Lattice and magnetic x-ray diffraction from a 2000 Å thick film of Dy, sandwiched by LaF3 films on a GaAs(111) substrate, are reported. The structure was grown by molecular beam epitaxy with the c axis of the Dy parallel to the LaF3 c axis and GaAs  axis. We find that the c-axis lattice constant of the Dy has a similar temperature dependence to bulk Dy from room temperature to about 110 K, but below this, the film is different from bulk. The transition to ferromagnetic ordering at ∼86 K exhibits temperature hysteresis which is also evident in the magnetic x-ray scattering and SQUID magnetometry data. This hysteresis may arise from a combination of the strain-energy barrier accompanying the transition and magnetic inhomogeneities in the film. The temperature dependence of the magnetic wave vector is qualitatively similar to bulk, although a weaker dependence is observed below ∼110 K, which is possibly caused by magnetoelastic effects. The magnetic coherence length (310 Å) is significantly shorter than the structural coherence length (730 Å).