ICE US Dollar Index Future September 2022
| Trading Metrics calculated at close of trading on 05-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
104.515 |
104.915 |
0.400 |
0.4% |
103.865 |
| High |
105.440 |
106.580 |
1.140 |
1.1% |
105.440 |
| Low |
104.515 |
104.835 |
0.320 |
0.3% |
103.420 |
| Close |
104.909 |
106.320 |
1.411 |
1.3% |
104.909 |
| Range |
0.925 |
1.745 |
0.820 |
88.6% |
2.020 |
| ATR |
0.875 |
0.937 |
0.062 |
7.1% |
0.000 |
| Volume |
20,123 |
50,056 |
29,933 |
148.8% |
124,535 |
|
| Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.147 |
110.478 |
107.280 |
|
| R3 |
109.402 |
108.733 |
106.800 |
|
| R2 |
107.657 |
107.657 |
106.640 |
|
| R1 |
106.988 |
106.988 |
106.480 |
107.323 |
| PP |
105.912 |
105.912 |
105.912 |
106.079 |
| S1 |
105.243 |
105.243 |
106.160 |
105.578 |
| S2 |
104.167 |
104.167 |
106.000 |
|
| S3 |
102.422 |
103.498 |
105.840 |
|
| S4 |
100.677 |
101.753 |
105.360 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.650 |
109.799 |
106.020 |
|
| R3 |
108.630 |
107.779 |
105.465 |
|
| R2 |
106.610 |
106.610 |
105.279 |
|
| R1 |
105.759 |
105.759 |
105.094 |
106.185 |
| PP |
104.590 |
104.590 |
104.590 |
104.802 |
| S1 |
103.739 |
103.739 |
104.724 |
104.165 |
| S2 |
102.570 |
102.570 |
104.539 |
|
| S3 |
100.550 |
101.719 |
104.354 |
|
| S4 |
98.530 |
99.699 |
103.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.580 |
103.505 |
3.075 |
2.9% |
1.040 |
1.0% |
92% |
True |
False |
30,609 |
| 10 |
106.580 |
103.420 |
3.160 |
3.0% |
0.872 |
0.8% |
92% |
True |
False |
27,698 |
| 20 |
106.580 |
102.005 |
4.575 |
4.3% |
0.965 |
0.9% |
94% |
True |
False |
31,909 |
| 40 |
106.580 |
101.170 |
5.410 |
5.1% |
0.841 |
0.8% |
95% |
True |
False |
16,496 |
| 60 |
106.580 |
99.320 |
7.260 |
6.8% |
0.796 |
0.7% |
96% |
True |
False |
11,015 |
| 80 |
106.580 |
97.500 |
9.080 |
8.5% |
0.705 |
0.7% |
97% |
True |
False |
8,269 |
| 100 |
106.580 |
95.420 |
11.160 |
10.5% |
0.638 |
0.6% |
98% |
True |
False |
6,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.996 |
|
2.618 |
111.148 |
|
1.618 |
109.403 |
|
1.000 |
108.325 |
|
0.618 |
107.658 |
|
HIGH |
106.580 |
|
0.618 |
105.913 |
|
0.500 |
105.708 |
|
0.382 |
105.502 |
|
LOW |
104.835 |
|
0.618 |
103.757 |
|
1.000 |
103.090 |
|
1.618 |
102.012 |
|
2.618 |
100.267 |
|
4.250 |
97.419 |
|
|
| Fisher Pivots for day following 05-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106.116 |
106.044 |
| PP |
105.912 |
105.768 |
| S1 |
105.708 |
105.493 |
|