ICE US Dollar Index Future March 2017
| Trading Metrics calculated at close of trading on 03-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2017 |
03-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
99.560 |
99.825 |
0.265 |
0.3% |
100.430 |
| High |
99.840 |
100.370 |
0.530 |
0.5% |
101.015 |
| Low |
99.195 |
99.520 |
0.325 |
0.3% |
99.195 |
| Close |
99.788 |
99.842 |
0.054 |
0.1% |
99.842 |
| Range |
0.645 |
0.850 |
0.205 |
31.8% |
1.820 |
| ATR |
0.833 |
0.834 |
0.001 |
0.1% |
0.000 |
| Volume |
40,684 |
49,522 |
8,838 |
21.7% |
228,641 |
|
| Daily Pivots for day following 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.461 |
102.001 |
100.310 |
|
| R3 |
101.611 |
101.151 |
100.076 |
|
| R2 |
100.761 |
100.761 |
99.998 |
|
| R1 |
100.301 |
100.301 |
99.920 |
100.531 |
| PP |
99.911 |
99.911 |
99.911 |
100.026 |
| S1 |
99.451 |
99.451 |
99.764 |
99.681 |
| S2 |
99.061 |
99.061 |
99.686 |
|
| S3 |
98.211 |
98.601 |
99.608 |
|
| S4 |
97.361 |
97.751 |
99.375 |
|
|
| Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.477 |
104.480 |
100.843 |
|
| R3 |
103.657 |
102.660 |
100.343 |
|
| R2 |
101.837 |
101.837 |
100.176 |
|
| R1 |
100.840 |
100.840 |
100.009 |
100.429 |
| PP |
100.017 |
100.017 |
100.017 |
99.812 |
| S1 |
99.020 |
99.020 |
99.675 |
98.609 |
| S2 |
98.197 |
98.197 |
99.508 |
|
| S3 |
96.377 |
97.200 |
99.342 |
|
| S4 |
94.557 |
95.380 |
98.841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.015 |
99.195 |
1.820 |
1.8% |
0.810 |
0.8% |
36% |
False |
False |
45,728 |
| 10 |
101.015 |
99.195 |
1.820 |
1.8% |
0.744 |
0.7% |
36% |
False |
False |
39,226 |
| 20 |
102.960 |
99.195 |
3.765 |
3.8% |
0.860 |
0.9% |
17% |
False |
False |
42,831 |
| 40 |
103.815 |
99.195 |
4.620 |
4.6% |
0.844 |
0.8% |
14% |
False |
False |
35,807 |
| 60 |
103.815 |
95.820 |
7.995 |
8.0% |
0.865 |
0.9% |
50% |
False |
False |
24,917 |
| 80 |
103.815 |
95.820 |
7.995 |
8.0% |
0.771 |
0.8% |
50% |
False |
False |
18,815 |
| 100 |
103.815 |
94.885 |
8.930 |
8.9% |
0.720 |
0.7% |
56% |
False |
False |
15,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.983 |
|
2.618 |
102.595 |
|
1.618 |
101.745 |
|
1.000 |
101.220 |
|
0.618 |
100.895 |
|
HIGH |
100.370 |
|
0.618 |
100.045 |
|
0.500 |
99.945 |
|
0.382 |
99.845 |
|
LOW |
99.520 |
|
0.618 |
98.995 |
|
1.000 |
98.670 |
|
1.618 |
98.145 |
|
2.618 |
97.295 |
|
4.250 |
95.908 |
|
|
| Fisher Pivots for day following 03-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
99.945 |
99.822 |
| PP |
99.911 |
99.802 |
| S1 |
99.876 |
99.783 |
|