ICE US Dollar Index Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
89.695 |
90.120 |
0.425 |
0.5% |
90.065 |
| High |
90.165 |
90.375 |
0.210 |
0.2% |
90.375 |
| Low |
89.620 |
89.875 |
0.255 |
0.3% |
89.540 |
| Close |
90.126 |
90.212 |
0.086 |
0.1% |
90.212 |
| Range |
0.545 |
0.500 |
-0.045 |
-8.3% |
0.835 |
| ATR |
0.561 |
0.556 |
-0.004 |
-0.8% |
0.000 |
| Volume |
21,067 |
9,387 |
-11,680 |
-55.4% |
106,029 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.654 |
91.433 |
90.487 |
|
| R3 |
91.154 |
90.933 |
90.350 |
|
| R2 |
90.654 |
90.654 |
90.304 |
|
| R1 |
90.433 |
90.433 |
90.258 |
90.544 |
| PP |
90.154 |
90.154 |
90.154 |
90.209 |
| S1 |
89.933 |
89.933 |
90.166 |
90.044 |
| S2 |
89.654 |
89.654 |
90.120 |
|
| S3 |
89.154 |
89.433 |
90.075 |
|
| S4 |
88.654 |
88.933 |
89.937 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.547 |
92.215 |
90.671 |
|
| R3 |
91.712 |
91.380 |
90.442 |
|
| R2 |
90.877 |
90.877 |
90.365 |
|
| R1 |
90.545 |
90.545 |
90.289 |
90.711 |
| PP |
90.042 |
90.042 |
90.042 |
90.126 |
| S1 |
89.710 |
89.710 |
90.135 |
89.876 |
| S2 |
89.207 |
89.207 |
90.059 |
|
| S3 |
88.372 |
88.875 |
89.982 |
|
| S4 |
87.537 |
88.040 |
89.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.375 |
89.540 |
0.835 |
0.9% |
0.451 |
0.5% |
80% |
True |
False |
21,205 |
| 10 |
90.375 |
89.330 |
1.045 |
1.2% |
0.497 |
0.6% |
84% |
True |
False |
24,425 |
| 20 |
90.885 |
88.150 |
2.735 |
3.0% |
0.548 |
0.6% |
75% |
False |
False |
24,643 |
| 40 |
90.885 |
88.150 |
2.735 |
3.0% |
0.614 |
0.7% |
75% |
False |
False |
28,059 |
| 60 |
93.310 |
88.150 |
5.160 |
5.7% |
0.569 |
0.6% |
40% |
False |
False |
25,340 |
| 80 |
93.825 |
88.150 |
5.675 |
6.3% |
0.544 |
0.6% |
36% |
False |
False |
20,898 |
| 100 |
94.760 |
88.150 |
6.610 |
7.3% |
0.520 |
0.6% |
31% |
False |
False |
16,777 |
| 120 |
94.760 |
88.150 |
6.610 |
7.3% |
0.502 |
0.6% |
31% |
False |
False |
14,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.500 |
|
2.618 |
91.684 |
|
1.618 |
91.184 |
|
1.000 |
90.875 |
|
0.618 |
90.684 |
|
HIGH |
90.375 |
|
0.618 |
90.184 |
|
0.500 |
90.125 |
|
0.382 |
90.066 |
|
LOW |
89.875 |
|
0.618 |
89.566 |
|
1.000 |
89.375 |
|
1.618 |
89.066 |
|
2.618 |
88.566 |
|
4.250 |
87.750 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
90.183 |
90.127 |
| PP |
90.154 |
90.042 |
| S1 |
90.125 |
89.958 |
|