ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 31-Mar-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2017 |
31-Mar-2017 |
Change |
Change % |
Previous Week |
Open |
99.850 |
100.340 |
0.490 |
0.5% |
99.335 |
High |
100.465 |
100.505 |
0.040 |
0.0% |
100.505 |
Low |
99.795 |
100.115 |
0.320 |
0.3% |
98.670 |
Close |
100.285 |
100.218 |
-0.067 |
-0.1% |
100.218 |
Range |
0.670 |
0.390 |
-0.280 |
-41.8% |
1.835 |
ATR |
0.583 |
0.570 |
-0.014 |
-2.4% |
0.000 |
Volume |
28,862 |
25,572 |
-3,290 |
-11.4% |
138,491 |
|
Daily Pivots for day following 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.449 |
101.224 |
100.433 |
|
R3 |
101.059 |
100.834 |
100.325 |
|
R2 |
100.669 |
100.669 |
100.290 |
|
R1 |
100.444 |
100.444 |
100.254 |
100.362 |
PP |
100.279 |
100.279 |
100.279 |
100.238 |
S1 |
100.054 |
100.054 |
100.182 |
99.972 |
S2 |
99.889 |
99.889 |
100.147 |
|
S3 |
99.499 |
99.664 |
100.111 |
|
S4 |
99.109 |
99.274 |
100.004 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.303 |
104.595 |
101.227 |
|
R3 |
103.468 |
102.760 |
100.723 |
|
R2 |
101.633 |
101.633 |
100.554 |
|
R1 |
100.925 |
100.925 |
100.386 |
101.279 |
PP |
99.798 |
99.798 |
99.798 |
99.975 |
S1 |
99.090 |
99.090 |
100.050 |
99.444 |
S2 |
97.963 |
97.963 |
99.882 |
|
S3 |
96.128 |
97.255 |
99.713 |
|
S4 |
94.293 |
95.420 |
99.209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.505 |
98.670 |
1.835 |
1.8% |
0.579 |
0.6% |
84% |
True |
False |
27,698 |
10 |
100.505 |
98.670 |
1.835 |
1.8% |
0.512 |
0.5% |
84% |
True |
False |
26,830 |
20 |
102.125 |
98.670 |
3.455 |
3.4% |
0.542 |
0.5% |
45% |
False |
False |
28,816 |
40 |
102.190 |
98.670 |
3.520 |
3.5% |
0.557 |
0.6% |
44% |
False |
False |
15,118 |
60 |
102.830 |
98.670 |
4.160 |
4.2% |
0.628 |
0.6% |
37% |
False |
False |
10,234 |
80 |
103.750 |
98.670 |
5.080 |
5.1% |
0.662 |
0.7% |
30% |
False |
False |
7,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.163 |
2.618 |
101.526 |
1.618 |
101.136 |
1.000 |
100.895 |
0.618 |
100.746 |
HIGH |
100.505 |
0.618 |
100.356 |
0.500 |
100.310 |
0.382 |
100.264 |
LOW |
100.115 |
0.618 |
99.874 |
1.000 |
99.725 |
1.618 |
99.484 |
2.618 |
99.094 |
4.250 |
98.458 |
|
|
Fisher Pivots for day following 31-Mar-2017 |
Pivot |
1 day |
3 day |
R1 |
100.310 |
100.145 |
PP |
100.279 |
100.073 |
S1 |
100.249 |
100.000 |
|