ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 24-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2017 |
24-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
99.585 |
99.570 |
-0.015 |
0.0% |
100.110 |
High |
99.665 |
99.815 |
0.150 |
0.2% |
100.265 |
Low |
99.435 |
99.355 |
-0.080 |
-0.1% |
99.340 |
Close |
99.563 |
99.442 |
-0.121 |
-0.1% |
99.442 |
Range |
0.230 |
0.460 |
0.230 |
100.0% |
0.925 |
ATR |
0.569 |
0.561 |
-0.008 |
-1.4% |
0.000 |
Volume |
23,583 |
22,920 |
-663 |
-2.8% |
129,810 |
|
Daily Pivots for day following 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.917 |
100.640 |
99.695 |
|
R3 |
100.457 |
100.180 |
99.569 |
|
R2 |
99.997 |
99.997 |
99.526 |
|
R1 |
99.720 |
99.720 |
99.484 |
99.629 |
PP |
99.537 |
99.537 |
99.537 |
99.492 |
S1 |
99.260 |
99.260 |
99.400 |
99.169 |
S2 |
99.077 |
99.077 |
99.358 |
|
S3 |
98.617 |
98.800 |
99.316 |
|
S4 |
98.157 |
98.340 |
99.189 |
|
|
Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.457 |
101.875 |
99.951 |
|
R3 |
101.532 |
100.950 |
99.696 |
|
R2 |
100.607 |
100.607 |
99.612 |
|
R1 |
100.025 |
100.025 |
99.527 |
99.854 |
PP |
99.682 |
99.682 |
99.682 |
99.597 |
S1 |
99.100 |
99.100 |
99.357 |
98.929 |
S2 |
98.757 |
98.757 |
99.272 |
|
S3 |
97.832 |
98.175 |
99.188 |
|
S4 |
96.907 |
97.250 |
98.933 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.265 |
99.340 |
0.925 |
0.9% |
0.445 |
0.4% |
11% |
False |
False |
25,962 |
10 |
101.660 |
99.340 |
2.320 |
2.3% |
0.519 |
0.5% |
4% |
False |
False |
28,279 |
20 |
102.190 |
99.340 |
2.850 |
2.9% |
0.564 |
0.6% |
4% |
False |
False |
22,813 |
40 |
102.190 |
99.145 |
3.045 |
3.1% |
0.574 |
0.6% |
10% |
False |
False |
11,728 |
60 |
103.750 |
99.145 |
4.605 |
4.6% |
0.657 |
0.7% |
6% |
False |
False |
7,949 |
80 |
103.750 |
99.145 |
4.605 |
4.6% |
0.665 |
0.7% |
6% |
False |
False |
5,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.770 |
2.618 |
101.019 |
1.618 |
100.559 |
1.000 |
100.275 |
0.618 |
100.099 |
HIGH |
99.815 |
0.618 |
99.639 |
0.500 |
99.585 |
0.382 |
99.531 |
LOW |
99.355 |
0.618 |
99.071 |
1.000 |
98.895 |
1.618 |
98.611 |
2.618 |
98.151 |
4.250 |
97.400 |
|
|
Fisher Pivots for day following 24-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
99.585 |
99.578 |
PP |
99.537 |
99.532 |
S1 |
99.490 |
99.487 |
|