ICE US Dollar Index Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
93.305 |
93.405 |
0.100 |
0.1% |
93.230 |
| High |
93.495 |
93.820 |
0.325 |
0.3% |
93.530 |
| Low |
93.195 |
93.360 |
0.165 |
0.2% |
92.965 |
| Close |
93.381 |
93.780 |
0.399 |
0.4% |
93.335 |
| Range |
0.300 |
0.460 |
0.160 |
53.3% |
0.565 |
| ATR |
0.383 |
0.388 |
0.006 |
1.4% |
0.000 |
| Volume |
21,078 |
36,699 |
15,621 |
74.1% |
114,496 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.033 |
94.867 |
94.033 |
|
| R3 |
94.573 |
94.407 |
93.907 |
|
| R2 |
94.113 |
94.113 |
93.864 |
|
| R1 |
93.947 |
93.947 |
93.822 |
94.030 |
| PP |
93.653 |
93.653 |
93.653 |
93.695 |
| S1 |
93.487 |
93.487 |
93.738 |
93.570 |
| S2 |
93.193 |
93.193 |
93.696 |
|
| S3 |
92.733 |
93.027 |
93.654 |
|
| S4 |
92.273 |
92.567 |
93.527 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.972 |
94.718 |
93.646 |
|
| R3 |
94.407 |
94.153 |
93.490 |
|
| R2 |
93.842 |
93.842 |
93.439 |
|
| R1 |
93.588 |
93.588 |
93.387 |
93.715 |
| PP |
93.277 |
93.277 |
93.277 |
93.340 |
| S1 |
93.023 |
93.023 |
93.283 |
93.150 |
| S2 |
92.712 |
92.712 |
93.231 |
|
| S3 |
92.147 |
92.458 |
93.180 |
|
| S4 |
91.582 |
91.893 |
93.024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.820 |
92.965 |
0.855 |
0.9% |
0.448 |
0.5% |
95% |
True |
False |
26,427 |
| 10 |
93.820 |
92.405 |
1.415 |
1.5% |
0.402 |
0.4% |
97% |
True |
False |
24,590 |
| 20 |
93.820 |
91.935 |
1.885 |
2.0% |
0.386 |
0.4% |
98% |
True |
False |
19,004 |
| 40 |
93.820 |
91.800 |
2.020 |
2.2% |
0.363 |
0.4% |
98% |
True |
False |
9,719 |
| 60 |
93.820 |
91.775 |
2.045 |
2.2% |
0.377 |
0.4% |
98% |
True |
False |
6,570 |
| 80 |
93.820 |
89.800 |
4.020 |
4.3% |
0.383 |
0.4% |
99% |
True |
False |
4,960 |
| 100 |
93.820 |
89.550 |
4.270 |
4.6% |
0.377 |
0.4% |
99% |
True |
False |
3,975 |
| 120 |
93.820 |
89.550 |
4.270 |
4.6% |
0.363 |
0.4% |
99% |
True |
False |
3,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.775 |
|
2.618 |
95.024 |
|
1.618 |
94.564 |
|
1.000 |
94.280 |
|
0.618 |
94.104 |
|
HIGH |
93.820 |
|
0.618 |
93.644 |
|
0.500 |
93.590 |
|
0.382 |
93.536 |
|
LOW |
93.360 |
|
0.618 |
93.076 |
|
1.000 |
92.900 |
|
1.618 |
92.616 |
|
2.618 |
92.156 |
|
4.250 |
91.405 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
93.717 |
93.664 |
| PP |
93.653 |
93.548 |
| S1 |
93.590 |
93.433 |
|