ICE US Dollar Index Future December 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
93.730 |
94.345 |
0.615 |
0.7% |
93.230 |
| High |
94.440 |
94.520 |
0.080 |
0.1% |
93.530 |
| Low |
93.685 |
94.120 |
0.435 |
0.5% |
92.965 |
| Close |
94.353 |
94.240 |
-0.113 |
-0.1% |
93.335 |
| Range |
0.755 |
0.400 |
-0.355 |
-47.0% |
0.565 |
| ATR |
0.415 |
0.414 |
-0.001 |
-0.3% |
0.000 |
| Volume |
31,449 |
33,905 |
2,456 |
7.8% |
114,496 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.493 |
95.267 |
94.460 |
|
| R3 |
95.093 |
94.867 |
94.350 |
|
| R2 |
94.693 |
94.693 |
94.313 |
|
| R1 |
94.467 |
94.467 |
94.277 |
94.380 |
| PP |
94.293 |
94.293 |
94.293 |
94.250 |
| S1 |
94.067 |
94.067 |
94.203 |
93.980 |
| S2 |
93.893 |
93.893 |
94.167 |
|
| S3 |
93.493 |
93.667 |
94.130 |
|
| S4 |
93.093 |
93.267 |
94.020 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.972 |
94.718 |
93.646 |
|
| R3 |
94.407 |
94.153 |
93.490 |
|
| R2 |
93.842 |
93.842 |
93.439 |
|
| R1 |
93.588 |
93.588 |
93.387 |
93.715 |
| PP |
93.277 |
93.277 |
93.277 |
93.340 |
| S1 |
93.023 |
93.023 |
93.283 |
93.150 |
| S2 |
92.712 |
92.712 |
93.231 |
|
| S3 |
92.147 |
92.458 |
93.180 |
|
| S4 |
91.582 |
91.893 |
93.024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.520 |
93.045 |
1.475 |
1.6% |
0.457 |
0.5% |
81% |
True |
False |
28,033 |
| 10 |
94.520 |
92.745 |
1.775 |
1.9% |
0.440 |
0.5% |
84% |
True |
False |
25,678 |
| 20 |
94.520 |
91.935 |
2.585 |
2.7% |
0.407 |
0.4% |
89% |
True |
False |
22,150 |
| 40 |
94.520 |
91.935 |
2.585 |
2.7% |
0.374 |
0.4% |
89% |
True |
False |
11,343 |
| 60 |
94.520 |
91.775 |
2.745 |
2.9% |
0.379 |
0.4% |
90% |
True |
False |
7,654 |
| 80 |
94.520 |
89.925 |
4.595 |
4.9% |
0.391 |
0.4% |
94% |
True |
False |
5,775 |
| 100 |
94.520 |
89.550 |
4.970 |
5.3% |
0.380 |
0.4% |
94% |
True |
False |
4,629 |
| 120 |
94.520 |
89.550 |
4.970 |
5.3% |
0.369 |
0.4% |
94% |
True |
False |
3,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.220 |
|
2.618 |
95.567 |
|
1.618 |
95.167 |
|
1.000 |
94.920 |
|
0.618 |
94.767 |
|
HIGH |
94.520 |
|
0.618 |
94.367 |
|
0.500 |
94.320 |
|
0.382 |
94.273 |
|
LOW |
94.120 |
|
0.618 |
93.873 |
|
1.000 |
93.720 |
|
1.618 |
93.473 |
|
2.618 |
93.073 |
|
4.250 |
92.420 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
94.320 |
94.140 |
| PP |
94.293 |
94.040 |
| S1 |
94.267 |
93.940 |
|