ICE US Dollar Index Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
92.070 |
92.355 |
0.285 |
0.3% |
92.280 |
| High |
92.440 |
92.600 |
0.160 |
0.2% |
92.360 |
| Low |
92.000 |
92.255 |
0.255 |
0.3% |
91.505 |
| Close |
92.431 |
92.594 |
0.163 |
0.2% |
91.844 |
| Range |
0.440 |
0.345 |
-0.095 |
-21.6% |
0.855 |
| ATR |
0.442 |
0.435 |
-0.007 |
-1.6% |
0.000 |
| Volume |
17,120 |
20,837 |
3,717 |
21.7% |
84,693 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.518 |
93.401 |
92.784 |
|
| R3 |
93.173 |
93.056 |
92.689 |
|
| R2 |
92.828 |
92.828 |
92.657 |
|
| R1 |
92.711 |
92.711 |
92.626 |
92.770 |
| PP |
92.483 |
92.483 |
92.483 |
92.512 |
| S1 |
92.366 |
92.366 |
92.562 |
92.425 |
| S2 |
92.138 |
92.138 |
92.531 |
|
| S3 |
91.793 |
92.021 |
92.499 |
|
| S4 |
91.448 |
91.676 |
92.404 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.468 |
94.011 |
92.314 |
|
| R3 |
93.613 |
93.156 |
92.079 |
|
| R2 |
92.758 |
92.758 |
92.001 |
|
| R1 |
92.301 |
92.301 |
91.922 |
92.102 |
| PP |
91.903 |
91.903 |
91.903 |
91.804 |
| S1 |
91.446 |
91.446 |
91.766 |
91.247 |
| S2 |
91.048 |
91.048 |
91.687 |
|
| S3 |
90.193 |
90.591 |
91.609 |
|
| S4 |
89.338 |
89.736 |
91.374 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.600 |
91.520 |
1.080 |
1.2% |
0.360 |
0.4% |
99% |
True |
False |
16,541 |
| 10 |
92.600 |
91.505 |
1.095 |
1.2% |
0.408 |
0.4% |
99% |
True |
False |
17,688 |
| 20 |
92.600 |
89.795 |
2.805 |
3.0% |
0.444 |
0.5% |
100% |
True |
False |
19,743 |
| 40 |
92.600 |
89.545 |
3.055 |
3.3% |
0.445 |
0.5% |
100% |
True |
False |
10,179 |
| 60 |
92.600 |
89.545 |
3.055 |
3.3% |
0.425 |
0.5% |
100% |
True |
False |
6,841 |
| 80 |
93.430 |
89.545 |
3.885 |
4.2% |
0.421 |
0.5% |
78% |
False |
False |
5,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.066 |
|
2.618 |
93.503 |
|
1.618 |
93.158 |
|
1.000 |
92.945 |
|
0.618 |
92.813 |
|
HIGH |
92.600 |
|
0.618 |
92.468 |
|
0.500 |
92.428 |
|
0.382 |
92.387 |
|
LOW |
92.255 |
|
0.618 |
92.042 |
|
1.000 |
91.910 |
|
1.618 |
91.697 |
|
2.618 |
91.352 |
|
4.250 |
90.789 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
92.539 |
92.471 |
| PP |
92.483 |
92.348 |
| S1 |
92.428 |
92.225 |
|