ICE US Dollar Index Future December 2023
Trading Metrics calculated at close of trading on 12-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
104.490 |
104.215 |
-0.275 |
-0.3% |
103.740 |
High |
104.550 |
104.540 |
-0.010 |
0.0% |
104.780 |
Low |
104.030 |
104.045 |
0.015 |
0.0% |
103.680 |
Close |
104.186 |
104.340 |
0.154 |
0.1% |
104.711 |
Range |
0.520 |
0.495 |
-0.025 |
-4.8% |
1.100 |
ATR |
0.587 |
0.580 |
-0.007 |
-1.1% |
0.000 |
Volume |
10,219 |
6,170 |
-4,049 |
-39.6% |
17,776 |
|
Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.793 |
105.562 |
104.612 |
|
R3 |
105.298 |
105.067 |
104.476 |
|
R2 |
104.803 |
104.803 |
104.431 |
|
R1 |
104.572 |
104.572 |
104.385 |
104.688 |
PP |
104.308 |
104.308 |
104.308 |
104.366 |
S1 |
104.077 |
104.077 |
104.295 |
104.193 |
S2 |
103.813 |
103.813 |
104.249 |
|
S3 |
103.318 |
103.582 |
104.204 |
|
S4 |
102.823 |
103.087 |
104.068 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.690 |
107.301 |
105.316 |
|
R3 |
106.590 |
106.201 |
105.014 |
|
R2 |
105.490 |
105.490 |
104.913 |
|
R1 |
105.101 |
105.101 |
104.812 |
105.296 |
PP |
104.390 |
104.390 |
104.390 |
104.488 |
S1 |
104.001 |
104.001 |
104.610 |
104.196 |
S2 |
103.290 |
103.290 |
104.509 |
|
S3 |
102.190 |
102.901 |
104.409 |
|
S4 |
101.090 |
101.801 |
104.106 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.780 |
104.030 |
0.750 |
0.7% |
0.445 |
0.4% |
41% |
False |
False |
6,575 |
10 |
104.780 |
102.550 |
2.230 |
2.1% |
0.638 |
0.6% |
80% |
False |
False |
3,653 |
20 |
104.780 |
102.355 |
2.425 |
2.3% |
0.574 |
0.6% |
82% |
False |
False |
1,996 |
40 |
104.780 |
98.990 |
5.790 |
5.5% |
0.566 |
0.5% |
92% |
False |
False |
1,034 |
60 |
104.780 |
98.935 |
5.845 |
5.6% |
0.495 |
0.5% |
92% |
False |
False |
695 |
80 |
104.780 |
98.935 |
5.845 |
5.6% |
0.437 |
0.4% |
92% |
False |
False |
527 |
100 |
104.780 |
98.935 |
5.845 |
5.6% |
0.375 |
0.4% |
92% |
False |
False |
422 |
120 |
104.780 |
98.935 |
5.845 |
5.6% |
0.320 |
0.3% |
92% |
False |
False |
352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.644 |
2.618 |
105.836 |
1.618 |
105.341 |
1.000 |
105.035 |
0.618 |
104.846 |
HIGH |
104.540 |
0.618 |
104.351 |
0.500 |
104.293 |
0.382 |
104.234 |
LOW |
104.045 |
0.618 |
103.739 |
1.000 |
103.550 |
1.618 |
103.244 |
2.618 |
102.749 |
4.250 |
101.941 |
|
|
Fisher Pivots for day following 12-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
104.324 |
104.375 |
PP |
104.308 |
104.363 |
S1 |
104.293 |
104.352 |
|