ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 27-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2017 |
27-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
99.570 |
99.335 |
-0.235 |
-0.2% |
100.110 |
High |
99.815 |
99.335 |
-0.480 |
-0.5% |
100.265 |
Low |
99.355 |
98.670 |
-0.685 |
-0.7% |
99.340 |
Close |
99.442 |
98.973 |
-0.469 |
-0.5% |
99.442 |
Range |
0.460 |
0.665 |
0.205 |
44.6% |
0.925 |
ATR |
0.561 |
0.576 |
0.015 |
2.7% |
0.000 |
Volume |
22,920 |
31,745 |
8,825 |
38.5% |
129,810 |
|
Daily Pivots for day following 27-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.988 |
100.645 |
99.339 |
|
R3 |
100.323 |
99.980 |
99.156 |
|
R2 |
99.658 |
99.658 |
99.095 |
|
R1 |
99.315 |
99.315 |
99.034 |
99.154 |
PP |
98.993 |
98.993 |
98.993 |
98.912 |
S1 |
98.650 |
98.650 |
98.912 |
98.489 |
S2 |
98.328 |
98.328 |
98.851 |
|
S3 |
97.663 |
97.985 |
98.790 |
|
S4 |
96.998 |
97.320 |
98.607 |
|
|
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 |
100.180 |
98.670 |
1.510 |
1.5% |
0.492 |
0.5% |
20% |
False |
True |
28,459 |
10 |
101.660 |
98.670 |
2.990 |
3.0% |
0.545 |
0.6% |
10% |
False |
True |
29,169 |
20 |
102.190 |
98.670 |
3.520 |
3.6% |
0.567 |
0.6% |
9% |
False |
True |
24,350 |
40 |
102.190 |
98.670 |
3.520 |
3.6% |
0.570 |
0.6% |
9% |
False |
True |
12,515 |
60 |
103.750 |
98.670 |
5.080 |
5.1% |
0.660 |
0.7% |
6% |
False |
True |
8,473 |
80 |
103.750 |
98.670 |
5.080 |
5.1% |
0.668 |
0.7% |
6% |
False |
True |
6,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.161 |
2.618 |
101.076 |
1.618 |
100.411 |
1.000 |
100.000 |
0.618 |
99.746 |
HIGH |
99.335 |
0.618 |
99.081 |
0.500 |
99.003 |
0.382 |
98.924 |
LOW |
98.670 |
0.618 |
98.259 |
1.000 |
98.005 |
1.618 |
97.594 |
2.618 |
96.929 |
4.250 |
95.844 |
|
|
Fisher Pivots for day following 27-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
99.003 |
99.243 |
PP |
98.993 |
99.153 |
S1 |
98.983 |
99.063 |
|