ICE US Dollar Index Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
92.070 |
91.510 |
-0.560 |
-0.6% |
91.765 |
| High |
92.305 |
91.630 |
-0.675 |
-0.7% |
92.360 |
| Low |
91.535 |
90.530 |
-1.005 |
-1.1% |
90.530 |
| Close |
91.608 |
90.735 |
-0.873 |
-1.0% |
90.735 |
| Range |
0.770 |
1.100 |
0.330 |
42.9% |
1.830 |
| ATR |
0.465 |
0.510 |
0.045 |
9.8% |
0.000 |
| Volume |
22,698 |
40,561 |
17,863 |
78.7% |
125,349 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.265 |
93.600 |
91.340 |
|
| R3 |
93.165 |
92.500 |
91.038 |
|
| R2 |
92.065 |
92.065 |
90.937 |
|
| R1 |
91.400 |
91.400 |
90.836 |
91.183 |
| PP |
90.965 |
90.965 |
90.965 |
90.856 |
| S1 |
90.300 |
90.300 |
90.634 |
90.083 |
| S2 |
89.865 |
89.865 |
90.533 |
|
| S3 |
88.765 |
89.200 |
90.433 |
|
| S4 |
87.665 |
88.100 |
90.130 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.698 |
95.547 |
91.742 |
|
| R3 |
94.868 |
93.717 |
91.238 |
|
| R2 |
93.038 |
93.038 |
91.071 |
|
| R1 |
91.887 |
91.887 |
90.903 |
91.548 |
| PP |
91.208 |
91.208 |
91.208 |
91.039 |
| S1 |
90.057 |
90.057 |
90.567 |
89.718 |
| S2 |
89.378 |
89.378 |
90.400 |
|
| S3 |
87.548 |
88.227 |
90.232 |
|
| S4 |
85.718 |
86.397 |
89.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.360 |
90.530 |
1.830 |
2.0% |
0.686 |
0.8% |
11% |
False |
True |
25,069 |
| 10 |
92.375 |
90.530 |
1.845 |
2.0% |
0.572 |
0.6% |
11% |
False |
True |
21,326 |
| 20 |
93.555 |
90.530 |
3.025 |
3.3% |
0.477 |
0.5% |
7% |
False |
True |
19,581 |
| 40 |
93.825 |
90.530 |
3.295 |
3.6% |
0.458 |
0.5% |
6% |
False |
True |
11,516 |
| 60 |
94.760 |
90.530 |
4.230 |
4.7% |
0.446 |
0.5% |
5% |
False |
True |
7,771 |
| 80 |
94.760 |
90.530 |
4.230 |
4.7% |
0.440 |
0.5% |
5% |
False |
True |
5,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.305 |
|
2.618 |
94.510 |
|
1.618 |
93.410 |
|
1.000 |
92.730 |
|
0.618 |
92.310 |
|
HIGH |
91.630 |
|
0.618 |
91.210 |
|
0.500 |
91.080 |
|
0.382 |
90.950 |
|
LOW |
90.530 |
|
0.618 |
89.850 |
|
1.000 |
89.430 |
|
1.618 |
88.750 |
|
2.618 |
87.650 |
|
4.250 |
85.855 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
91.080 |
91.418 |
| PP |
90.965 |
91.190 |
| S1 |
90.850 |
90.963 |
|