ICE US Dollar Index Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
105.535 |
105.360 |
-0.175 |
-0.2% |
105.495 |
| High |
105.740 |
105.485 |
-0.255 |
-0.2% |
105.800 |
| Low |
105.360 |
104.715 |
-0.645 |
-0.6% |
105.015 |
| Close |
105.407 |
105.077 |
-0.330 |
-0.3% |
105.545 |
| Range |
0.380 |
0.770 |
0.390 |
102.6% |
0.785 |
| ATR |
0.484 |
0.504 |
0.020 |
4.2% |
0.000 |
| Volume |
11,594 |
14,497 |
2,903 |
25.0% |
49,816 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.402 |
107.010 |
105.501 |
|
| R3 |
106.632 |
106.240 |
105.289 |
|
| R2 |
105.862 |
105.862 |
105.218 |
|
| R1 |
105.470 |
105.470 |
105.148 |
105.281 |
| PP |
105.092 |
105.092 |
105.092 |
104.998 |
| S1 |
104.700 |
104.700 |
105.006 |
104.511 |
| S2 |
104.322 |
104.322 |
104.936 |
|
| S3 |
103.552 |
103.930 |
104.865 |
|
| S4 |
102.782 |
103.160 |
104.654 |
|
|
| 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 |
104.715 |
1.085 |
1.0% |
0.494 |
0.5% |
33% |
False |
True |
13,262 |
| 10 |
105.800 |
104.715 |
1.085 |
1.0% |
0.477 |
0.5% |
33% |
False |
True |
11,627 |
| 20 |
105.800 |
103.250 |
2.550 |
2.4% |
0.527 |
0.5% |
72% |
False |
False |
12,309 |
| 40 |
105.800 |
103.250 |
2.550 |
2.4% |
0.463 |
0.4% |
72% |
False |
False |
6,326 |
| 60 |
106.015 |
103.250 |
2.765 |
2.6% |
0.480 |
0.5% |
66% |
False |
False |
4,243 |
| 80 |
106.015 |
102.044 |
3.971 |
3.8% |
0.445 |
0.4% |
76% |
False |
False |
3,194 |
| 100 |
106.015 |
101.978 |
4.037 |
3.8% |
0.376 |
0.4% |
77% |
False |
False |
2,556 |
| 120 |
106.015 |
101.541 |
4.474 |
4.3% |
0.331 |
0.3% |
79% |
False |
False |
2,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.758 |
|
2.618 |
107.501 |
|
1.618 |
106.731 |
|
1.000 |
106.255 |
|
0.618 |
105.961 |
|
HIGH |
105.485 |
|
0.618 |
105.191 |
|
0.500 |
105.100 |
|
0.382 |
105.009 |
|
LOW |
104.715 |
|
0.618 |
104.239 |
|
1.000 |
103.945 |
|
1.618 |
103.469 |
|
2.618 |
102.699 |
|
4.250 |
101.443 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
105.100 |
105.228 |
| PP |
105.092 |
105.177 |
| S1 |
105.085 |
105.127 |
|