ICE US Dollar Index Future December 2023
Trading Metrics calculated at close of trading on 19-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
104.980 |
104.760 |
-0.220 |
-0.2% |
104.490 |
High |
105.020 |
104.890 |
-0.130 |
-0.1% |
105.095 |
Low |
104.680 |
104.465 |
-0.215 |
-0.2% |
104.030 |
Close |
104.855 |
104.832 |
-0.023 |
0.0% |
104.987 |
Range |
0.340 |
0.425 |
0.085 |
25.0% |
1.065 |
ATR |
0.560 |
0.551 |
-0.010 |
-1.7% |
0.000 |
Volume |
8,977 |
10,307 |
1,330 |
14.8% |
74,084 |
|
Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.004 |
105.843 |
105.066 |
|
R3 |
105.579 |
105.418 |
104.949 |
|
R2 |
105.154 |
105.154 |
104.910 |
|
R1 |
104.993 |
104.993 |
104.871 |
105.074 |
PP |
104.729 |
104.729 |
104.729 |
104.769 |
S1 |
104.568 |
104.568 |
104.793 |
104.649 |
S2 |
104.304 |
104.304 |
104.754 |
|
S3 |
103.879 |
104.143 |
104.715 |
|
S4 |
103.454 |
103.718 |
104.598 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.899 |
107.508 |
105.573 |
|
R3 |
106.834 |
106.443 |
105.280 |
|
R2 |
105.769 |
105.769 |
105.182 |
|
R1 |
105.378 |
105.378 |
105.085 |
105.574 |
PP |
104.704 |
104.704 |
104.704 |
104.802 |
S1 |
104.313 |
104.313 |
104.889 |
104.509 |
S2 |
103.639 |
103.639 |
104.792 |
|
S3 |
102.574 |
103.248 |
104.694 |
|
S4 |
101.509 |
102.183 |
104.401 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.095 |
104.155 |
0.940 |
0.9% |
0.495 |
0.5% |
72% |
False |
False |
15,395 |
10 |
105.095 |
104.030 |
1.065 |
1.0% |
0.470 |
0.4% |
75% |
False |
False |
10,985 |
20 |
105.095 |
102.550 |
2.545 |
2.4% |
0.590 |
0.6% |
90% |
False |
False |
5,750 |
40 |
105.095 |
99.970 |
5.125 |
4.9% |
0.564 |
0.5% |
95% |
False |
False |
2,954 |
60 |
105.095 |
98.935 |
6.160 |
5.9% |
0.519 |
0.5% |
96% |
False |
False |
1,977 |
80 |
105.095 |
98.935 |
6.160 |
5.9% |
0.460 |
0.4% |
96% |
False |
False |
1,489 |
100 |
105.095 |
98.935 |
6.160 |
5.9% |
0.393 |
0.4% |
96% |
False |
False |
1,192 |
120 |
105.095 |
98.935 |
6.160 |
5.9% |
0.340 |
0.3% |
96% |
False |
False |
994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.696 |
2.618 |
106.003 |
1.618 |
105.578 |
1.000 |
105.315 |
0.618 |
105.153 |
HIGH |
104.890 |
0.618 |
104.728 |
0.500 |
104.678 |
0.382 |
104.627 |
LOW |
104.465 |
0.618 |
104.202 |
1.000 |
104.040 |
1.618 |
103.777 |
2.618 |
103.352 |
4.250 |
102.659 |
|
|
Fisher Pivots for day following 19-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
104.781 |
104.813 |
PP |
104.729 |
104.794 |
S1 |
104.678 |
104.775 |
|