ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
91.855 |
91.430 |
-0.425 |
-0.5% |
91.940 |
| High |
91.895 |
91.970 |
0.075 |
0.1% |
92.530 |
| Low |
91.370 |
91.405 |
0.035 |
0.0% |
91.370 |
| Close |
91.418 |
91.678 |
0.260 |
0.3% |
91.678 |
| Range |
0.525 |
0.565 |
0.040 |
7.6% |
1.160 |
| ATR |
0.535 |
0.537 |
0.002 |
0.4% |
0.000 |
| Volume |
40,316 |
8,350 |
-31,966 |
-79.3% |
180,326 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.379 |
93.094 |
91.989 |
|
| R3 |
92.814 |
92.529 |
91.833 |
|
| R2 |
92.249 |
92.249 |
91.782 |
|
| R1 |
91.964 |
91.964 |
91.730 |
92.107 |
| PP |
91.684 |
91.684 |
91.684 |
91.756 |
| S1 |
91.399 |
91.399 |
91.626 |
91.542 |
| S2 |
91.119 |
91.119 |
91.574 |
|
| S3 |
90.554 |
90.834 |
91.523 |
|
| S4 |
89.989 |
90.269 |
91.367 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.339 |
94.669 |
92.316 |
|
| R3 |
94.179 |
93.509 |
91.997 |
|
| R2 |
93.019 |
93.019 |
91.891 |
|
| R1 |
92.349 |
92.349 |
91.784 |
92.104 |
| PP |
91.859 |
91.859 |
91.859 |
91.737 |
| S1 |
91.189 |
91.189 |
91.572 |
90.944 |
| S2 |
90.699 |
90.699 |
91.465 |
|
| S3 |
89.539 |
90.029 |
91.359 |
|
| S4 |
88.379 |
88.869 |
91.040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.530 |
91.370 |
1.160 |
1.3% |
0.551 |
0.6% |
27% |
False |
False |
36,065 |
| 10 |
92.530 |
90.635 |
1.895 |
2.1% |
0.563 |
0.6% |
55% |
False |
False |
36,120 |
| 20 |
92.530 |
89.675 |
2.855 |
3.1% |
0.541 |
0.6% |
70% |
False |
False |
34,504 |
| 40 |
92.530 |
89.675 |
2.855 |
3.1% |
0.496 |
0.5% |
70% |
False |
False |
30,429 |
| 60 |
92.530 |
89.165 |
3.365 |
3.7% |
0.509 |
0.6% |
75% |
False |
False |
28,621 |
| 80 |
92.730 |
89.165 |
3.565 |
3.9% |
0.494 |
0.5% |
70% |
False |
False |
22,972 |
| 100 |
94.250 |
89.165 |
5.085 |
5.5% |
0.494 |
0.5% |
49% |
False |
False |
18,407 |
| 120 |
94.690 |
89.165 |
5.525 |
6.0% |
0.479 |
0.5% |
45% |
False |
False |
15,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.371 |
|
2.618 |
93.449 |
|
1.618 |
92.884 |
|
1.000 |
92.535 |
|
0.618 |
92.319 |
|
HIGH |
91.970 |
|
0.618 |
91.754 |
|
0.500 |
91.688 |
|
0.382 |
91.621 |
|
LOW |
91.405 |
|
0.618 |
91.056 |
|
1.000 |
90.840 |
|
1.618 |
90.491 |
|
2.618 |
89.926 |
|
4.250 |
89.004 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
91.688 |
91.810 |
| PP |
91.684 |
91.766 |
| S1 |
91.681 |
91.722 |
|