ICE US Dollar Index Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
106.685 |
107.995 |
1.310 |
1.2% |
104.915 |
| High |
108.085 |
108.420 |
0.335 |
0.3% |
107.615 |
| Low |
106.685 |
107.670 |
0.985 |
0.9% |
104.835 |
| Close |
107.829 |
107.912 |
0.083 |
0.1% |
106.821 |
| Range |
1.400 |
0.750 |
-0.650 |
-46.4% |
2.780 |
| ATR |
0.947 |
0.933 |
-0.014 |
-1.5% |
0.000 |
| Volume |
25,533 |
31,342 |
5,809 |
22.8% |
149,489 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.251 |
109.831 |
108.325 |
|
| R3 |
109.501 |
109.081 |
108.118 |
|
| R2 |
108.751 |
108.751 |
108.050 |
|
| R1 |
108.331 |
108.331 |
107.981 |
108.166 |
| PP |
108.001 |
108.001 |
108.001 |
107.918 |
| S1 |
107.581 |
107.581 |
107.843 |
107.416 |
| S2 |
107.251 |
107.251 |
107.775 |
|
| S3 |
106.501 |
106.831 |
107.706 |
|
| S4 |
105.751 |
106.081 |
107.500 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.764 |
113.572 |
108.350 |
|
| R3 |
111.984 |
110.792 |
107.586 |
|
| R2 |
109.204 |
109.204 |
107.331 |
|
| R1 |
108.012 |
108.012 |
107.076 |
108.608 |
| PP |
106.424 |
106.424 |
106.424 |
106.722 |
| S1 |
105.232 |
105.232 |
106.566 |
105.828 |
| S2 |
103.644 |
103.644 |
106.311 |
|
| S3 |
100.864 |
102.452 |
106.057 |
|
| S4 |
98.084 |
99.672 |
105.292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.420 |
106.135 |
2.285 |
2.1% |
0.916 |
0.8% |
78% |
True |
False |
31,261 |
| 10 |
108.420 |
103.505 |
4.915 |
4.6% |
0.978 |
0.9% |
90% |
True |
False |
30,935 |
| 20 |
108.420 |
103.200 |
5.220 |
4.8% |
0.967 |
0.9% |
90% |
True |
False |
30,978 |
| 40 |
108.420 |
101.170 |
7.250 |
6.7% |
0.873 |
0.8% |
93% |
True |
False |
20,395 |
| 60 |
108.420 |
99.590 |
8.830 |
8.2% |
0.825 |
0.8% |
94% |
True |
False |
13,618 |
| 80 |
108.420 |
97.500 |
10.920 |
10.1% |
0.725 |
0.7% |
95% |
True |
False |
10,218 |
| 100 |
108.420 |
95.500 |
12.920 |
12.0% |
0.674 |
0.6% |
96% |
True |
False |
8,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.608 |
|
2.618 |
110.384 |
|
1.618 |
109.634 |
|
1.000 |
109.170 |
|
0.618 |
108.884 |
|
HIGH |
108.420 |
|
0.618 |
108.134 |
|
0.500 |
108.045 |
|
0.382 |
107.957 |
|
LOW |
107.670 |
|
0.618 |
107.207 |
|
1.000 |
106.920 |
|
1.618 |
106.457 |
|
2.618 |
105.707 |
|
4.250 |
104.483 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108.045 |
107.785 |
| PP |
108.001 |
107.657 |
| S1 |
107.956 |
107.530 |
|