ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
98.930 |
98.770 |
-0.160 |
-0.2% |
99.180 |
| High |
99.085 |
99.270 |
0.185 |
0.2% |
99.240 |
| Low |
98.775 |
98.750 |
-0.025 |
0.0% |
98.565 |
| Close |
98.829 |
99.082 |
0.253 |
0.3% |
98.898 |
| Range |
0.310 |
0.520 |
0.210 |
67.7% |
0.675 |
| ATR |
0.552 |
0.550 |
-0.002 |
-0.4% |
0.000 |
| Volume |
19,825 |
27,166 |
7,341 |
37.0% |
156,190 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.594 |
100.358 |
99.368 |
|
| R3 |
100.074 |
99.838 |
99.225 |
|
| R2 |
99.554 |
99.554 |
99.177 |
|
| R1 |
99.318 |
99.318 |
99.130 |
99.436 |
| PP |
99.034 |
99.034 |
99.034 |
99.093 |
| S1 |
98.798 |
98.798 |
99.034 |
98.916 |
| S2 |
98.514 |
98.514 |
98.987 |
|
| S3 |
97.994 |
98.278 |
98.939 |
|
| S4 |
97.474 |
97.758 |
98.796 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.926 |
100.587 |
99.269 |
|
| R3 |
100.251 |
99.912 |
99.084 |
|
| R2 |
99.576 |
99.576 |
99.022 |
|
| R1 |
99.237 |
99.237 |
98.960 |
99.069 |
| PP |
98.901 |
98.901 |
98.901 |
98.817 |
| S1 |
98.562 |
98.562 |
98.836 |
98.394 |
| S2 |
98.226 |
98.226 |
98.774 |
|
| S3 |
97.551 |
97.887 |
98.712 |
|
| S4 |
96.876 |
97.212 |
98.527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.270 |
98.580 |
0.690 |
0.7% |
0.446 |
0.5% |
73% |
True |
False |
26,232 |
| 10 |
99.935 |
98.565 |
1.370 |
1.4% |
0.475 |
0.5% |
38% |
False |
False |
26,623 |
| 20 |
101.265 |
98.565 |
2.700 |
2.7% |
0.534 |
0.5% |
19% |
False |
False |
24,939 |
| 40 |
102.125 |
98.565 |
3.560 |
3.6% |
0.531 |
0.5% |
15% |
False |
False |
27,166 |
| 60 |
102.190 |
98.565 |
3.625 |
3.7% |
0.538 |
0.5% |
14% |
False |
False |
18,958 |
| 80 |
102.830 |
98.565 |
4.265 |
4.3% |
0.599 |
0.6% |
12% |
False |
False |
14,343 |
| 100 |
103.750 |
98.565 |
5.185 |
5.2% |
0.620 |
0.6% |
10% |
False |
False |
11,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.480 |
|
2.618 |
100.631 |
|
1.618 |
100.111 |
|
1.000 |
99.790 |
|
0.618 |
99.591 |
|
HIGH |
99.270 |
|
0.618 |
99.071 |
|
0.500 |
99.010 |
|
0.382 |
98.949 |
|
LOW |
98.750 |
|
0.618 |
98.429 |
|
1.000 |
98.230 |
|
1.618 |
97.909 |
|
2.618 |
97.389 |
|
4.250 |
96.540 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
99.058 |
99.056 |
| PP |
99.034 |
99.029 |
| S1 |
99.010 |
99.003 |
|