ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.275 |
92.900 |
-0.375 |
-0.4% |
92.815 |
| High |
93.340 |
93.100 |
-0.240 |
-0.3% |
93.840 |
| Low |
92.850 |
92.900 |
0.050 |
0.1% |
92.775 |
| Close |
92.875 |
93.002 |
0.127 |
0.1% |
93.159 |
| Range |
0.490 |
0.200 |
-0.290 |
-59.2% |
1.065 |
| ATR |
0.525 |
0.504 |
-0.021 |
-4.1% |
0.000 |
| Volume |
649 |
101 |
-548 |
-84.4% |
1,942 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.601 |
93.501 |
93.112 |
|
| R3 |
93.401 |
93.301 |
93.057 |
|
| R2 |
93.201 |
93.201 |
93.039 |
|
| R1 |
93.101 |
93.101 |
93.020 |
93.151 |
| PP |
93.001 |
93.001 |
93.001 |
93.026 |
| S1 |
92.901 |
92.901 |
92.984 |
92.951 |
| S2 |
92.801 |
92.801 |
92.965 |
|
| S3 |
92.601 |
92.701 |
92.947 |
|
| S4 |
92.401 |
92.501 |
92.892 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.453 |
95.871 |
93.745 |
|
| R3 |
95.388 |
94.806 |
93.452 |
|
| R2 |
94.323 |
94.323 |
93.354 |
|
| R1 |
93.741 |
93.741 |
93.257 |
94.032 |
| PP |
93.258 |
93.258 |
93.258 |
93.404 |
| S1 |
92.676 |
92.676 |
93.061 |
92.967 |
| S2 |
92.193 |
92.193 |
92.964 |
|
| S3 |
91.128 |
91.611 |
92.866 |
|
| S4 |
90.063 |
90.546 |
92.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.440 |
92.735 |
0.705 |
0.8% |
0.413 |
0.4% |
38% |
False |
False |
286 |
| 10 |
93.840 |
92.640 |
1.200 |
1.3% |
0.508 |
0.5% |
30% |
False |
False |
381 |
| 20 |
93.840 |
92.230 |
1.610 |
1.7% |
0.516 |
0.6% |
48% |
False |
False |
367 |
| 40 |
96.065 |
92.230 |
3.835 |
4.1% |
0.494 |
0.5% |
20% |
False |
False |
275 |
| 60 |
97.300 |
92.230 |
5.070 |
5.5% |
0.460 |
0.5% |
15% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.950 |
|
2.618 |
93.624 |
|
1.618 |
93.424 |
|
1.000 |
93.300 |
|
0.618 |
93.224 |
|
HIGH |
93.100 |
|
0.618 |
93.024 |
|
0.500 |
93.000 |
|
0.382 |
92.976 |
|
LOW |
92.900 |
|
0.618 |
92.776 |
|
1.000 |
92.700 |
|
1.618 |
92.576 |
|
2.618 |
92.376 |
|
4.250 |
92.050 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.001 |
93.080 |
| PP |
93.001 |
93.054 |
| S1 |
93.000 |
93.028 |
|