ICE US Dollar Index Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
105.565 |
105.395 |
-0.170 |
-0.2% |
105.495 |
| High |
105.800 |
105.655 |
-0.145 |
-0.1% |
105.800 |
| Low |
105.415 |
105.105 |
-0.310 |
-0.3% |
105.015 |
| Close |
105.545 |
105.587 |
0.042 |
0.0% |
105.545 |
| Range |
0.385 |
0.550 |
0.165 |
42.9% |
0.785 |
| ATR |
0.487 |
0.492 |
0.004 |
0.9% |
0.000 |
| Volume |
11,986 |
18,383 |
6,397 |
53.4% |
49,816 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.099 |
106.893 |
105.890 |
|
| R3 |
106.549 |
106.343 |
105.738 |
|
| R2 |
105.999 |
105.999 |
105.688 |
|
| R1 |
105.793 |
105.793 |
105.637 |
105.896 |
| PP |
105.449 |
105.449 |
105.449 |
105.501 |
| S1 |
105.243 |
105.243 |
105.537 |
105.346 |
| S2 |
104.899 |
104.899 |
105.486 |
|
| S3 |
104.349 |
104.693 |
105.436 |
|
| S4 |
103.799 |
104.143 |
105.285 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.808 |
107.462 |
105.977 |
|
| R3 |
107.023 |
106.677 |
105.761 |
|
| R2 |
106.238 |
106.238 |
105.689 |
|
| R1 |
105.892 |
105.892 |
105.617 |
106.065 |
| PP |
105.453 |
105.453 |
105.453 |
105.540 |
| S1 |
105.107 |
105.107 |
105.473 |
105.280 |
| S2 |
104.668 |
104.668 |
105.401 |
|
| S3 |
103.883 |
104.322 |
105.329 |
|
| S4 |
103.098 |
103.537 |
105.113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.800 |
105.030 |
0.770 |
0.7% |
0.449 |
0.4% |
72% |
False |
False |
11,838 |
| 10 |
105.800 |
104.735 |
1.065 |
1.0% |
0.441 |
0.4% |
80% |
False |
False |
11,473 |
| 20 |
105.800 |
103.250 |
2.550 |
2.4% |
0.520 |
0.5% |
92% |
False |
False |
11,191 |
| 40 |
105.800 |
103.250 |
2.550 |
2.4% |
0.461 |
0.4% |
92% |
False |
False |
5,677 |
| 60 |
106.015 |
103.250 |
2.765 |
2.6% |
0.473 |
0.4% |
85% |
False |
False |
3,810 |
| 80 |
106.015 |
101.978 |
4.037 |
3.8% |
0.433 |
0.4% |
89% |
False |
False |
2,868 |
| 100 |
106.015 |
101.978 |
4.037 |
3.8% |
0.366 |
0.3% |
89% |
False |
False |
2,295 |
| 120 |
106.015 |
101.414 |
4.601 |
4.4% |
0.321 |
0.3% |
91% |
False |
False |
1,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.993 |
|
2.618 |
107.095 |
|
1.618 |
106.545 |
|
1.000 |
106.205 |
|
0.618 |
105.995 |
|
HIGH |
105.655 |
|
0.618 |
105.445 |
|
0.500 |
105.380 |
|
0.382 |
105.315 |
|
LOW |
105.105 |
|
0.618 |
104.765 |
|
1.000 |
104.555 |
|
1.618 |
104.215 |
|
2.618 |
103.665 |
|
4.250 |
102.768 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105.518 |
105.542 |
| PP |
105.449 |
105.497 |
| S1 |
105.380 |
105.453 |
|