ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
91.430 |
91.640 |
0.210 |
0.2% |
91.940 |
| High |
91.970 |
91.855 |
-0.115 |
-0.1% |
92.530 |
| Low |
91.405 |
91.640 |
0.235 |
0.3% |
91.370 |
| Close |
91.678 |
91.852 |
0.174 |
0.2% |
91.678 |
| Range |
0.565 |
0.215 |
-0.350 |
-61.9% |
1.160 |
| ATR |
0.537 |
0.514 |
-0.023 |
-4.3% |
0.000 |
| Volume |
8,350 |
1,535 |
-6,815 |
-81.6% |
180,326 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.427 |
92.355 |
91.970 |
|
| R3 |
92.212 |
92.140 |
91.911 |
|
| R2 |
91.997 |
91.997 |
91.891 |
|
| R1 |
91.925 |
91.925 |
91.872 |
91.961 |
| PP |
91.782 |
91.782 |
91.782 |
91.801 |
| S1 |
91.710 |
91.710 |
91.832 |
91.746 |
| S2 |
91.567 |
91.567 |
91.813 |
|
| S3 |
91.352 |
91.495 |
91.793 |
|
| S4 |
91.137 |
91.280 |
91.734 |
|
|
| 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% |
0.479 |
0.5% |
42% |
False |
False |
28,036 |
| 10 |
92.530 |
90.635 |
1.895 |
2.1% |
0.538 |
0.6% |
64% |
False |
False |
32,595 |
| 20 |
92.530 |
89.675 |
2.855 |
3.1% |
0.533 |
0.6% |
76% |
False |
False |
33,457 |
| 40 |
92.530 |
89.675 |
2.855 |
3.1% |
0.488 |
0.5% |
76% |
False |
False |
29,872 |
| 60 |
92.530 |
89.165 |
3.365 |
3.7% |
0.505 |
0.5% |
80% |
False |
False |
28,273 |
| 80 |
92.730 |
89.165 |
3.565 |
3.9% |
0.494 |
0.5% |
75% |
False |
False |
22,989 |
| 100 |
94.250 |
89.165 |
5.085 |
5.5% |
0.491 |
0.5% |
53% |
False |
False |
18,421 |
| 120 |
94.690 |
89.165 |
5.525 |
6.0% |
0.476 |
0.5% |
49% |
False |
False |
15,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.769 |
|
2.618 |
92.418 |
|
1.618 |
92.203 |
|
1.000 |
92.070 |
|
0.618 |
91.988 |
|
HIGH |
91.855 |
|
0.618 |
91.773 |
|
0.500 |
91.748 |
|
0.382 |
91.722 |
|
LOW |
91.640 |
|
0.618 |
91.507 |
|
1.000 |
91.425 |
|
1.618 |
91.292 |
|
2.618 |
91.077 |
|
4.250 |
90.726 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
91.817 |
91.791 |
| PP |
91.782 |
91.731 |
| S1 |
91.748 |
91.670 |
|