ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 01-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2017 |
01-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
101.165 |
101.380 |
0.215 |
0.2% |
100.680 |
| High |
101.300 |
101.875 |
0.575 |
0.6% |
101.630 |
| Low |
100.705 |
101.140 |
0.435 |
0.4% |
100.595 |
| Close |
101.049 |
101.680 |
0.631 |
0.6% |
101.040 |
| Range |
0.595 |
0.735 |
0.140 |
23.5% |
1.035 |
| ATR |
0.616 |
0.631 |
0.015 |
2.4% |
0.000 |
| Volume |
1,254 |
3,829 |
2,575 |
205.3% |
4,542 |
|
| Daily Pivots for day following 01-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.770 |
103.460 |
102.084 |
|
| R3 |
103.035 |
102.725 |
101.882 |
|
| R2 |
102.300 |
102.300 |
101.815 |
|
| R1 |
101.990 |
101.990 |
101.747 |
102.145 |
| PP |
101.565 |
101.565 |
101.565 |
101.643 |
| S1 |
101.255 |
101.255 |
101.613 |
101.410 |
| S2 |
100.830 |
100.830 |
101.545 |
|
| S3 |
100.095 |
100.520 |
101.478 |
|
| S4 |
99.360 |
99.785 |
101.276 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.193 |
103.652 |
101.609 |
|
| R3 |
103.158 |
102.617 |
101.325 |
|
| R2 |
102.123 |
102.123 |
101.230 |
|
| R1 |
101.582 |
101.582 |
101.135 |
101.853 |
| PP |
101.088 |
101.088 |
101.088 |
101.224 |
| S1 |
100.547 |
100.547 |
100.945 |
100.818 |
| S2 |
100.053 |
100.053 |
100.850 |
|
| S3 |
99.018 |
99.512 |
100.755 |
|
| S4 |
97.983 |
98.477 |
100.471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.875 |
100.595 |
1.280 |
1.3% |
0.592 |
0.6% |
85% |
True |
False |
1,771 |
| 10 |
101.875 |
100.355 |
1.520 |
1.5% |
0.537 |
0.5% |
87% |
True |
False |
1,176 |
| 20 |
101.875 |
99.145 |
2.730 |
2.7% |
0.560 |
0.6% |
93% |
True |
False |
859 |
| 40 |
102.830 |
99.145 |
3.685 |
3.6% |
0.685 |
0.7% |
69% |
False |
False |
649 |
| 60 |
103.750 |
99.145 |
4.605 |
4.5% |
0.692 |
0.7% |
55% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.999 |
|
2.618 |
103.799 |
|
1.618 |
103.064 |
|
1.000 |
102.610 |
|
0.618 |
102.329 |
|
HIGH |
101.875 |
|
0.618 |
101.594 |
|
0.500 |
101.508 |
|
0.382 |
101.421 |
|
LOW |
101.140 |
|
0.618 |
100.686 |
|
1.000 |
100.405 |
|
1.618 |
99.951 |
|
2.618 |
99.216 |
|
4.250 |
98.016 |
|
|
| Fisher Pivots for day following 01-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
101.623 |
101.537 |
| PP |
101.565 |
101.393 |
| S1 |
101.508 |
101.250 |
|