ICE US Dollar Index Future September 2018
| Trading Metrics calculated at close of trading on 27-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
93.940 |
94.545 |
0.605 |
0.6% |
94.195 |
| High |
94.580 |
94.700 |
0.120 |
0.1% |
94.700 |
| Low |
93.870 |
94.420 |
0.550 |
0.6% |
93.870 |
| Close |
94.544 |
94.460 |
-0.084 |
-0.1% |
94.460 |
| Range |
0.710 |
0.280 |
-0.430 |
-60.6% |
0.830 |
| ATR |
0.603 |
0.580 |
-0.023 |
-3.8% |
0.000 |
| Volume |
22,628 |
15,966 |
-6,662 |
-29.4% |
86,614 |
|
| Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.367 |
95.193 |
94.614 |
|
| R3 |
95.087 |
94.913 |
94.537 |
|
| R2 |
94.807 |
94.807 |
94.511 |
|
| R1 |
94.633 |
94.633 |
94.486 |
94.580 |
| PP |
94.527 |
94.527 |
94.527 |
94.500 |
| S1 |
94.353 |
94.353 |
94.434 |
94.300 |
| S2 |
94.247 |
94.247 |
94.409 |
|
| S3 |
93.967 |
94.073 |
94.383 |
|
| S4 |
93.687 |
93.793 |
94.306 |
|
|
| Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.833 |
96.477 |
94.917 |
|
| R3 |
96.003 |
95.647 |
94.688 |
|
| R2 |
95.173 |
95.173 |
94.612 |
|
| R1 |
94.817 |
94.817 |
94.536 |
94.995 |
| PP |
94.343 |
94.343 |
94.343 |
94.433 |
| S1 |
93.987 |
93.987 |
94.384 |
94.165 |
| S2 |
93.513 |
93.513 |
94.308 |
|
| S3 |
92.683 |
93.157 |
94.232 |
|
| S4 |
91.853 |
92.327 |
94.004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.700 |
93.870 |
0.830 |
0.9% |
0.505 |
0.5% |
71% |
True |
False |
17,322 |
| 10 |
95.440 |
93.870 |
1.570 |
1.7% |
0.592 |
0.6% |
38% |
False |
False |
21,952 |
| 20 |
95.440 |
93.440 |
2.000 |
2.1% |
0.576 |
0.6% |
51% |
False |
False |
20,091 |
| 40 |
95.440 |
92.760 |
2.680 |
2.8% |
0.584 |
0.6% |
63% |
False |
False |
17,931 |
| 60 |
95.440 |
91.670 |
3.770 |
4.0% |
0.569 |
0.6% |
74% |
False |
False |
12,135 |
| 80 |
95.440 |
88.515 |
6.925 |
7.3% |
0.537 |
0.6% |
86% |
False |
False |
9,144 |
| 100 |
95.440 |
88.190 |
7.250 |
7.7% |
0.514 |
0.5% |
86% |
False |
False |
7,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.890 |
|
2.618 |
95.433 |
|
1.618 |
95.153 |
|
1.000 |
94.980 |
|
0.618 |
94.873 |
|
HIGH |
94.700 |
|
0.618 |
94.593 |
|
0.500 |
94.560 |
|
0.382 |
94.527 |
|
LOW |
94.420 |
|
0.618 |
94.247 |
|
1.000 |
94.140 |
|
1.618 |
93.967 |
|
2.618 |
93.687 |
|
4.250 |
93.230 |
|
|
| Fisher Pivots for day following 27-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
94.560 |
94.402 |
| PP |
94.527 |
94.343 |
| S1 |
94.493 |
94.285 |
|