ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 28-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
99.335 |
99.055 |
-0.280 |
-0.3% |
100.110 |
High |
99.335 |
99.620 |
0.285 |
0.3% |
100.265 |
Low |
98.670 |
98.920 |
0.250 |
0.3% |
99.340 |
Close |
98.973 |
99.549 |
0.576 |
0.6% |
99.442 |
Range |
0.665 |
0.700 |
0.035 |
5.3% |
0.925 |
ATR |
0.576 |
0.585 |
0.009 |
1.5% |
0.000 |
Volume |
31,745 |
26,358 |
-5,387 |
-17.0% |
129,810 |
|
Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.463 |
101.206 |
99.934 |
|
R3 |
100.763 |
100.506 |
99.741 |
|
R2 |
100.063 |
100.063 |
99.677 |
|
R1 |
99.806 |
99.806 |
99.613 |
99.934 |
PP |
99.363 |
99.363 |
99.363 |
99.427 |
S1 |
99.106 |
99.106 |
99.485 |
99.235 |
S2 |
98.663 |
98.663 |
99.421 |
|
S3 |
97.963 |
98.406 |
99.357 |
|
S4 |
97.263 |
97.706 |
99.164 |
|
|
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 |
99.815 |
98.670 |
1.145 |
1.2% |
0.488 |
0.5% |
77% |
False |
False |
26,952 |
10 |
101.590 |
98.670 |
2.920 |
2.9% |
0.570 |
0.6% |
30% |
False |
False |
29,552 |
20 |
102.190 |
98.670 |
3.520 |
3.5% |
0.573 |
0.6% |
25% |
False |
False |
25,606 |
40 |
102.190 |
98.670 |
3.520 |
3.5% |
0.561 |
0.6% |
25% |
False |
False |
13,148 |
60 |
103.370 |
98.670 |
4.700 |
4.7% |
0.653 |
0.7% |
19% |
False |
False |
8,908 |
80 |
103.750 |
98.670 |
5.080 |
5.1% |
0.673 |
0.7% |
17% |
False |
False |
6,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.595 |
2.618 |
101.453 |
1.618 |
100.753 |
1.000 |
100.320 |
0.618 |
100.053 |
HIGH |
99.620 |
0.618 |
99.353 |
0.500 |
99.270 |
0.382 |
99.187 |
LOW |
98.920 |
0.618 |
98.487 |
1.000 |
98.220 |
1.618 |
97.787 |
2.618 |
97.087 |
4.250 |
95.945 |
|
|
Fisher Pivots for day following 28-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
99.456 |
99.447 |
PP |
99.363 |
99.345 |
S1 |
99.270 |
99.243 |
|