ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 21-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2017 |
21-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
100.110 |
100.175 |
0.065 |
0.1% |
101.160 |
| High |
100.265 |
100.180 |
-0.085 |
-0.1% |
101.660 |
| Low |
99.835 |
99.460 |
-0.375 |
-0.4% |
99.970 |
| Close |
100.234 |
99.614 |
-0.620 |
-0.6% |
100.115 |
| Range |
0.430 |
0.720 |
0.290 |
67.4% |
1.690 |
| ATR |
0.599 |
0.611 |
0.013 |
2.1% |
0.000 |
| Volume |
19,260 |
33,893 |
14,633 |
76.0% |
152,986 |
|
| Daily Pivots for day following 21-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.911 |
101.483 |
100.010 |
|
| R3 |
101.191 |
100.763 |
99.812 |
|
| R2 |
100.471 |
100.471 |
99.746 |
|
| R1 |
100.043 |
100.043 |
99.680 |
99.897 |
| PP |
99.751 |
99.751 |
99.751 |
99.679 |
| S1 |
99.323 |
99.323 |
99.548 |
99.177 |
| S2 |
99.031 |
99.031 |
99.482 |
|
| S3 |
98.311 |
98.603 |
99.416 |
|
| S4 |
97.591 |
97.883 |
99.218 |
|
|
| 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 |
101.590 |
99.460 |
2.130 |
2.1% |
0.653 |
0.7% |
7% |
False |
True |
32,152 |
| 10 |
102.125 |
99.460 |
2.665 |
2.7% |
0.597 |
0.6% |
6% |
False |
True |
33,752 |
| 20 |
102.190 |
99.460 |
2.730 |
2.7% |
0.589 |
0.6% |
6% |
False |
True |
19,159 |
| 40 |
102.190 |
99.145 |
3.045 |
3.1% |
0.595 |
0.6% |
15% |
False |
False |
9,844 |
| 60 |
103.750 |
99.145 |
4.605 |
4.6% |
0.662 |
0.7% |
10% |
False |
False |
6,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.240 |
|
2.618 |
102.065 |
|
1.618 |
101.345 |
|
1.000 |
100.900 |
|
0.618 |
100.625 |
|
HIGH |
100.180 |
|
0.618 |
99.905 |
|
0.500 |
99.820 |
|
0.382 |
99.735 |
|
LOW |
99.460 |
|
0.618 |
99.015 |
|
1.000 |
98.740 |
|
1.618 |
98.295 |
|
2.618 |
97.575 |
|
4.250 |
96.400 |
|
|
| Fisher Pivots for day following 21-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
99.820 |
99.870 |
| PP |
99.751 |
99.785 |
| S1 |
99.683 |
99.699 |
|