ICE US Dollar Index Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
105.395 |
105.535 |
0.140 |
0.1% |
105.495 |
| High |
105.655 |
105.740 |
0.085 |
0.1% |
105.800 |
| Low |
105.105 |
105.360 |
0.255 |
0.2% |
105.015 |
| Close |
105.587 |
105.407 |
-0.180 |
-0.2% |
105.545 |
| Range |
0.550 |
0.380 |
-0.170 |
-30.9% |
0.785 |
| ATR |
0.492 |
0.484 |
-0.008 |
-1.6% |
0.000 |
| Volume |
18,383 |
11,594 |
-6,789 |
-36.9% |
49,816 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.642 |
106.405 |
105.616 |
|
| R3 |
106.262 |
106.025 |
105.512 |
|
| R2 |
105.882 |
105.882 |
105.477 |
|
| R1 |
105.645 |
105.645 |
105.442 |
105.574 |
| PP |
105.502 |
105.502 |
105.502 |
105.467 |
| S1 |
105.265 |
105.265 |
105.372 |
105.194 |
| S2 |
105.122 |
105.122 |
105.337 |
|
| S3 |
104.742 |
104.885 |
105.303 |
|
| S4 |
104.362 |
104.505 |
105.198 |
|
|
| 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 |
105.105 |
0.695 |
0.7% |
0.445 |
0.4% |
43% |
False |
False |
12,486 |
| 10 |
105.800 |
104.735 |
1.065 |
1.0% |
0.444 |
0.4% |
63% |
False |
False |
11,484 |
| 20 |
105.800 |
103.250 |
2.550 |
2.4% |
0.506 |
0.5% |
85% |
False |
False |
11,663 |
| 40 |
105.800 |
103.250 |
2.550 |
2.4% |
0.451 |
0.4% |
85% |
False |
False |
5,964 |
| 60 |
106.015 |
103.250 |
2.765 |
2.6% |
0.472 |
0.4% |
78% |
False |
False |
4,003 |
| 80 |
106.015 |
101.978 |
4.037 |
3.8% |
0.437 |
0.4% |
85% |
False |
False |
3,013 |
| 100 |
106.015 |
101.978 |
4.037 |
3.8% |
0.369 |
0.4% |
85% |
False |
False |
2,411 |
| 120 |
106.015 |
101.541 |
4.474 |
4.2% |
0.324 |
0.3% |
86% |
False |
False |
2,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.355 |
|
2.618 |
106.735 |
|
1.618 |
106.355 |
|
1.000 |
106.120 |
|
0.618 |
105.975 |
|
HIGH |
105.740 |
|
0.618 |
105.595 |
|
0.500 |
105.550 |
|
0.382 |
105.505 |
|
LOW |
105.360 |
|
0.618 |
105.125 |
|
1.000 |
104.980 |
|
1.618 |
104.745 |
|
2.618 |
104.365 |
|
4.250 |
103.745 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105.550 |
105.453 |
| PP |
105.502 |
105.437 |
| S1 |
105.455 |
105.422 |
|