ICE US Dollar Index Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
110.840 |
109.450 |
-1.390 |
-1.3% |
113.170 |
| High |
111.015 |
110.480 |
-0.535 |
-0.5% |
113.835 |
| Low |
109.465 |
109.365 |
-0.100 |
-0.1% |
111.575 |
| Close |
109.552 |
110.453 |
0.901 |
0.8% |
111.980 |
| Range |
1.550 |
1.115 |
-0.435 |
-28.1% |
2.260 |
| ATR |
1.306 |
1.292 |
-0.014 |
-1.0% |
0.000 |
| Volume |
50,475 |
50,399 |
-76 |
-0.2% |
270,579 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.444 |
113.064 |
111.066 |
|
| R3 |
112.329 |
111.949 |
110.760 |
|
| R2 |
111.214 |
111.214 |
110.657 |
|
| R1 |
110.834 |
110.834 |
110.555 |
111.024 |
| PP |
110.099 |
110.099 |
110.099 |
110.195 |
| S1 |
109.719 |
109.719 |
110.351 |
109.909 |
| S2 |
108.984 |
108.984 |
110.249 |
|
| S3 |
107.869 |
108.604 |
110.146 |
|
| S4 |
106.754 |
107.489 |
109.840 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.243 |
117.872 |
113.223 |
|
| R3 |
116.983 |
115.612 |
112.602 |
|
| R2 |
114.723 |
114.723 |
112.394 |
|
| R1 |
113.352 |
113.352 |
112.187 |
112.908 |
| PP |
112.463 |
112.463 |
112.463 |
112.241 |
| S1 |
111.092 |
111.092 |
111.773 |
110.648 |
| S2 |
110.203 |
110.203 |
111.566 |
|
| S3 |
107.943 |
108.832 |
111.359 |
|
| S4 |
105.683 |
106.572 |
110.737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113.835 |
109.365 |
4.470 |
4.0% |
1.499 |
1.4% |
24% |
False |
True |
60,881 |
| 10 |
113.835 |
109.365 |
4.470 |
4.0% |
1.303 |
1.2% |
24% |
False |
True |
50,929 |
| 20 |
113.850 |
109.365 |
4.485 |
4.1% |
1.282 |
1.2% |
24% |
False |
True |
48,400 |
| 40 |
114.745 |
107.450 |
7.295 |
6.6% |
1.272 |
1.2% |
41% |
False |
False |
40,881 |
| 60 |
114.745 |
104.150 |
10.595 |
9.6% |
1.131 |
1.0% |
59% |
False |
False |
27,336 |
| 80 |
114.745 |
104.150 |
10.595 |
9.6% |
1.066 |
1.0% |
59% |
False |
False |
20,527 |
| 100 |
114.745 |
101.740 |
13.005 |
11.8% |
1.020 |
0.9% |
67% |
False |
False |
16,435 |
| 120 |
114.745 |
100.845 |
13.900 |
12.6% |
0.926 |
0.8% |
69% |
False |
False |
13,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.219 |
|
2.618 |
113.399 |
|
1.618 |
112.284 |
|
1.000 |
111.595 |
|
0.618 |
111.169 |
|
HIGH |
110.480 |
|
0.618 |
110.054 |
|
0.500 |
109.923 |
|
0.382 |
109.791 |
|
LOW |
109.365 |
|
0.618 |
108.676 |
|
1.000 |
108.250 |
|
1.618 |
107.561 |
|
2.618 |
106.446 |
|
4.250 |
104.626 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110.276 |
110.715 |
| PP |
110.099 |
110.628 |
| S1 |
109.923 |
110.540 |
|