8% |
0.451 |
0.5% |
92% |
True |
False |
22,632 |
| 20 |
94.440 |
92.430 |
2.010 |
2.1% |
0.477 |
0.5% |
82% |
False |
False |
21,314 |
| 40 |
95.070 |
92.430 |
2.640 |
2.8% |
0.474 |
0.5% |
63% |
False |
False |
21,111 |
| 60 |
95.070 |
91.215 |
3.855 |
4.1% |
0.492 |
0.5% |
74% |
False |
False |
21,822 |
| 80 |
95.070 |
90.795 |
4.275 |
4.5% |
0.514 |
0.5% |
77% |
False |
False |
18,616 |
| 100 |
95.070 |
90.795 |
4.275 |
4.5% |
0.521 |
0.6% |
77% |
False |
False |
14,968 |
| 120 |
96.930 |
90.795 |
6.135 |
6.5% |
0.513 |
0.5% |
54% |
False |
False |
12,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.186 |
|
2.618 |
95.427 |
|
1.618 |
94.962 |
|
1.000 |
94.675 |
|
0.618 |
94.497 |
|
HIGH |
94.210 |
|
0.618 |
94.032 |
|
0.500 |
93.978 |
|
0.382 |
93.923 |
|
LOW |
93.745 |
|
0.618 |
93.458 |
|
1.000 |
93.280 |
|
1.618 |
92.993 |
|
2.618 |
92.528 |
|
4.250 |
91.769 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
94.046 |
94.030 |
| PP |
94.012 |
93.980 |
| S1 |
93.978 |
93.930 |
|