ICE US Dollar Index Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
106.555 |
106.975 |
0.420 |
0.4% |
106.685 |
| High |
107.130 |
107.250 |
0.120 |
0.1% |
109.140 |
| Low |
106.230 |
106.300 |
0.070 |
0.1% |
106.685 |
| Close |
106.953 |
106.804 |
-0.149 |
-0.1% |
107.911 |
| Range |
0.900 |
0.950 |
0.050 |
5.6% |
2.455 |
| ATR |
0.994 |
0.990 |
-0.003 |
-0.3% |
0.000 |
| Volume |
31,195 |
36,496 |
5,301 |
17.0% |
162,031 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.635 |
109.169 |
107.327 |
|
| R3 |
108.685 |
108.219 |
107.065 |
|
| R2 |
107.735 |
107.735 |
106.978 |
|
| R1 |
107.269 |
107.269 |
106.891 |
107.027 |
| PP |
106.785 |
106.785 |
106.785 |
106.664 |
| S1 |
106.319 |
106.319 |
106.717 |
106.077 |
| S2 |
105.835 |
105.835 |
106.630 |
|
| S3 |
104.885 |
105.369 |
106.543 |
|
| S4 |
103.935 |
104.419 |
106.282 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.277 |
114.049 |
109.261 |
|
| R3 |
112.822 |
111.594 |
108.586 |
|
| R2 |
110.367 |
110.367 |
108.361 |
|
| R1 |
109.139 |
109.139 |
108.136 |
109.753 |
| PP |
107.912 |
107.912 |
107.912 |
108.219 |
| S1 |
106.684 |
106.684 |
107.686 |
107.298 |
| S2 |
105.457 |
105.457 |
107.461 |
|
| S3 |
103.002 |
104.229 |
107.236 |
|
| S4 |
100.547 |
101.774 |
106.561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.585 |
106.230 |
2.355 |
2.2% |
1.014 |
0.9% |
24% |
False |
False |
31,988 |
| 10 |
109.140 |
106.230 |
2.910 |
2.7% |
1.047 |
1.0% |
20% |
False |
False |
33,759 |
| 20 |
109.140 |
103.420 |
5.720 |
5.4% |
0.947 |
0.9% |
59% |
False |
False |
31,542 |
| 40 |
109.140 |
101.170 |
7.970 |
7.5% |
0.922 |
0.9% |
71% |
False |
False |
26,349 |
| 60 |
109.140 |
101.170 |
7.970 |
7.5% |
0.873 |
0.8% |
71% |
False |
False |
17,624 |
| 80 |
109.140 |
97.500 |
11.640 |
10.9% |
0.797 |
0.7% |
80% |
False |
False |
13,226 |
| 100 |
109.140 |
97.040 |
12.100 |
11.3% |
0.716 |
0.7% |
81% |
False |
False |
10,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.288 |
|
2.618 |
109.737 |
|
1.618 |
108.787 |
|
1.000 |
108.200 |
|
0.618 |
107.837 |
|
HIGH |
107.250 |
|
0.618 |
106.887 |
|
0.500 |
106.775 |
|
0.382 |
106.663 |
|
LOW |
106.300 |
|
0.618 |
105.713 |
|
1.000 |
105.350 |
|
1.618 |
104.763 |
|
2.618 |
103.813 |
|
4.250 |
102.263 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106.794 |
106.860 |
| PP |
106.785 |
106.841 |
| S1 |
106.775 |
106.823 |
|