ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 05-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
100.340 |
100.415 |
0.075 |
0.1% |
99.335 |
| High |
100.605 |
100.990 |
0.385 |
0.4% |
100.505 |
| Low |
100.300 |
100.305 |
0.005 |
0.0% |
98.670 |
| Close |
100.426 |
100.441 |
0.015 |
0.0% |
100.218 |
| Range |
0.305 |
0.685 |
0.380 |
124.6% |
1.835 |
| ATR |
0.536 |
0.546 |
0.011 |
2.0% |
0.000 |
| Volume |
15,960 |
26,548 |
10,588 |
66.3% |
138,491 |
|
| Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.634 |
102.222 |
100.818 |
|
| R3 |
101.949 |
101.537 |
100.629 |
|
| R2 |
101.264 |
101.264 |
100.567 |
|
| R1 |
100.852 |
100.852 |
100.504 |
101.058 |
| PP |
100.579 |
100.579 |
100.579 |
100.682 |
| S1 |
100.167 |
100.167 |
100.378 |
100.373 |
| S2 |
99.894 |
99.894 |
100.315 |
|
| S3 |
99.209 |
99.482 |
100.253 |
|
| S4 |
98.524 |
98.797 |
100.064 |
|
|
| Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.303 |
104.595 |
101.227 |
|
| R3 |
103.468 |
102.760 |
100.723 |
|
| R2 |
101.633 |
101.633 |
100.554 |
|
| R1 |
100.925 |
100.925 |
100.386 |
101.279 |
| PP |
99.798 |
99.798 |
99.798 |
99.975 |
| S1 |
99.090 |
99.090 |
100.050 |
99.444 |
| S2 |
97.963 |
97.963 |
99.882 |
|
| S3 |
96.128 |
97.255 |
99.713 |
|
| S4 |
94.293 |
95.420 |
99.209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.990 |
99.795 |
1.195 |
1.2% |
0.475 |
0.5% |
54% |
True |
False |
23,235 |
| 10 |
100.990 |
98.670 |
2.320 |
2.3% |
0.490 |
0.5% |
76% |
True |
False |
24,673 |
| 20 |
102.125 |
98.670 |
3.455 |
3.4% |
0.538 |
0.5% |
51% |
False |
False |
29,168 |
| 40 |
102.190 |
98.670 |
3.520 |
3.5% |
0.544 |
0.5% |
50% |
False |
False |
16,618 |
| 60 |
102.190 |
98.670 |
3.520 |
3.5% |
0.605 |
0.6% |
50% |
False |
False |
11,247 |
| 80 |
103.750 |
98.670 |
5.080 |
5.1% |
0.640 |
0.6% |
35% |
False |
False |
8,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.901 |
|
2.618 |
102.783 |
|
1.618 |
102.098 |
|
1.000 |
101.675 |
|
0.618 |
101.413 |
|
HIGH |
100.990 |
|
0.618 |
100.728 |
|
0.500 |
100.648 |
|
0.382 |
100.567 |
|
LOW |
100.305 |
|
0.618 |
99.882 |
|
1.000 |
99.620 |
|
1.618 |
99.197 |
|
2.618 |
98.512 |
|
4.250 |
97.394 |
|
|
| Fisher Pivots for day following 05-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
100.648 |
100.613 |
| PP |
100.579 |
100.555 |
| S1 |
100.510 |
100.498 |
|