^NYICDX

ICE U.S. Dollar Index
NYSEUSDINDEX DELAYED
Last price
98.84
▲ 0.04 (0.04%)
MARKET ·

Price

Open
98.75
Prev close
98.80
Day high
98.91
Day low
98.56
Volume
Market cap
P/E (TTM)
52W range
98.56 – 114.78

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-0.87% +0.5%
1M
-2.59% -6.3%
3M
-0.39% -3.5%
6M
+1.02% -10.0%
YTD
+0.53% -11.8%
1Y
+0.59% -19.4%
3Y
-4.47% -78.6%
5Y

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
99.51
-0.67% from price
SMA 20
99.89
-1.09% from price
SMA 50
100.48
-1.68% from price
SMA 100
99.69
-0.85% from price
SMA 200
99.18
-0.39% from price
EMA 12
99.49
-0.65% from price
EMA 26
99.91
-1.07% from price
EMA 50
100.04
-1.20% from price
RSI (14)
29.7
Oversold
MACD (12,26,9)
-0.42
Hist -0.12
ATR (14)
0.38
0.38% of price
Realised vol 30D
4.7%
Annualised
Bollinger upper
101.25
20, 2σ
Bollinger lower
98.52
20, 2σ
50 / 200 cross
Golden
100.48 vs 99.18
Trend bias
Below 200
-0.39%

Risk profile

Daily returns · 1Y window
Beta vs SPY
-0.12
Less volatile than market
Correlation to SPY
-0.29
Largely independent
Realised vol 30D
4.7%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-4.0%
Peak to trough
Max drawdown 5Y
-15.7%
Peak to trough
ATR 14
0.38
0.38% of price
Beta (reported)
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.