ICE US Dollar Index Future September 2023
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
105.020 |
104.840 |
-0.180 |
-0.2% |
104.100 |
High |
105.070 |
104.905 |
-0.165 |
-0.2% |
105.125 |
Low |
104.630 |
104.390 |
-0.240 |
-0.2% |
104.070 |
Close |
105.066 |
104.539 |
-0.527 |
-0.5% |
105.066 |
Range |
0.440 |
0.515 |
0.075 |
17.0% |
1.055 |
ATR |
0.626 |
0.630 |
0.004 |
0.6% |
0.000 |
Volume |
21,732 |
17,462 |
-4,270 |
-19.6% |
64,800 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.156 |
105.863 |
104.822 |
|
R3 |
105.641 |
105.348 |
104.681 |
|
R2 |
105.126 |
105.126 |
104.633 |
|
R1 |
104.833 |
104.833 |
104.586 |
104.722 |
PP |
104.611 |
104.611 |
104.611 |
104.556 |
S1 |
104.318 |
104.318 |
104.492 |
104.207 |
S2 |
104.096 |
104.096 |
104.445 |
|
S3 |
103.581 |
103.803 |
104.397 |
|
S4 |
103.066 |
103.288 |
104.256 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.919 |
107.547 |
105.646 |
|
R3 |
106.864 |
106.492 |
105.356 |
|
R2 |
105.809 |
105.809 |
105.259 |
|
R1 |
105.437 |
105.437 |
105.163 |
105.623 |
PP |
104.754 |
104.754 |
104.754 |
104.847 |
S1 |
104.382 |
104.382 |
104.969 |
104.568 |
S2 |
103.699 |
103.699 |
104.873 |
|
S3 |
102.644 |
103.327 |
104.776 |
|
S4 |
101.589 |
102.272 |
104.486 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.125 |
104.070 |
1.055 |
1.0% |
0.509 |
0.5% |
44% |
False |
False |
16,452 |
10 |
105.125 |
102.855 |
2.270 |
2.2% |
0.632 |
0.6% |
74% |
False |
False |
16,618 |
20 |
105.125 |
102.630 |
2.495 |
2.4% |
0.616 |
0.6% |
77% |
False |
False |
16,491 |
40 |
105.125 |
99.220 |
5.905 |
5.6% |
0.624 |
0.6% |
90% |
False |
False |
15,776 |
60 |
105.125 |
99.220 |
5.905 |
5.6% |
0.635 |
0.6% |
90% |
False |
False |
15,660 |
80 |
105.125 |
99.220 |
5.905 |
5.6% |
0.621 |
0.6% |
90% |
False |
False |
12,494 |
100 |
105.125 |
99.220 |
5.905 |
5.6% |
0.604 |
0.6% |
90% |
False |
False |
10,029 |
120 |
105.125 |
99.220 |
5.905 |
5.6% |
0.596 |
0.6% |
90% |
False |
False |
8,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.094 |
2.618 |
106.253 |
1.618 |
105.738 |
1.000 |
105.420 |
0.618 |
105.223 |
HIGH |
104.905 |
0.618 |
104.708 |
0.500 |
104.648 |
0.382 |
104.587 |
LOW |
104.390 |
0.618 |
104.072 |
1.000 |
103.875 |
1.618 |
103.557 |
2.618 |
103.042 |
4.250 |
102.201 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
104.648 |
104.758 |
PP |
104.611 |
104.685 |
S1 |
104.575 |
104.612 |
|