ICE US Dollar Index Future June 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
91.850 |
91.420 |
-0.430 |
-0.5% |
91.900 |
| High |
91.895 |
91.960 |
0.065 |
0.1% |
92.530 |
| Low |
91.340 |
91.380 |
0.040 |
0.0% |
91.340 |
| Close |
91.415 |
91.677 |
0.262 |
0.3% |
91.677 |
| Range |
0.555 |
0.580 |
0.025 |
4.5% |
1.190 |
| ATR |
0.520 |
0.524 |
0.004 |
0.8% |
0.000 |
| Volume |
42,132 |
29,367 |
-12,765 |
-30.3% |
106,906 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.412 |
93.125 |
91.996 |
|
| R3 |
92.832 |
92.545 |
91.837 |
|
| R2 |
92.252 |
92.252 |
91.783 |
|
| R1 |
91.965 |
91.965 |
91.730 |
92.109 |
| PP |
91.672 |
91.672 |
91.672 |
91.744 |
| S1 |
91.385 |
91.385 |
91.624 |
91.529 |
| S2 |
91.092 |
91.092 |
91.571 |
|
| S3 |
90.512 |
90.805 |
91.518 |
|
| S4 |
89.932 |
90.225 |
91.358 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.419 |
94.738 |
92.332 |
|
| R3 |
94.229 |
93.548 |
92.004 |
|
| R2 |
93.039 |
93.039 |
91.895 |
|
| R1 |
92.358 |
92.358 |
91.786 |
92.104 |
| PP |
91.849 |
91.849 |
91.849 |
91.722 |
| S1 |
91.168 |
91.168 |
91.568 |
90.914 |
| S2 |
90.659 |
90.659 |
91.459 |
|
| S3 |
89.469 |
89.978 |
91.350 |
|
| S4 |
88.279 |
88.788 |
91.023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.530 |
91.340 |
1.190 |
1.3% |
0.568 |
0.6% |
28% |
False |
False |
21,381 |
| 10 |
92.530 |
90.620 |
1.910 |
2.1% |
0.565 |
0.6% |
55% |
False |
False |
11,962 |
| 20 |
92.530 |
89.655 |
2.875 |
3.1% |
0.525 |
0.6% |
70% |
False |
False |
6,306 |
| 40 |
92.530 |
89.655 |
2.875 |
3.1% |
0.464 |
0.5% |
70% |
False |
False |
3,255 |
| 60 |
92.530 |
89.155 |
3.375 |
3.7% |
0.462 |
0.5% |
75% |
False |
False |
2,210 |
| 80 |
92.690 |
89.155 |
3.535 |
3.9% |
0.415 |
0.5% |
71% |
False |
False |
1,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.425 |
|
2.618 |
93.478 |
|
1.618 |
92.898 |
|
1.000 |
92.540 |
|
0.618 |
92.318 |
|
HIGH |
91.960 |
|
0.618 |
91.738 |
|
0.500 |
91.670 |
|
0.382 |
91.602 |
|
LOW |
91.380 |
|
0.618 |
91.022 |
|
1.000 |
90.800 |
|
1.618 |
90.442 |
|
2.618 |
89.862 |
|
4.250 |
88.915 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
91.675 |
91.800 |
| PP |
91.672 |
91.759 |
| S1 |
91.670 |
91.718 |
|