US Dollar Index (DXY) Up or Down on August 31? Odds & Prediction Markets

Name: US Dollar Index (DXY) Up or Down on August 31?
Start: 2026-08-28T12:01:03.000Z
End: 2026-08-31T21:00:00.000Z

Description

This market will resolve to "Up" if the reference price for the US Dollar Index (DXY) on August 31, 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 August 31, 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.

Polymarket

This market will resolve to "Up" if the reference price for the US Dollar Index (DXY) on August 31, 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 August 31, 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.

Frequently asked questions

On Polymarket, the dashboard for the DXY direction market tracks real-time odds, price history, and 24-hour volume of $608. It shows how traders on Polymarket are positioning around where the US Dollar Index will move by the close of August 31. The interface updates continuously, reflecting the latest betting activity and market sentiment toward this specific contract.

Currently, this market shows a strong lean toward one direction, with limited uncertainty visible in the pricing. Many macro analysts publish similar directional calls, though their confidence levels and timing nuances often differ from what traders are pricing in. Comparing this market to analyst reports can reveal gaps between public sentiment and institutional outlooks, helping to spot potential shifts before they appear in broader commentary.

On Polymarket, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. On Polymarket, traders set the odds through a decentralized betting pool that mirrors a standard binary option. The current implied probability reflects the collective view of participants about the DXY’s movement by August 31. Liquidity levels and recent trade sizes influence price discovery, and the market may show volatility spikes when new macro data releases shift expectations.

This market resolves around Aug 31, 2026, with the outcome confirmed once the event is verifiable from credible public reporting. Traders will watch the final closing value of the US Dollar Index on that day, as recorded by widely accepted financial data providers. The result is binary — up or down — based on that single reference point.

Key events such as Federal Reserve policy announcements, major economic data releases, and geopolitical developments can shift this market sharply. Central bank speeches, employment reports, and inflation figures often drive currency moves, which traders quickly price in. Any surprise deviation from consensus expectations is likely to cause rapid repricing of odds as participants adjust their positions ahead of August 31.

US Dollar Index (DXY) Up or Down on August 31?

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