ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 20-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2017 |
20-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
100.065 |
100.110 |
0.045 |
0.0% |
101.160 |
| High |
100.280 |
100.265 |
-0.015 |
0.0% |
101.660 |
| Low |
99.970 |
99.835 |
-0.135 |
-0.1% |
99.970 |
| Close |
100.115 |
100.234 |
0.119 |
0.1% |
100.115 |
| Range |
0.310 |
0.430 |
0.120 |
38.7% |
1.690 |
| ATR |
0.611 |
0.599 |
-0.013 |
-2.1% |
0.000 |
| Volume |
23,348 |
19,260 |
-4,088 |
-17.5% |
152,986 |
|
| Daily Pivots for day following 20-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.401 |
101.248 |
100.471 |
|
| R3 |
100.971 |
100.818 |
100.352 |
|
| R2 |
100.541 |
100.541 |
100.313 |
|
| R1 |
100.388 |
100.388 |
100.273 |
100.465 |
| PP |
100.111 |
100.111 |
100.111 |
100.150 |
| S1 |
99.958 |
99.958 |
100.195 |
100.035 |
| S2 |
99.681 |
99.681 |
100.155 |
|
| S3 |
99.251 |
99.528 |
100.116 |
|
| S4 |
98.821 |
99.098 |
99.998 |
|
|
| Weekly Pivots for week ending 17-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.652 |
104.573 |
101.045 |
|
| R3 |
103.962 |
102.883 |
100.580 |
|
| R2 |
102.272 |
102.272 |
100.425 |
|
| R1 |
101.193 |
101.193 |
100.270 |
100.888 |
| PP |
100.582 |
100.582 |
100.582 |
100.429 |
| S1 |
99.503 |
99.503 |
99.960 |
99.198 |
| S2 |
98.892 |
98.892 |
99.805 |
|
| S3 |
97.202 |
97.813 |
99.650 |
|
| S4 |
95.512 |
96.123 |
99.186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.660 |
99.835 |
1.825 |
1.8% |
0.598 |
0.6% |
22% |
False |
True |
29,880 |
| 10 |
102.125 |
99.835 |
2.290 |
2.3% |
0.563 |
0.6% |
17% |
False |
True |
31,007 |
| 20 |
102.190 |
99.835 |
2.355 |
2.3% |
0.580 |
0.6% |
17% |
False |
True |
17,489 |
| 40 |
102.190 |
99.145 |
3.045 |
3.0% |
0.589 |
0.6% |
36% |
False |
False |
9,006 |
| 60 |
103.750 |
99.145 |
4.605 |
4.6% |
0.654 |
0.7% |
24% |
False |
False |
6,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.093 |
|
2.618 |
101.391 |
|
1.618 |
100.961 |
|
1.000 |
100.695 |
|
0.618 |
100.531 |
|
HIGH |
100.265 |
|
0.618 |
100.101 |
|
0.500 |
100.050 |
|
0.382 |
99.999 |
|
LOW |
99.835 |
|
0.618 |
99.569 |
|
1.000 |
99.405 |
|
1.618 |
99.139 |
|
2.618 |
98.709 |
|
4.250 |
98.008 |
|
|
| Fisher Pivots for day following 20-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
100.173 |
100.225 |
| PP |
100.111 |
100.216 |
| S1 |
100.050 |
100.208 |
|