ICE US Dollar Index Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
105.335 |
105.740 |
0.405 |
0.4% |
105.175 |
| High |
105.790 |
105.760 |
-0.030 |
0.0% |
105.560 |
| Low |
105.265 |
105.375 |
0.110 |
0.1% |
104.735 |
| Close |
105.714 |
105.571 |
-0.143 |
-0.1% |
105.443 |
| Range |
0.525 |
0.385 |
-0.140 |
-26.7% |
0.825 |
| ATR |
0.504 |
0.495 |
-0.008 |
-1.7% |
0.000 |
| Volume |
10,618 |
9,853 |
-765 |
-7.2% |
46,534 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.724 |
106.532 |
105.783 |
|
| R3 |
106.339 |
106.147 |
105.677 |
|
| R2 |
105.954 |
105.954 |
105.642 |
|
| R1 |
105.762 |
105.762 |
105.606 |
105.666 |
| PP |
105.569 |
105.569 |
105.569 |
105.520 |
| S1 |
105.377 |
105.377 |
105.536 |
105.281 |
| S2 |
105.184 |
105.184 |
105.500 |
|
| S3 |
104.799 |
104.992 |
105.465 |
|
| S4 |
104.414 |
104.607 |
105.359 |
|
|
| 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 |
105.790 |
105.015 |
0.775 |
0.7% |
0.446 |
0.4% |
72% |
False |
False |
9,461 |
| 10 |
105.790 |
104.225 |
1.565 |
1.5% |
0.477 |
0.5% |
86% |
False |
False |
14,915 |
| 20 |
105.790 |
103.250 |
2.540 |
2.4% |
0.525 |
0.5% |
91% |
False |
False |
9,739 |
| 40 |
106.015 |
103.250 |
2.765 |
2.6% |
0.479 |
0.5% |
84% |
False |
False |
4,924 |
| 60 |
106.015 |
103.250 |
2.765 |
2.6% |
0.472 |
0.4% |
84% |
False |
False |
3,306 |
| 80 |
106.015 |
101.978 |
4.037 |
3.8% |
0.426 |
0.4% |
89% |
False |
False |
2,489 |
| 100 |
106.015 |
101.978 |
4.037 |
3.8% |
0.360 |
0.3% |
89% |
False |
False |
1,991 |
| 120 |
106.015 |
101.414 |
4.601 |
4.4% |
0.313 |
0.3% |
90% |
False |
False |
1,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.396 |
|
2.618 |
106.768 |
|
1.618 |
106.383 |
|
1.000 |
106.145 |
|
0.618 |
105.998 |
|
HIGH |
105.760 |
|
0.618 |
105.613 |
|
0.500 |
105.568 |
|
0.382 |
105.522 |
|
LOW |
105.375 |
|
0.618 |
105.137 |
|
1.000 |
104.990 |
|
1.618 |
104.752 |
|
2.618 |
104.367 |
|
4.250 |
103.739 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105.570 |
105.517 |
| PP |
105.569 |
105.464 |
| S1 |
105.568 |
105.410 |
|