ICE US Dollar Index Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
92.355 |
91.895 |
-0.460 |
-0.5% |
92.885 |
| High |
92.375 |
91.930 |
-0.445 |
-0.5% |
92.960 |
| Low |
91.805 |
91.470 |
-0.335 |
-0.4% |
91.805 |
| Close |
91.826 |
91.573 |
-0.253 |
-0.3% |
91.826 |
| Range |
0.570 |
0.460 |
-0.110 |
-19.3% |
1.155 |
| ATR |
0.419 |
0.422 |
0.003 |
0.7% |
0.000 |
| Volume |
21,612 |
19,616 |
-1,996 |
-9.2% |
59,576 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.038 |
92.765 |
91.826 |
|
| R3 |
92.578 |
92.305 |
91.700 |
|
| R2 |
92.118 |
92.118 |
91.657 |
|
| R1 |
91.845 |
91.845 |
91.615 |
91.752 |
| PP |
91.658 |
91.658 |
91.658 |
91.611 |
| S1 |
91.385 |
91.385 |
91.531 |
91.292 |
| S2 |
91.198 |
91.198 |
91.489 |
|
| S3 |
90.738 |
90.925 |
91.447 |
|
| S4 |
90.278 |
90.465 |
91.320 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.662 |
94.899 |
92.461 |
|
| R3 |
94.507 |
93.744 |
92.144 |
|
| R2 |
93.352 |
93.352 |
92.038 |
|
| R1 |
92.589 |
92.589 |
91.932 |
92.393 |
| PP |
92.197 |
92.197 |
92.197 |
92.099 |
| S1 |
91.434 |
91.434 |
91.720 |
91.238 |
| S2 |
91.042 |
91.042 |
91.614 |
|
| S3 |
89.887 |
90.279 |
91.508 |
|
| S4 |
88.732 |
89.124 |
91.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.960 |
91.470 |
1.490 |
1.6% |
0.398 |
0.4% |
7% |
False |
True |
15,838 |
| 10 |
93.555 |
91.470 |
2.085 |
2.3% |
0.378 |
0.4% |
5% |
False |
True |
15,579 |
| 20 |
93.825 |
91.470 |
2.355 |
2.6% |
0.407 |
0.4% |
4% |
False |
True |
14,070 |
| 40 |
94.760 |
91.470 |
3.290 |
3.6% |
0.421 |
0.5% |
3% |
False |
True |
7,278 |
| 60 |
94.760 |
91.470 |
3.290 |
3.6% |
0.418 |
0.5% |
3% |
False |
True |
4,917 |
| 80 |
94.760 |
90.940 |
3.820 |
4.2% |
0.436 |
0.5% |
17% |
False |
False |
3,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.885 |
|
2.618 |
93.134 |
|
1.618 |
92.674 |
|
1.000 |
92.390 |
|
0.618 |
92.214 |
|
HIGH |
91.930 |
|
0.618 |
91.754 |
|
0.500 |
91.700 |
|
0.382 |
91.646 |
|
LOW |
91.470 |
|
0.618 |
91.186 |
|
1.000 |
91.010 |
|
1.618 |
90.726 |
|
2.618 |
90.266 |
|
4.250 |
89.515 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
91.700 |
92.080 |
| PP |
91.658 |
91.911 |
| S1 |
91.615 |
91.742 |
|