ICE US Dollar Index Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
99.965 |
100.505 |
0.540 |
0.5% |
99.665 |
| High |
100.685 |
100.925 |
0.240 |
0.2% |
100.925 |
| Low |
99.745 |
100.450 |
0.705 |
0.7% |
99.220 |
| Close |
100.597 |
100.798 |
0.201 |
0.2% |
100.798 |
| Range |
0.940 |
0.475 |
-0.465 |
-49.5% |
1.705 |
| ATR |
0.656 |
0.643 |
-0.013 |
-2.0% |
0.000 |
| Volume |
15,091 |
13,828 |
-1,263 |
-8.4% |
76,194 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.149 |
101.949 |
101.059 |
|
| R3 |
101.674 |
101.474 |
100.929 |
|
| R2 |
101.199 |
101.199 |
100.885 |
|
| R1 |
100.999 |
100.999 |
100.842 |
101.099 |
| PP |
100.724 |
100.724 |
100.724 |
100.775 |
| S1 |
100.524 |
100.524 |
100.754 |
100.624 |
| S2 |
100.249 |
100.249 |
100.711 |
|
| S3 |
99.774 |
100.049 |
100.667 |
|
| S4 |
99.299 |
99.574 |
100.537 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.429 |
104.819 |
101.736 |
|
| R3 |
103.724 |
103.114 |
101.267 |
|
| R2 |
102.019 |
102.019 |
101.111 |
|
| R1 |
101.409 |
101.409 |
100.954 |
101.714 |
| PP |
100.314 |
100.314 |
100.314 |
100.467 |
| S1 |
99.704 |
99.704 |
100.642 |
100.009 |
| S2 |
98.609 |
98.609 |
100.485 |
|
| S3 |
96.904 |
97.999 |
100.329 |
|
| S4 |
95.199 |
96.294 |
99.860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.925 |
99.220 |
1.705 |
1.7% |
0.608 |
0.6% |
93% |
True |
False |
15,238 |
| 10 |
102.235 |
99.220 |
3.015 |
3.0% |
0.643 |
0.6% |
52% |
False |
False |
16,561 |
| 20 |
103.275 |
99.220 |
4.055 |
4.0% |
0.636 |
0.6% |
39% |
False |
False |
14,953 |
| 40 |
104.205 |
99.220 |
4.985 |
4.9% |
0.629 |
0.6% |
32% |
False |
False |
11,095 |
| 60 |
104.205 |
99.220 |
4.985 |
4.9% |
0.603 |
0.6% |
32% |
False |
False |
7,461 |
| 80 |
104.205 |
99.220 |
4.985 |
4.9% |
0.581 |
0.6% |
32% |
False |
False |
5,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.944 |
|
2.618 |
102.169 |
|
1.618 |
101.694 |
|
1.000 |
101.400 |
|
0.618 |
101.219 |
|
HIGH |
100.925 |
|
0.618 |
100.744 |
|
0.500 |
100.688 |
|
0.382 |
100.631 |
|
LOW |
100.450 |
|
0.618 |
100.156 |
|
1.000 |
99.975 |
|
1.618 |
99.681 |
|
2.618 |
99.206 |
|
4.250 |
98.431 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
100.761 |
100.620 |
| PP |
100.724 |
100.443 |
| S1 |
100.688 |
100.265 |
|