ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 15-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2017 |
15-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
101.285 |
101.570 |
0.285 |
0.3% |
101.355 |
| High |
101.660 |
101.590 |
-0.070 |
-0.1% |
102.125 |
| Low |
101.215 |
100.320 |
-0.895 |
-0.9% |
101.025 |
| Close |
101.574 |
100.575 |
-0.999 |
-1.0% |
101.107 |
| Range |
0.445 |
1.270 |
0.825 |
185.4% |
1.100 |
| ATR |
0.594 |
0.642 |
0.048 |
8.1% |
0.000 |
| Volume |
22,531 |
47,714 |
25,183 |
111.8% |
155,033 |
|
| Daily Pivots for day following 15-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.638 |
103.877 |
101.274 |
|
| R3 |
103.368 |
102.607 |
100.924 |
|
| R2 |
102.098 |
102.098 |
100.808 |
|
| R1 |
101.337 |
101.337 |
100.691 |
101.083 |
| PP |
100.828 |
100.828 |
100.828 |
100.701 |
| S1 |
100.067 |
100.067 |
100.459 |
99.813 |
| S2 |
99.558 |
99.558 |
100.342 |
|
| S3 |
98.288 |
98.797 |
100.226 |
|
| S4 |
97.018 |
97.527 |
99.877 |
|
|
| Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.719 |
104.013 |
101.712 |
|
| R3 |
103.619 |
102.913 |
101.410 |
|
| R2 |
102.519 |
102.519 |
101.309 |
|
| R1 |
101.813 |
101.813 |
101.208 |
101.616 |
| PP |
101.419 |
101.419 |
101.419 |
101.321 |
| S1 |
100.713 |
100.713 |
101.006 |
100.516 |
| S2 |
100.319 |
100.319 |
100.905 |
|
| S3 |
99.219 |
99.613 |
100.805 |
|
| S4 |
98.119 |
98.513 |
100.502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.125 |
100.320 |
1.805 |
1.8% |
0.698 |
0.7% |
14% |
False |
True |
38,684 |
| 10 |
102.190 |
100.320 |
1.870 |
1.9% |
0.629 |
0.6% |
14% |
False |
True |
26,048 |
| 20 |
102.190 |
100.320 |
1.870 |
1.9% |
0.583 |
0.6% |
14% |
False |
True |
13,612 |
| 40 |
102.190 |
99.145 |
3.045 |
3.0% |
0.612 |
0.6% |
47% |
False |
False |
7,052 |
| 60 |
103.750 |
99.145 |
4.605 |
4.6% |
0.658 |
0.7% |
31% |
False |
False |
4,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.988 |
|
2.618 |
104.915 |
|
1.618 |
103.645 |
|
1.000 |
102.860 |
|
0.618 |
102.375 |
|
HIGH |
101.590 |
|
0.618 |
101.105 |
|
0.500 |
100.955 |
|
0.382 |
100.805 |
|
LOW |
100.320 |
|
0.618 |
99.535 |
|
1.000 |
99.050 |
|
1.618 |
98.265 |
|
2.618 |
96.995 |
|
4.250 |
94.923 |
|
|
| Fisher Pivots for day following 15-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
100.955 |
100.990 |
| PP |
100.828 |
100.852 |
| S1 |
100.702 |
100.713 |
|