ICE US Dollar Index Future June 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
91.420 |
91.655 |
0.235 |
0.3% |
91.900 |
| High |
91.960 |
91.970 |
0.010 |
0.0% |
92.530 |
| Low |
91.380 |
91.540 |
0.160 |
0.2% |
91.340 |
| Close |
91.677 |
91.832 |
0.155 |
0.2% |
91.677 |
| Range |
0.580 |
0.430 |
-0.150 |
-25.9% |
1.190 |
| ATR |
0.524 |
0.518 |
-0.007 |
-1.3% |
0.000 |
| Volume |
29,367 |
28,213 |
-1,154 |
-3.9% |
106,906 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.071 |
92.881 |
92.069 |
|
| R3 |
92.641 |
92.451 |
91.950 |
|
| R2 |
92.211 |
92.211 |
91.911 |
|
| R1 |
92.021 |
92.021 |
91.871 |
92.116 |
| PP |
91.781 |
91.781 |
91.781 |
91.828 |
| S1 |
91.591 |
91.591 |
91.793 |
91.686 |
| S2 |
91.351 |
91.351 |
91.753 |
|
| S3 |
90.921 |
91.161 |
91.714 |
|
| S4 |
90.491 |
90.731 |
91.596 |
|
|
| 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% |
0.533 |
0.6% |
41% |
False |
False |
25,542 |
| 10 |
92.530 |
90.620 |
1.910 |
2.1% |
0.565 |
0.6% |
63% |
False |
False |
14,576 |
| 20 |
92.530 |
89.655 |
2.875 |
3.1% |
0.537 |
0.6% |
76% |
False |
False |
7,714 |
| 40 |
92.530 |
89.655 |
2.875 |
3.1% |
0.469 |
0.5% |
76% |
False |
False |
3,958 |
| 60 |
92.530 |
89.155 |
3.375 |
3.7% |
0.462 |
0.5% |
79% |
False |
False |
2,676 |
| 80 |
92.690 |
89.155 |
3.535 |
3.8% |
0.419 |
0.5% |
76% |
False |
False |
2,016 |
| 100 |
94.085 |
89.155 |
4.930 |
5.4% |
0.355 |
0.4% |
54% |
False |
False |
1,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.798 |
|
2.618 |
93.096 |
|
1.618 |
92.666 |
|
1.000 |
92.400 |
|
0.618 |
92.236 |
|
HIGH |
91.970 |
|
0.618 |
91.806 |
|
0.500 |
91.755 |
|
0.382 |
91.704 |
|
LOW |
91.540 |
|
0.618 |
91.274 |
|
1.000 |
91.110 |
|
1.618 |
90.844 |
|
2.618 |
90.414 |
|
4.250 |
89.713 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
91.806 |
91.773 |
| PP |
91.781 |
91.714 |
| S1 |
91.755 |
91.655 |
|