ICE US Dollar Index Future September 2022
| Trading Metrics calculated at close of trading on 11-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
106.835 |
106.685 |
-0.150 |
-0.1% |
104.915 |
| High |
107.615 |
108.085 |
0.470 |
0.4% |
107.615 |
| Low |
106.640 |
106.685 |
0.045 |
0.0% |
104.835 |
| Close |
106.821 |
107.829 |
1.008 |
0.9% |
106.821 |
| Range |
0.975 |
1.400 |
0.425 |
43.6% |
2.780 |
| ATR |
0.912 |
0.947 |
0.035 |
3.8% |
0.000 |
| Volume |
40,052 |
25,533 |
-14,519 |
-36.3% |
149,489 |
|
| Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.733 |
111.181 |
108.599 |
|
| R3 |
110.333 |
109.781 |
108.214 |
|
| R2 |
108.933 |
108.933 |
108.086 |
|
| R1 |
108.381 |
108.381 |
107.957 |
108.657 |
| PP |
107.533 |
107.533 |
107.533 |
107.671 |
| S1 |
106.981 |
106.981 |
107.701 |
107.257 |
| S2 |
106.133 |
106.133 |
107.572 |
|
| S3 |
104.733 |
105.581 |
107.444 |
|
| S4 |
103.333 |
104.181 |
107.059 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.764 |
113.572 |
108.350 |
|
| R3 |
111.984 |
110.792 |
107.586 |
|
| R2 |
109.204 |
109.204 |
107.331 |
|
| R1 |
108.012 |
108.012 |
107.076 |
108.608 |
| PP |
106.424 |
106.424 |
106.424 |
106.722 |
| S1 |
105.232 |
105.232 |
106.566 |
105.828 |
| S2 |
103.644 |
103.644 |
106.311 |
|
| S3 |
100.864 |
102.452 |
106.057 |
|
| S4 |
98.084 |
99.672 |
105.292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.085 |
104.835 |
3.250 |
3.0% |
1.115 |
1.0% |
92% |
True |
False |
35,004 |
| 10 |
108.085 |
103.420 |
4.665 |
4.3% |
0.961 |
0.9% |
95% |
True |
False |
29,955 |
| 20 |
108.085 |
103.200 |
4.885 |
4.5% |
0.982 |
0.9% |
95% |
True |
False |
32,091 |
| 40 |
108.085 |
101.170 |
6.915 |
6.4% |
0.866 |
0.8% |
96% |
True |
False |
19,613 |
| 60 |
108.085 |
99.320 |
8.765 |
8.1% |
0.831 |
0.8% |
97% |
True |
False |
13,097 |
| 80 |
108.085 |
97.500 |
10.585 |
9.8% |
0.725 |
0.7% |
98% |
True |
False |
9,827 |
| 100 |
108.085 |
95.450 |
12.635 |
11.7% |
0.670 |
0.6% |
98% |
True |
False |
7,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.035 |
|
2.618 |
111.750 |
|
1.618 |
110.350 |
|
1.000 |
109.485 |
|
0.618 |
108.950 |
|
HIGH |
108.085 |
|
0.618 |
107.550 |
|
0.500 |
107.385 |
|
0.382 |
107.220 |
|
LOW |
106.685 |
|
0.618 |
105.820 |
|
1.000 |
105.285 |
|
1.618 |
104.420 |
|
2.618 |
103.020 |
|
4.250 |
100.735 |
|
|
| Fisher Pivots for day following 11-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107.681 |
107.655 |
| PP |
107.533 |
107.481 |
| S1 |
107.385 |
107.308 |
|