ICE US Dollar Index Future September 2022
| Trading Metrics calculated at close of trading on 04-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2022 |
04-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
106.255 |
106.365 |
0.110 |
0.1% |
106.405 |
| High |
106.700 |
106.410 |
-0.290 |
-0.3% |
107.300 |
| Low |
105.855 |
105.540 |
-0.315 |
-0.3% |
105.410 |
| Close |
106.377 |
105.566 |
-0.811 |
-0.8% |
105.779 |
| Range |
0.845 |
0.870 |
0.025 |
3.0% |
1.890 |
| ATR |
1.004 |
0.995 |
-0.010 |
-1.0% |
0.000 |
| Volume |
42,570 |
25,625 |
-16,945 |
-39.8% |
182,162 |
|
| Daily Pivots for day following 04-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.449 |
107.877 |
106.045 |
|
| R3 |
107.579 |
107.007 |
105.805 |
|
| R2 |
106.709 |
106.709 |
105.726 |
|
| R1 |
106.137 |
106.137 |
105.646 |
105.988 |
| PP |
105.839 |
105.839 |
105.839 |
105.764 |
| S1 |
105.267 |
105.267 |
105.486 |
105.118 |
| S2 |
104.969 |
104.969 |
105.407 |
|
| S3 |
104.099 |
104.397 |
105.327 |
|
| S4 |
103.229 |
103.527 |
105.088 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.833 |
110.696 |
106.819 |
|
| R3 |
109.943 |
108.806 |
106.299 |
|
| R2 |
108.053 |
108.053 |
106.126 |
|
| R1 |
106.916 |
106.916 |
105.952 |
106.540 |
| PP |
106.163 |
106.163 |
106.163 |
105.975 |
| S1 |
105.026 |
105.026 |
105.606 |
104.650 |
| S2 |
104.273 |
104.273 |
105.433 |
|
| S3 |
102.383 |
103.136 |
105.259 |
|
| S4 |
100.493 |
101.246 |
104.740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.700 |
104.920 |
1.780 |
1.7% |
0.987 |
0.9% |
36% |
False |
False |
35,313 |
| 10 |
107.300 |
104.920 |
2.380 |
2.3% |
1.008 |
1.0% |
27% |
False |
False |
35,710 |
| 20 |
109.140 |
104.920 |
4.220 |
4.0% |
1.027 |
1.0% |
15% |
False |
False |
34,735 |
| 40 |
109.140 |
102.005 |
7.135 |
6.8% |
1.005 |
1.0% |
50% |
False |
False |
33,928 |
| 60 |
109.140 |
101.170 |
7.970 |
7.5% |
0.907 |
0.9% |
55% |
False |
False |
23,564 |
| 80 |
109.140 |
99.320 |
9.820 |
9.3% |
0.863 |
0.8% |
64% |
False |
False |
17,687 |
| 100 |
109.140 |
97.500 |
11.640 |
11.0% |
0.772 |
0.7% |
69% |
False |
False |
14,154 |
| 120 |
109.140 |
95.432 |
13.708 |
13.0% |
0.711 |
0.7% |
74% |
False |
False |
11,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.108 |
|
2.618 |
108.688 |
|
1.618 |
107.818 |
|
1.000 |
107.280 |
|
0.618 |
106.948 |
|
HIGH |
106.410 |
|
0.618 |
106.078 |
|
0.500 |
105.975 |
|
0.382 |
105.872 |
|
LOW |
105.540 |
|
0.618 |
105.002 |
|
1.000 |
104.670 |
|
1.618 |
104.132 |
|
2.618 |
103.262 |
|
4.250 |
101.843 |
|
|
| Fisher Pivots for day following 04-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
105.975 |
105.810 |
| PP |
105.839 |
105.729 |
| S1 |
105.702 |
105.647 |
|