How many IUI's did you do?

C
IUI #2 just failed. AF showed today. 😔
My dr wants me to try 3 IUI's and if we are 0/3 he wants to move on to IVF
How many IUI's have you tried? Any Success? Is there a step I can take between IUI and IVF? 
I wish I knew why this wasn't working. 😔