ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 09-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2017 |
09-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
101.660 |
102.045 |
0.385 |
0.4% |
101.040 |
| High |
102.060 |
102.125 |
0.065 |
0.1% |
102.190 |
| Low |
101.580 |
101.570 |
-0.010 |
0.0% |
100.625 |
| Close |
101.951 |
101.718 |
-0.233 |
-0.2% |
101.433 |
| Range |
0.480 |
0.555 |
0.075 |
15.6% |
1.565 |
| ATR |
0.608 |
0.604 |
-0.004 |
-0.6% |
0.000 |
| Volume |
31,054 |
45,073 |
14,019 |
45.1% |
18,437 |
|
| Daily Pivots for day following 09-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.469 |
103.149 |
102.023 |
|
| R3 |
102.914 |
102.594 |
101.871 |
|
| R2 |
102.359 |
102.359 |
101.820 |
|
| R1 |
102.039 |
102.039 |
101.769 |
101.922 |
| PP |
101.804 |
101.804 |
101.804 |
101.746 |
| S1 |
101.484 |
101.484 |
101.667 |
101.367 |
| S2 |
101.249 |
101.249 |
101.616 |
|
| S3 |
100.694 |
100.929 |
101.565 |
|
| S4 |
100.139 |
100.374 |
101.413 |
|
|
| Weekly Pivots for week ending 03-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.111 |
105.337 |
102.294 |
|
| R3 |
104.546 |
103.772 |
101.863 |
|
| R2 |
102.981 |
102.981 |
101.720 |
|
| R1 |
102.207 |
102.207 |
101.576 |
102.594 |
| PP |
101.416 |
101.416 |
101.416 |
101.610 |
| S1 |
100.642 |
100.642 |
101.290 |
101.029 |
| S2 |
99.851 |
99.851 |
101.146 |
|
| S3 |
98.286 |
99.077 |
101.003 |
|
| S4 |
96.721 |
97.512 |
100.572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.190 |
101.110 |
1.080 |
1.1% |
0.580 |
0.6% |
56% |
False |
False |
22,052 |
| 10 |
102.190 |
100.595 |
1.595 |
1.6% |
0.577 |
0.6% |
70% |
False |
False |
11,975 |
| 20 |
102.190 |
100.355 |
1.835 |
1.8% |
0.550 |
0.5% |
74% |
False |
False |
6,300 |
| 40 |
102.190 |
99.145 |
3.045 |
3.0% |
0.626 |
0.6% |
84% |
False |
False |
3,402 |
| 60 |
103.750 |
99.145 |
4.605 |
4.5% |
0.679 |
0.7% |
56% |
False |
False |
2,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.484 |
|
2.618 |
103.578 |
|
1.618 |
103.023 |
|
1.000 |
102.680 |
|
0.618 |
102.468 |
|
HIGH |
102.125 |
|
0.618 |
101.913 |
|
0.500 |
101.848 |
|
0.382 |
101.782 |
|
LOW |
101.570 |
|
0.618 |
101.227 |
|
1.000 |
101.015 |
|
1.618 |
100.672 |
|
2.618 |
100.117 |
|
4.250 |
99.211 |
|
|
| Fisher Pivots for day following 09-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
101.848 |
101.763 |
| PP |
101.804 |
101.748 |
| S1 |
101.761 |
101.733 |
|