ICE US Dollar Index Future March 2023
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106.275 |
106.340 |
0.065 |
0.1% |
106.400 |
| High |
106.480 |
106.775 |
0.295 |
0.3% |
107.500 |
| Low |
105.650 |
105.370 |
-0.280 |
-0.3% |
105.160 |
| Close |
106.433 |
105.552 |
-0.881 |
-0.8% |
105.562 |
| Range |
0.830 |
1.405 |
0.575 |
69.3% |
2.340 |
| ATR |
1.160 |
1.178 |
0.017 |
1.5% |
0.000 |
| Volume |
533 |
918 |
385 |
72.2% |
2,159 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.114 |
109.238 |
106.325 |
|
| R3 |
108.709 |
107.833 |
105.938 |
|
| R2 |
107.304 |
107.304 |
105.810 |
|
| R1 |
106.428 |
106.428 |
105.681 |
106.164 |
| PP |
105.899 |
105.899 |
105.899 |
105.767 |
| S1 |
105.023 |
105.023 |
105.423 |
104.759 |
| S2 |
104.494 |
104.494 |
105.294 |
|
| S3 |
103.089 |
103.618 |
105.166 |
|
| S4 |
101.684 |
102.213 |
104.779 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.094 |
111.668 |
106.849 |
|
| R3 |
110.754 |
109.328 |
106.206 |
|
| R2 |
108.414 |
108.414 |
105.991 |
|
| R1 |
106.988 |
106.988 |
105.777 |
106.531 |
| PP |
106.074 |
106.074 |
106.074 |
105.846 |
| S1 |
104.648 |
104.648 |
105.348 |
104.191 |
| S2 |
103.734 |
103.734 |
105.133 |
|
| S3 |
101.394 |
102.308 |
104.919 |
|
| S4 |
99.054 |
99.968 |
104.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.775 |
104.900 |
1.875 |
1.8% |
0.975 |
0.9% |
35% |
True |
False |
562 |
| 10 |
107.500 |
104.900 |
2.600 |
2.5% |
0.954 |
0.9% |
25% |
False |
False |
513 |
| 20 |
112.500 |
104.800 |
7.700 |
7.3% |
1.253 |
1.2% |
10% |
False |
False |
410 |
| 40 |
113.450 |
104.800 |
8.650 |
8.2% |
1.196 |
1.1% |
9% |
False |
False |
309 |
| 60 |
114.445 |
104.800 |
9.645 |
9.1% |
1.137 |
1.1% |
8% |
False |
False |
253 |
| 80 |
114.445 |
103.850 |
10.595 |
10.0% |
0.970 |
0.9% |
16% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.746 |
|
2.618 |
110.453 |
|
1.618 |
109.048 |
|
1.000 |
108.180 |
|
0.618 |
107.643 |
|
HIGH |
106.775 |
|
0.618 |
106.238 |
|
0.500 |
106.073 |
|
0.382 |
105.907 |
|
LOW |
105.370 |
|
0.618 |
104.502 |
|
1.000 |
103.965 |
|
1.618 |
103.097 |
|
2.618 |
101.692 |
|
4.250 |
99.399 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106.073 |
105.838 |
| PP |
105.899 |
105.742 |
| S1 |
105.726 |
105.647 |
|