ICE US Dollar Index Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
91.560 |
91.965 |
0.405 |
0.4% |
92.885 |
| High |
91.990 |
92.000 |
0.010 |
0.0% |
92.960 |
| Low |
91.535 |
91.520 |
-0.015 |
0.0% |
91.805 |
| Close |
91.896 |
91.581 |
-0.315 |
-0.3% |
91.826 |
| Range |
0.455 |
0.480 |
0.025 |
5.5% |
1.155 |
| ATR |
0.425 |
0.429 |
0.004 |
0.9% |
0.000 |
| Volume |
17,209 |
15,731 |
-1,478 |
-8.6% |
59,576 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.140 |
92.841 |
91.845 |
|
| R3 |
92.660 |
92.361 |
91.713 |
|
| R2 |
92.180 |
92.180 |
91.669 |
|
| R1 |
91.881 |
91.881 |
91.625 |
91.791 |
| PP |
91.700 |
91.700 |
91.700 |
91.655 |
| S1 |
91.401 |
91.401 |
91.537 |
91.311 |
| S2 |
91.220 |
91.220 |
91.493 |
|
| S3 |
90.740 |
90.921 |
91.449 |
|
| S4 |
90.260 |
90.441 |
91.317 |
|
|
| 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 |
92.690 |
91.470 |
1.220 |
1.3% |
0.476 |
0.5% |
9% |
False |
False |
17,920 |
| 10 |
93.120 |
91.470 |
1.650 |
1.8% |
0.378 |
0.4% |
7% |
False |
False |
15,453 |
| 20 |
93.825 |
91.470 |
2.355 |
2.6% |
0.416 |
0.5% |
5% |
False |
False |
15,194 |
| 40 |
94.535 |
91.470 |
3.065 |
3.3% |
0.425 |
0.5% |
4% |
False |
False |
8,086 |
| 60 |
94.760 |
91.470 |
3.290 |
3.6% |
0.421 |
0.5% |
3% |
False |
False |
5,462 |
| 80 |
94.760 |
91.000 |
3.760 |
4.1% |
0.437 |
0.5% |
15% |
False |
False |
4,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.040 |
|
2.618 |
93.257 |
|
1.618 |
92.777 |
|
1.000 |
92.480 |
|
0.618 |
92.297 |
|
HIGH |
92.000 |
|
0.618 |
91.817 |
|
0.500 |
91.760 |
|
0.382 |
91.703 |
|
LOW |
91.520 |
|
0.618 |
91.223 |
|
1.000 |
91.040 |
|
1.618 |
90.743 |
|
2.618 |
90.263 |
|
4.250 |
89.480 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
91.760 |
91.735 |
| PP |
91.700 |
91.684 |
| S1 |
91.641 |
91.632 |
|