ICE US Dollar Index Future September 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
92.705 |
92.670 |
-0.035 |
0.0% |
93.425 |
| High |
92.760 |
92.790 |
0.030 |
0.0% |
93.515 |
| Low |
92.395 |
92.380 |
-0.015 |
0.0% |
92.630 |
| Close |
92.635 |
92.449 |
-0.186 |
-0.2% |
92.694 |
| Range |
0.365 |
0.410 |
0.045 |
12.3% |
0.885 |
| ATR |
0.378 |
0.380 |
0.002 |
0.6% |
0.000 |
| Volume |
25,296 |
17,413 |
-7,883 |
-31.2% |
102,481 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.770 |
93.519 |
92.675 |
|
| R3 |
93.360 |
93.109 |
92.562 |
|
| R2 |
92.950 |
92.950 |
92.524 |
|
| R1 |
92.699 |
92.699 |
92.487 |
92.620 |
| PP |
92.540 |
92.540 |
92.540 |
92.500 |
| S1 |
92.289 |
92.289 |
92.411 |
92.210 |
| S2 |
92.130 |
92.130 |
92.374 |
|
| S3 |
91.720 |
91.879 |
92.336 |
|
| S4 |
91.310 |
91.469 |
92.224 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.601 |
95.033 |
93.181 |
|
| R3 |
94.716 |
94.148 |
92.937 |
|
| R2 |
93.831 |
93.831 |
92.856 |
|
| R1 |
93.263 |
93.263 |
92.775 |
93.105 |
| PP |
92.946 |
92.946 |
92.946 |
92.867 |
| S1 |
92.378 |
92.378 |
92.613 |
92.219 |
| S2 |
92.061 |
92.061 |
92.532 |
|
| S3 |
91.176 |
91.493 |
92.451 |
|
| S4 |
90.291 |
90.608 |
92.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.195 |
92.380 |
0.815 |
0.9% |
0.361 |
0.4% |
8% |
False |
True |
21,942 |
| 10 |
93.750 |
92.380 |
1.370 |
1.5% |
0.364 |
0.4% |
5% |
False |
True |
19,609 |
| 20 |
93.750 |
92.120 |
1.630 |
1.8% |
0.358 |
0.4% |
20% |
False |
False |
18,486 |
| 40 |
93.750 |
91.780 |
1.970 |
2.1% |
0.392 |
0.4% |
34% |
False |
False |
18,508 |
| 60 |
93.750 |
89.795 |
3.955 |
4.3% |
0.417 |
0.5% |
67% |
False |
False |
19,635 |
| 80 |
93.750 |
89.545 |
4.205 |
4.5% |
0.420 |
0.5% |
69% |
False |
False |
15,244 |
| 100 |
93.750 |
89.545 |
4.205 |
4.5% |
0.418 |
0.5% |
69% |
False |
False |
12,234 |
| 120 |
93.750 |
89.545 |
4.205 |
4.5% |
0.414 |
0.4% |
69% |
False |
False |
10,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.533 |
|
2.618 |
93.863 |
|
1.618 |
93.453 |
|
1.000 |
93.200 |
|
0.618 |
93.043 |
|
HIGH |
92.790 |
|
0.618 |
92.633 |
|
0.500 |
92.585 |
|
0.382 |
92.537 |
|
LOW |
92.380 |
|
0.618 |
92.127 |
|
1.000 |
91.970 |
|
1.618 |
91.717 |
|
2.618 |
91.307 |
|
4.250 |
90.638 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
92.585 |
92.585 |
| PP |
92.540 |
92.540 |
| S1 |
92.494 |
92.494 |
|