ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 16-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2017 |
16-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
101.570 |
100.345 |
-1.225 |
-1.2% |
101.355 |
High |
101.590 |
100.580 |
-1.010 |
-1.0% |
102.125 |
Low |
100.320 |
100.045 |
-0.275 |
-0.3% |
101.025 |
Close |
100.575 |
100.185 |
-0.390 |
-0.4% |
101.107 |
Range |
1.270 |
0.535 |
-0.735 |
-57.9% |
1.100 |
ATR |
0.642 |
0.635 |
-0.008 |
-1.2% |
0.000 |
Volume |
47,714 |
36,549 |
-11,165 |
-23.4% |
155,033 |
|
Daily Pivots for day following 16-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.875 |
101.565 |
100.479 |
|
R3 |
101.340 |
101.030 |
100.332 |
|
R2 |
100.805 |
100.805 |
100.283 |
|
R1 |
100.495 |
100.495 |
100.234 |
100.383 |
PP |
100.270 |
100.270 |
100.270 |
100.214 |
S1 |
99.960 |
99.960 |
100.136 |
99.848 |
S2 |
99.735 |
99.735 |
100.087 |
|
S3 |
99.200 |
99.425 |
100.038 |
|
S4 |
98.665 |
98.890 |
99.891 |
|
|
Weekly Pivots for week ending 10-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.719 |
104.013 |
101.712 |
|
R3 |
103.619 |
102.913 |
101.410 |
|
R2 |
102.519 |
102.519 |
101.309 |
|
R1 |
101.813 |
101.813 |
101.208 |
101.616 |
PP |
101.419 |
101.419 |
101.419 |
101.321 |
S1 |
100.713 |
100.713 |
101.006 |
100.516 |
S2 |
100.319 |
100.319 |
100.905 |
|
S3 |
99.219 |
99.613 |
100.805 |
|
S4 |
98.119 |
98.513 |
100.502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.845 |
100.045 |
1.800 |
1.8% |
0.694 |
0.7% |
8% |
False |
True |
36,979 |
10 |
102.190 |
100.045 |
2.145 |
2.1% |
0.637 |
0.6% |
7% |
False |
True |
29,515 |
20 |
102.190 |
100.045 |
2.145 |
2.1% |
0.579 |
0.6% |
7% |
False |
True |
15,402 |
40 |
102.190 |
99.145 |
3.045 |
3.0% |
0.609 |
0.6% |
34% |
False |
False |
7,954 |
60 |
103.750 |
99.145 |
4.605 |
4.6% |
0.657 |
0.7% |
23% |
False |
False |
5,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.854 |
2.618 |
101.981 |
1.618 |
101.446 |
1.000 |
101.115 |
0.618 |
100.911 |
HIGH |
100.580 |
0.618 |
100.376 |
0.500 |
100.313 |
0.382 |
100.249 |
LOW |
100.045 |
0.618 |
99.714 |
1.000 |
99.510 |
1.618 |
99.179 |
2.618 |
98.644 |
4.250 |
97.771 |
|
|
Fisher Pivots for day following 16-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
100.313 |
100.853 |
PP |
100.270 |
100.630 |
S1 |
100.228 |
100.408 |
|