ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
92.395 |
91.955 |
-0.440 |
-0.5% |
92.150 |
| High |
92.445 |
92.110 |
-0.335 |
-0.4% |
93.060 |
| Low |
91.910 |
91.720 |
-0.190 |
-0.2% |
91.350 |
| Close |
91.986 |
92.017 |
0.031 |
0.0% |
92.529 |
| Range |
0.535 |
0.390 |
-0.145 |
-27.1% |
1.710 |
| ATR |
0.601 |
0.586 |
-0.015 |
-2.5% |
0.000 |
| Volume |
2,234 |
2,219 |
-15 |
-0.7% |
6,724 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.119 |
92.958 |
92.232 |
|
| R3 |
92.729 |
92.568 |
92.124 |
|
| R2 |
92.339 |
92.339 |
92.089 |
|
| R1 |
92.178 |
92.178 |
92.053 |
92.259 |
| PP |
91.949 |
91.949 |
91.949 |
91.989 |
| S1 |
91.788 |
91.788 |
91.981 |
91.869 |
| S2 |
91.559 |
91.559 |
91.946 |
|
| S3 |
91.169 |
91.398 |
91.910 |
|
| S4 |
90.779 |
91.008 |
91.803 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.443 |
96.696 |
93.470 |
|
| R3 |
95.733 |
94.986 |
92.999 |
|
| R2 |
94.023 |
94.023 |
92.843 |
|
| R1 |
93.276 |
93.276 |
92.686 |
93.650 |
| PP |
92.313 |
92.313 |
92.313 |
92.500 |
| S1 |
91.566 |
91.566 |
92.372 |
91.940 |
| S2 |
90.603 |
90.603 |
92.216 |
|
| S3 |
88.893 |
89.856 |
92.059 |
|
| S4 |
87.183 |
88.146 |
91.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.060 |
91.720 |
1.340 |
1.5% |
0.626 |
0.7% |
22% |
False |
True |
1,796 |
| 10 |
93.340 |
91.350 |
1.990 |
2.2% |
0.604 |
0.7% |
34% |
False |
False |
1,309 |
| 20 |
93.840 |
91.350 |
2.490 |
2.7% |
0.563 |
0.6% |
27% |
False |
False |
842 |
| 40 |
95.515 |
91.350 |
4.165 |
4.5% |
0.549 |
0.6% |
16% |
False |
False |
562 |
| 60 |
97.300 |
91.350 |
5.950 |
6.5% |
0.517 |
0.6% |
11% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.768 |
|
2.618 |
93.131 |
|
1.618 |
92.741 |
|
1.000 |
92.500 |
|
0.618 |
92.351 |
|
HIGH |
92.110 |
|
0.618 |
91.961 |
|
0.500 |
91.915 |
|
0.382 |
91.869 |
|
LOW |
91.720 |
|
0.618 |
91.479 |
|
1.000 |
91.330 |
|
1.618 |
91.089 |
|
2.618 |
90.699 |
|
4.250 |
90.063 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.983 |
92.180 |
| PP |
91.949 |
92.126 |
| S1 |
91.915 |
92.071 |
|