Analytics
Vultax does not execute orders. These controls open the official Polymarket market or route back into the Vultax predictions terminal.
“US Dollar Index (DXY) Up or Down on September 15?” is a prediction market on Polymarket with two tradeable outcomes, Yes and No. The Yes price is the crowd's implied probability that the question resolves Yes; every trade on the public order book moves it.
Trading is open until Sep 15, 2026. As of Sep 14, 9:13 PM, Yes trades at 50.0¢, a 50.0% implied chance, $8.32 resting in the order book, a 98.0% bid-ask spread.
Vultax observes this market from Polymarket's public order book and data API and keeps its own record: 10 hourly price points from Sep 14, 2026 to Sep 14, 2026 (Yes between 50.0% and 50.0%). Each figure carries its observation time; nothing here is a return forecast.
Public Polymarket market/event context is available; Vultax source-pack coverage is tracked separately.
Current public quote is shown when Vultax depth snapshots are unavailable.
Nine stops, one per figure on this page. Each stop says what the number is, why it matters, and what it reads right now for this market.
Each outcome trades as a share that pays $1 if it wins and nothing if it loses. Prices are quoted in cents, and Yes plus No add up to about one dollar.
This market will resolve to "Up" if the reference price for the US Dollar Index (DXY) on September 15, 2026 is higher than the reference price for the US Dollar Index (DXY) on the most recent prior trading day. This market will resolve to "Down" if the reference price for the US Dollar Index (DXY) on September 15, 2026 is lower than the reference price for the US Dollar Index (DXY) on the most recent prior trading day. For each trading day, the reference price refers to the Pyth "Close" value of the 1-minute candle timestamped 4:59 PM ET on that date. E.g., ordinarily, a market on Monday would refer to the previous Friday for its most recent reference price, unless Friday were not a trading day under the applicable trading-hours schedule, in which case it would refer to the next most recent prior trading day. If the two specified reference prices are exactly equal, this market will resolve 50-50. Reference prices will be used exactly as published by Pyth, without rounding. If the US Dollar Index (DXY) does not trade at all during the relevant trading session, this market will resolve 50-50. Trading days will be determined according to the applicable trading-hours schedule as listed on Pyth. Under the standard schedule (time zone America/New_York), trading is open continuously from 5:00:00 PM ET Sunday through 5:00:00 PM ET Friday, with no daily settlement break, except where modified by holiday or special-session hours as listed on Pyth. If a listed date is not a trading day under the applicable trading-hours schedule as listed on Pyth, this market will resolve 50-50. Under the standard New York 5:00 PM FX close convention, each trading day begins at 5:00 PM ET on the preceding calendar day and ends at 5:00 PM ET on that calendar day. If either of the relevant days has no valid Pyth "Close" value for the 1-minute candle timestamped 4:59 PM ET, the market will use the last valid Pyth price achieved prior to 4:59 PM ET during that trading day as the effective reference price. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the reference price for that day may be determined using the official settlement value for the spot U.S. Dollar Index for that trading day, as published by ICE Futures U.S. in its "Futures Daily Market Report for US Dollar Index" dated as of that trading day. This report may be accessed by selecting "End of Day Report" under the "Reports" tab of the product page at https://www.ice.com/products/194/US-Dollar-Index-Futures. The relevant value is the one shown in the "Settle Price" column for the row with Commodity Name "DX" and Contract Month "SPOT". If no such spot settlement value is published for that trading day, the "Settle Price" value shown in the same report for the most actively traded (by open interest) ICE U.S. Dollar Index futures contract month (ticker DX) may be used instead. Only prices achieved during the applicable trading session will be considered. In the event of an index methodology change, feed change, or similar structural modification affecting the market during the listed time frame, this market will resolve based on adjusted prices as displayed on Pyth. The resolution source for this market will be Pyth, specifically the "Close" values for the relevant 1-minute candles available at https://app.pyth.com/explore/FX.USDXY. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.
Official listing: polymarket.com/event/dxy-up-or-down-on-september-15-2026
The Yes price read as a chance. A share at 21.5¢ means the crowd gives Yes about a 21.5% chance right now. It moves with every trade, so it is a live forecast, not a verdict.
Dollar value of shares that changed hands in the last 24 hours. High volume means the price is being tested by real money; low volume means a few trades can move it.
Dollars resting in the order book, waiting to be traded against. Deep liquidity lets a large order fill near the quoted price; thin liquidity means the price jumps when someone trades size.
The gap between the best bid and the best ask. A tight spread makes entry and exit cheap; a wide spread is a cost paid on every round trip.
The wallets holding the most shares on each side, and how much of the loaded sample the largest ten control. Concentration shows whether a market is a crowd or a handful of large positions.
The public fills, newest first: which wallet bought or sold which outcome, at what price, and when. It is the market's own diary, and every wallet on it links to a trader profile.
Hourly closes of the Yes price. The range shows how sure or split the crowd has been; the move shows which way it has been changing its mind.
Trading stops at the close time. The outcome is then settled by the resolution source named in the rules. A closed market is not resolved until the venue reports it, so the two states are shown separately.
The current provider holder request did not complete. No legacy holder rows are being substituted.
Market-scoped trader rows are not available for this market.