ICE US Dollar Index Future December 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
109.290 |
109.900 |
0.610 |
0.6% |
108.365 |
| High |
110.015 |
111.360 |
1.345 |
1.2% |
109.995 |
| Low |
109.075 |
109.860 |
0.785 |
0.7% |
107.450 |
| Close |
109.942 |
110.346 |
0.404 |
0.4% |
109.506 |
| Range |
0.940 |
1.500 |
0.560 |
59.6% |
2.545 |
| ATR |
0.962 |
1.000 |
0.038 |
4.0% |
0.000 |
| Volume |
28,294 |
51,630 |
23,336 |
82.5% |
143,176 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.022 |
114.184 |
111.171 |
|
| R3 |
113.522 |
112.684 |
110.759 |
|
| R2 |
112.022 |
112.022 |
110.621 |
|
| R1 |
111.184 |
111.184 |
110.484 |
111.603 |
| PP |
110.522 |
110.522 |
110.522 |
110.732 |
| S1 |
109.684 |
109.684 |
110.209 |
110.103 |
| S2 |
109.022 |
109.022 |
110.071 |
|
| S3 |
107.522 |
108.184 |
109.934 |
|
| S4 |
106.022 |
106.684 |
109.521 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.619 |
115.607 |
110.906 |
|
| R3 |
114.074 |
113.062 |
110.206 |
|
| R2 |
111.529 |
111.529 |
109.973 |
|
| R1 |
110.517 |
110.517 |
109.739 |
111.023 |
| PP |
108.984 |
108.984 |
108.984 |
109.237 |
| S1 |
107.972 |
107.972 |
109.273 |
108.478 |
| S2 |
106.439 |
106.439 |
109.039 |
|
| S3 |
103.894 |
105.427 |
108.806 |
|
| S4 |
101.349 |
102.882 |
108.106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.360 |
109.075 |
2.285 |
2.1% |
0.882 |
0.8% |
56% |
True |
False |
37,045 |
| 10 |
111.360 |
107.450 |
3.910 |
3.5% |
1.041 |
0.9% |
74% |
True |
False |
25,286 |
| 20 |
111.360 |
107.265 |
4.095 |
3.7% |
1.002 |
0.9% |
75% |
True |
False |
13,026 |
| 40 |
111.360 |
104.150 |
7.210 |
6.5% |
0.931 |
0.8% |
86% |
True |
False |
6,591 |
| 60 |
111.360 |
103.930 |
7.430 |
6.7% |
0.902 |
0.8% |
86% |
True |
False |
4,419 |
| 80 |
111.360 |
101.300 |
10.060 |
9.1% |
0.863 |
0.8% |
90% |
True |
False |
3,329 |
| 100 |
111.360 |
100.845 |
10.515 |
9.5% |
0.789 |
0.7% |
90% |
True |
False |
2,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.735 |
|
2.618 |
115.287 |
|
1.618 |
113.787 |
|
1.000 |
112.860 |
|
0.618 |
112.287 |
|
HIGH |
111.360 |
|
0.618 |
110.787 |
|
0.500 |
110.610 |
|
0.382 |
110.433 |
|
LOW |
109.860 |
|
0.618 |
108.933 |
|
1.000 |
108.360 |
|
1.618 |
107.433 |
|
2.618 |
105.933 |
|
4.250 |
103.485 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110.610 |
110.303 |
| PP |
110.522 |
110.260 |
| S1 |
110.434 |
110.218 |
|