ICE US Dollar Index Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
104.865 |
105.295 |
0.430 |
0.4% |
105.175 |
| High |
105.315 |
105.560 |
0.245 |
0.2% |
105.560 |
| Low |
104.865 |
105.180 |
0.315 |
0.3% |
104.735 |
| Close |
105.227 |
105.443 |
0.216 |
0.2% |
105.443 |
| Range |
0.450 |
0.380 |
-0.070 |
-15.6% |
0.825 |
| ATR |
0.517 |
0.507 |
-0.010 |
-1.9% |
0.000 |
| Volume |
12,504 |
9,476 |
-3,028 |
-24.2% |
46,534 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.534 |
106.369 |
105.652 |
|
| R3 |
106.154 |
105.989 |
105.548 |
|
| R2 |
105.774 |
105.774 |
105.513 |
|
| R1 |
105.609 |
105.609 |
105.478 |
105.692 |
| PP |
105.394 |
105.394 |
105.394 |
105.436 |
| S1 |
105.229 |
105.229 |
105.408 |
105.312 |
| S2 |
105.014 |
105.014 |
105.373 |
|
| S3 |
104.634 |
104.849 |
105.339 |
|
| S4 |
104.254 |
104.469 |
105.234 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.721 |
107.407 |
105.897 |
|
| R3 |
106.896 |
106.582 |
105.670 |
|
| R2 |
106.071 |
106.071 |
105.594 |
|
| R1 |
105.757 |
105.757 |
105.519 |
105.914 |
| PP |
105.246 |
105.246 |
105.246 |
105.325 |
| S1 |
104.932 |
104.932 |
105.367 |
105.089 |
| S2 |
104.421 |
104.421 |
105.292 |
|
| S3 |
103.596 |
104.107 |
105.216 |
|
| S4 |
102.771 |
103.282 |
104.989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.560 |
104.735 |
0.825 |
0.8% |
0.452 |
0.4% |
86% |
True |
False |
15,334 |
| 10 |
105.560 |
103.250 |
2.310 |
2.2% |
0.600 |
0.6% |
95% |
True |
False |
14,753 |
| 20 |
105.560 |
103.250 |
2.310 |
2.2% |
0.520 |
0.5% |
95% |
True |
False |
7,873 |
| 40 |
106.015 |
103.250 |
2.765 |
2.6% |
0.482 |
0.5% |
79% |
False |
False |
3,988 |
| 60 |
106.015 |
103.250 |
2.765 |
2.6% |
0.464 |
0.4% |
79% |
False |
False |
2,678 |
| 80 |
106.015 |
101.978 |
4.037 |
3.8% |
0.404 |
0.4% |
86% |
False |
False |
2,016 |
| 100 |
106.015 |
101.978 |
4.037 |
3.8% |
0.351 |
0.3% |
86% |
False |
False |
1,613 |
| 120 |
106.015 |
101.308 |
4.707 |
4.5% |
0.298 |
0.3% |
88% |
False |
False |
1,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.175 |
|
2.618 |
106.555 |
|
1.618 |
106.175 |
|
1.000 |
105.940 |
|
0.618 |
105.795 |
|
HIGH |
105.560 |
|
0.618 |
105.415 |
|
0.500 |
105.370 |
|
0.382 |
105.325 |
|
LOW |
105.180 |
|
0.618 |
104.945 |
|
1.000 |
104.800 |
|
1.618 |
104.565 |
|
2.618 |
104.185 |
|
4.250 |
103.565 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105.419 |
105.345 |
| PP |
105.394 |
105.246 |
| S1 |
105.370 |
105.148 |
|