ICE US Dollar Index Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
93.760 |
93.890 |
0.130 |
0.1% |
94.555 |
| High |
94.000 |
94.620 |
0.620 |
0.7% |
94.565 |
| Low |
93.520 |
93.810 |
0.290 |
0.3% |
93.395 |
| Close |
93.773 |
94.524 |
0.751 |
0.8% |
93.798 |
| Range |
0.480 |
0.810 |
0.330 |
68.8% |
1.170 |
| ATR |
0.524 |
0.547 |
0.023 |
4.4% |
0.000 |
| Volume |
21,089 |
27,052 |
5,963 |
28.3% |
99,952 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.748 |
96.446 |
94.970 |
|
| R3 |
95.938 |
95.636 |
94.747 |
|
| R2 |
95.128 |
95.128 |
94.673 |
|
| R1 |
94.826 |
94.826 |
94.598 |
94.977 |
| PP |
94.318 |
94.318 |
94.318 |
94.394 |
| S1 |
94.016 |
94.016 |
94.450 |
94.167 |
| S2 |
93.508 |
93.508 |
94.376 |
|
| S3 |
92.698 |
93.206 |
94.301 |
|
| S4 |
91.888 |
92.396 |
94.079 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.429 |
96.784 |
94.442 |
|
| R3 |
96.259 |
95.614 |
94.120 |
|
| R2 |
95.089 |
95.089 |
94.013 |
|
| R1 |
94.444 |
94.444 |
93.905 |
94.182 |
| PP |
93.919 |
93.919 |
93.919 |
93.788 |
| S1 |
93.274 |
93.274 |
93.691 |
93.012 |
| S2 |
92.749 |
92.749 |
93.584 |
|
| S3 |
91.579 |
92.104 |
93.476 |
|
| S4 |
90.409 |
90.934 |
93.155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.620 |
93.395 |
1.225 |
1.3% |
0.546 |
0.6% |
92% |
True |
False |
20,588 |
| 10 |
94.620 |
93.395 |
1.225 |
1.3% |
0.556 |
0.6% |
92% |
True |
False |
20,583 |
| 20 |
95.280 |
93.395 |
1.885 |
2.0% |
0.543 |
0.6% |
60% |
False |
False |
14,834 |
| 40 |
96.450 |
93.395 |
3.055 |
3.2% |
0.525 |
0.6% |
37% |
False |
False |
7,656 |
| 60 |
96.450 |
93.045 |
3.405 |
3.6% |
0.509 |
0.5% |
43% |
False |
False |
5,157 |
| 80 |
96.450 |
92.300 |
4.150 |
4.4% |
0.504 |
0.5% |
54% |
False |
False |
3,899 |
| 100 |
96.450 |
91.250 |
5.200 |
5.5% |
0.491 |
0.5% |
63% |
False |
False |
3,139 |
| 120 |
96.450 |
88.220 |
8.230 |
8.7% |
0.463 |
0.5% |
77% |
False |
False |
2,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.063 |
|
2.618 |
96.741 |
|
1.618 |
95.931 |
|
1.000 |
95.430 |
|
0.618 |
95.121 |
|
HIGH |
94.620 |
|
0.618 |
94.311 |
|
0.500 |
94.215 |
|
0.382 |
94.119 |
|
LOW |
93.810 |
|
0.618 |
93.309 |
|
1.000 |
93.000 |
|
1.618 |
92.499 |
|
2.618 |
91.689 |
|
4.250 |
90.368 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
94.421 |
94.373 |
| PP |
94.318 |
94.221 |
| S1 |
94.215 |
94.070 |
|