ICE US Dollar Index Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
106.315 |
107.020 |
0.705 |
0.7% |
107.815 |
| High |
107.150 |
107.300 |
0.150 |
0.1% |
107.900 |
| Low |
106.055 |
106.130 |
0.075 |
0.1% |
105.990 |
| Close |
107.044 |
106.331 |
-0.713 |
-0.7% |
106.621 |
| Range |
1.095 |
1.170 |
0.075 |
6.8% |
1.910 |
| ATR |
0.995 |
1.007 |
0.013 |
1.3% |
0.000 |
| Volume |
29,917 |
48,129 |
18,212 |
60.9% |
175,268 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.097 |
109.384 |
106.975 |
|
| R3 |
108.927 |
108.214 |
106.653 |
|
| R2 |
107.757 |
107.757 |
106.546 |
|
| R1 |
107.044 |
107.044 |
106.438 |
106.816 |
| PP |
106.587 |
106.587 |
106.587 |
106.473 |
| S1 |
105.874 |
105.874 |
106.224 |
105.646 |
| S2 |
105.417 |
105.417 |
106.117 |
|
| S3 |
104.247 |
104.704 |
106.009 |
|
| S4 |
103.077 |
103.534 |
105.688 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.567 |
111.504 |
107.672 |
|
| R3 |
110.657 |
109.594 |
107.146 |
|
| R2 |
108.747 |
108.747 |
106.971 |
|
| R1 |
107.684 |
107.684 |
106.796 |
107.261 |
| PP |
106.837 |
106.837 |
106.837 |
106.625 |
| S1 |
105.774 |
105.774 |
106.446 |
105.351 |
| S2 |
104.927 |
104.927 |
106.271 |
|
| S3 |
103.017 |
103.864 |
106.096 |
|
| S4 |
101.107 |
101.954 |
105.571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.300 |
105.990 |
1.310 |
1.2% |
1.034 |
1.0% |
26% |
True |
False |
35,599 |
| 10 |
109.140 |
105.990 |
3.150 |
3.0% |
1.042 |
1.0% |
11% |
False |
False |
34,348 |
| 20 |
109.140 |
104.140 |
5.000 |
4.7% |
1.024 |
1.0% |
44% |
False |
False |
33,533 |
| 40 |
109.140 |
101.445 |
7.695 |
7.2% |
0.966 |
0.9% |
63% |
False |
False |
29,837 |
| 60 |
109.140 |
101.170 |
7.970 |
7.5% |
0.890 |
0.8% |
65% |
False |
False |
19,978 |
| 80 |
109.140 |
98.230 |
10.910 |
10.3% |
0.820 |
0.8% |
74% |
False |
False |
14,993 |
| 100 |
109.140 |
97.500 |
11.640 |
10.9% |
0.740 |
0.7% |
76% |
False |
False |
12,003 |
| 120 |
109.140 |
94.940 |
14.200 |
13.4% |
0.675 |
0.6% |
80% |
False |
False |
10,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.273 |
|
2.618 |
110.363 |
|
1.618 |
109.193 |
|
1.000 |
108.470 |
|
0.618 |
108.023 |
|
HIGH |
107.300 |
|
0.618 |
106.853 |
|
0.500 |
106.715 |
|
0.382 |
106.577 |
|
LOW |
106.130 |
|
0.618 |
105.407 |
|
1.000 |
104.960 |
|
1.618 |
104.237 |
|
2.618 |
103.067 |
|
4.250 |
101.158 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106.715 |
106.678 |
| PP |
106.587 |
106.562 |
| S1 |
106.459 |
106.447 |
|