ICE US Dollar Index Future March 2018
| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
92.965 |
93.150 |
0.185 |
0.2% |
93.480 |
| High |
93.350 |
93.515 |
0.165 |
0.2% |
93.825 |
| Low |
92.860 |
92.935 |
0.075 |
0.1% |
92.860 |
| Close |
93.051 |
93.463 |
0.412 |
0.4% |
93.463 |
| Range |
0.490 |
0.580 |
0.090 |
18.4% |
0.965 |
| ATR |
0.456 |
0.465 |
0.009 |
1.9% |
0.000 |
| Volume |
39,191 |
24,599 |
-14,592 |
-37.2% |
104,551 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.044 |
94.834 |
93.782 |
|
| R3 |
94.464 |
94.254 |
93.623 |
|
| R2 |
93.884 |
93.884 |
93.569 |
|
| R1 |
93.674 |
93.674 |
93.516 |
93.779 |
| PP |
93.304 |
93.304 |
93.304 |
93.357 |
| S1 |
93.094 |
93.094 |
93.410 |
93.199 |
| S2 |
92.724 |
92.724 |
93.357 |
|
| S3 |
92.144 |
92.514 |
93.304 |
|
| S4 |
91.564 |
91.934 |
93.144 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.278 |
95.835 |
93.994 |
|
| R3 |
95.313 |
94.870 |
93.728 |
|
| R2 |
94.348 |
94.348 |
93.640 |
|
| R1 |
93.905 |
93.905 |
93.551 |
93.644 |
| PP |
93.383 |
93.383 |
93.383 |
93.252 |
| S1 |
92.940 |
92.940 |
93.375 |
92.679 |
| S2 |
92.418 |
92.418 |
93.286 |
|
| S3 |
91.453 |
91.975 |
93.198 |
|
| S4 |
90.488 |
91.010 |
92.932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.825 |
92.860 |
0.965 |
1.0% |
0.517 |
0.6% |
62% |
False |
False |
20,910 |
| 10 |
93.825 |
92.695 |
1.130 |
1.2% |
0.436 |
0.5% |
68% |
False |
False |
12,560 |
| 20 |
93.825 |
92.130 |
1.695 |
1.8% |
0.463 |
0.5% |
79% |
False |
False |
6,612 |
| 40 |
94.760 |
92.130 |
2.630 |
2.8% |
0.438 |
0.5% |
51% |
False |
False |
3,452 |
| 60 |
94.760 |
91.790 |
2.970 |
3.2% |
0.431 |
0.5% |
56% |
False |
False |
2,347 |
| 80 |
94.760 |
90.680 |
4.080 |
4.4% |
0.440 |
0.5% |
68% |
False |
False |
1,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.980 |
|
2.618 |
95.033 |
|
1.618 |
94.453 |
|
1.000 |
94.095 |
|
0.618 |
93.873 |
|
HIGH |
93.515 |
|
0.618 |
93.293 |
|
0.500 |
93.225 |
|
0.382 |
93.157 |
|
LOW |
92.935 |
|
0.618 |
92.577 |
|
1.000 |
92.355 |
|
1.618 |
91.997 |
|
2.618 |
91.417 |
|
4.250 |
90.470 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.384 |
93.402 |
| PP |
93.304 |
93.341 |
| S1 |
93.225 |
93.280 |
|