ICE US Dollar Index Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
112.990 |
113.845 |
0.855 |
0.8% |
109.415 |
| High |
114.445 |
114.425 |
-0.020 |
0.0% |
113.000 |
| Low |
112.665 |
113.260 |
0.595 |
0.5% |
109.075 |
| Close |
114.020 |
114.047 |
0.027 |
0.0% |
112.962 |
| Range |
1.780 |
1.165 |
-0.615 |
-34.6% |
3.925 |
| ATR |
1.155 |
1.156 |
0.001 |
0.1% |
0.000 |
| Volume |
87,867 |
55,228 |
-32,639 |
-37.1% |
213,538 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.406 |
116.891 |
114.688 |
|
| R3 |
116.241 |
115.726 |
114.367 |
|
| R2 |
115.076 |
115.076 |
114.261 |
|
| R1 |
114.561 |
114.561 |
114.154 |
114.819 |
| PP |
113.911 |
113.911 |
113.911 |
114.039 |
| S1 |
113.396 |
113.396 |
113.940 |
113.654 |
| S2 |
112.746 |
112.746 |
113.833 |
|
| S3 |
111.581 |
112.231 |
113.727 |
|
| S4 |
110.416 |
111.066 |
113.406 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.454 |
122.133 |
115.121 |
|
| R3 |
119.529 |
118.208 |
114.041 |
|
| R2 |
115.604 |
115.604 |
113.682 |
|
| R1 |
114.283 |
114.283 |
113.322 |
114.944 |
| PP |
111.679 |
111.679 |
111.679 |
112.009 |
| S1 |
110.358 |
110.358 |
112.602 |
111.019 |
| S2 |
107.754 |
107.754 |
112.242 |
|
| S3 |
103.829 |
106.433 |
111.883 |
|
| S4 |
99.904 |
102.508 |
110.803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114.445 |
109.860 |
4.585 |
4.0% |
1.593 |
1.4% |
91% |
False |
False |
61,023 |
| 10 |
114.445 |
108.980 |
5.465 |
4.8% |
1.153 |
1.0% |
93% |
False |
False |
46,606 |
| 20 |
114.445 |
107.450 |
6.995 |
6.1% |
1.141 |
1.0% |
94% |
False |
False |
25,602 |
| 40 |
114.445 |
104.150 |
10.295 |
9.0% |
1.003 |
0.9% |
96% |
False |
False |
12,917 |
| 60 |
114.445 |
104.150 |
10.295 |
9.0% |
0.967 |
0.8% |
96% |
False |
False |
8,643 |
| 80 |
114.445 |
101.740 |
12.705 |
11.1% |
0.912 |
0.8% |
97% |
False |
False |
6,497 |
| 100 |
114.445 |
100.845 |
13.600 |
11.9% |
0.820 |
0.7% |
97% |
False |
False |
5,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.376 |
|
2.618 |
117.475 |
|
1.618 |
116.310 |
|
1.000 |
115.590 |
|
0.618 |
115.145 |
|
HIGH |
114.425 |
|
0.618 |
113.980 |
|
0.500 |
113.843 |
|
0.382 |
113.705 |
|
LOW |
113.260 |
|
0.618 |
112.540 |
|
1.000 |
112.095 |
|
1.618 |
111.375 |
|
2.618 |
110.210 |
|
4.250 |
108.309 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
113.979 |
113.579 |
| PP |
113.911 |
113.111 |
| S1 |
113.843 |
112.643 |
|