ICE US Dollar Index Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
92.225 |
92.070 |
-0.155 |
-0.2% |
91.895 |
| High |
92.285 |
92.305 |
0.020 |
0.0% |
92.000 |
| Low |
91.650 |
91.535 |
-0.115 |
-0.1% |
91.470 |
| Close |
92.070 |
91.608 |
-0.462 |
-0.5% |
91.673 |
| Range |
0.635 |
0.770 |
0.135 |
21.3% |
0.530 |
| ATR |
0.441 |
0.465 |
0.023 |
5.3% |
0.000 |
| Volume |
24,556 |
22,698 |
-1,858 |
-7.6% |
66,308 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.126 |
93.637 |
92.032 |
|
| R3 |
93.356 |
92.867 |
91.820 |
|
| R2 |
92.586 |
92.586 |
91.749 |
|
| R1 |
92.097 |
92.097 |
91.679 |
91.957 |
| PP |
91.816 |
91.816 |
91.816 |
91.746 |
| S1 |
91.327 |
91.327 |
91.537 |
91.187 |
| S2 |
91.046 |
91.046 |
91.467 |
|
| S3 |
90.276 |
90.557 |
91.396 |
|
| S4 |
89.506 |
89.787 |
91.185 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.304 |
93.019 |
91.965 |
|
| R3 |
92.774 |
92.489 |
91.819 |
|
| R2 |
92.244 |
92.244 |
91.770 |
|
| R1 |
91.959 |
91.959 |
91.722 |
91.837 |
| PP |
91.714 |
91.714 |
91.714 |
91.653 |
| S1 |
91.429 |
91.429 |
91.624 |
91.307 |
| S2 |
91.184 |
91.184 |
91.576 |
|
| S3 |
90.654 |
90.899 |
91.527 |
|
| S4 |
90.124 |
90.369 |
91.382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.360 |
91.510 |
0.850 |
0.9% |
0.530 |
0.6% |
12% |
False |
False |
19,708 |
| 10 |
92.690 |
91.470 |
1.220 |
1.3% |
0.503 |
0.5% |
11% |
False |
False |
18,814 |
| 20 |
93.700 |
91.470 |
2.230 |
2.4% |
0.458 |
0.5% |
6% |
False |
False |
18,395 |
| 40 |
93.825 |
91.470 |
2.355 |
2.6% |
0.441 |
0.5% |
6% |
False |
False |
10,510 |
| 60 |
94.760 |
91.470 |
3.290 |
3.6% |
0.434 |
0.5% |
4% |
False |
False |
7,096 |
| 80 |
94.760 |
91.000 |
3.760 |
4.1% |
0.442 |
0.5% |
16% |
False |
False |
5,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.578 |
|
2.618 |
94.321 |
|
1.618 |
93.551 |
|
1.000 |
93.075 |
|
0.618 |
92.781 |
|
HIGH |
92.305 |
|
0.618 |
92.011 |
|
0.500 |
91.920 |
|
0.382 |
91.829 |
|
LOW |
91.535 |
|
0.618 |
91.059 |
|
1.000 |
90.765 |
|
1.618 |
90.289 |
|
2.618 |
89.519 |
|
4.250 |
88.263 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
91.920 |
91.948 |
| PP |
91.816 |
91.834 |
| S1 |
91.712 |
91.721 |
|