ICE US Dollar Index Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
94.760 |
94.740 |
-0.020 |
0.0% |
94.700 |
| High |
94.945 |
94.870 |
-0.075 |
-0.1% |
95.280 |
| Low |
94.475 |
94.295 |
-0.180 |
-0.2% |
94.450 |
| Close |
94.830 |
94.358 |
-0.472 |
-0.5% |
94.939 |
| Range |
0.470 |
0.575 |
0.105 |
22.3% |
0.830 |
| ATR |
0.521 |
0.524 |
0.004 |
0.7% |
0.000 |
| Volume |
15,860 |
16,096 |
236 |
1.5% |
13,531 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.233 |
95.870 |
94.674 |
|
| R3 |
95.658 |
95.295 |
94.516 |
|
| R2 |
95.083 |
95.083 |
94.463 |
|
| R1 |
94.720 |
94.720 |
94.411 |
94.614 |
| PP |
94.508 |
94.508 |
94.508 |
94.455 |
| S1 |
94.145 |
94.145 |
94.305 |
94.039 |
| S2 |
93.933 |
93.933 |
94.253 |
|
| S3 |
93.358 |
93.570 |
94.200 |
|
| S4 |
92.783 |
92.995 |
94.042 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.380 |
96.989 |
95.396 |
|
| R3 |
96.550 |
96.159 |
95.167 |
|
| R2 |
95.720 |
95.720 |
95.091 |
|
| R1 |
95.329 |
95.329 |
95.015 |
95.525 |
| PP |
94.890 |
94.890 |
94.890 |
94.987 |
| S1 |
94.499 |
94.499 |
94.863 |
94.695 |
| S2 |
94.060 |
94.060 |
94.787 |
|
| S3 |
93.230 |
93.669 |
94.711 |
|
| S4 |
92.400 |
92.839 |
94.483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.155 |
94.295 |
0.860 |
0.9% |
0.495 |
0.5% |
7% |
False |
True |
9,193 |
| 10 |
95.280 |
94.000 |
1.280 |
1.4% |
0.511 |
0.5% |
28% |
False |
False |
5,818 |
| 20 |
96.450 |
93.930 |
2.520 |
2.7% |
0.522 |
0.6% |
17% |
False |
False |
3,242 |
| 40 |
96.450 |
93.480 |
2.970 |
3.1% |
0.501 |
0.5% |
30% |
False |
False |
1,725 |
| 60 |
96.450 |
93.045 |
3.405 |
3.6% |
0.497 |
0.5% |
39% |
False |
False |
1,201 |
| 80 |
96.450 |
92.300 |
4.150 |
4.4% |
0.491 |
0.5% |
50% |
False |
False |
927 |
| 100 |
96.450 |
89.665 |
6.785 |
7.2% |
0.468 |
0.5% |
69% |
False |
False |
752 |
| 120 |
96.450 |
87.750 |
8.700 |
9.2% |
0.439 |
0.5% |
76% |
False |
False |
632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.314 |
|
2.618 |
96.375 |
|
1.618 |
95.800 |
|
1.000 |
95.445 |
|
0.618 |
95.225 |
|
HIGH |
94.870 |
|
0.618 |
94.650 |
|
0.500 |
94.583 |
|
0.382 |
94.515 |
|
LOW |
94.295 |
|
0.618 |
93.940 |
|
1.000 |
93.720 |
|
1.618 |
93.365 |
|
2.618 |
92.790 |
|
4.250 |
91.851 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
94.583 |
94.725 |
| PP |
94.508 |
94.603 |
| S1 |
94.433 |
94.480 |
|