ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105.910 |
106.385 |
0.475 |
0.4% |
104.980 |
| High |
106.540 |
106.475 |
-0.065 |
-0.1% |
105.465 |
| Low |
105.870 |
105.735 |
-0.135 |
-0.1% |
104.345 |
| Close |
106.366 |
105.933 |
-0.433 |
-0.4% |
105.260 |
| Range |
0.670 |
0.740 |
0.070 |
10.4% |
1.120 |
| ATR |
0.563 |
0.576 |
0.013 |
2.2% |
0.000 |
| Volume |
18,684 |
19,728 |
1,044 |
5.6% |
64,029 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.268 |
107.840 |
106.340 |
|
| R3 |
107.528 |
107.100 |
106.137 |
|
| R2 |
106.788 |
106.788 |
106.069 |
|
| R1 |
106.360 |
106.360 |
106.001 |
106.204 |
| PP |
106.048 |
106.048 |
106.048 |
105.970 |
| S1 |
105.620 |
105.620 |
105.865 |
105.464 |
| S2 |
105.308 |
105.308 |
105.797 |
|
| S3 |
104.568 |
104.880 |
105.730 |
|
| S4 |
103.828 |
104.140 |
105.526 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.383 |
107.942 |
105.876 |
|
| R3 |
107.263 |
106.822 |
105.568 |
|
| R2 |
106.143 |
106.143 |
105.465 |
|
| R1 |
105.702 |
105.702 |
105.363 |
105.923 |
| PP |
105.023 |
105.023 |
105.023 |
105.134 |
| S1 |
104.582 |
104.582 |
105.157 |
104.803 |
| S2 |
103.903 |
103.903 |
105.055 |
|
| S3 |
102.783 |
103.462 |
104.952 |
|
| S4 |
101.663 |
102.342 |
104.644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.540 |
104.995 |
1.545 |
1.5% |
0.573 |
0.5% |
61% |
False |
False |
15,174 |
| 10 |
106.540 |
104.345 |
2.195 |
2.1% |
0.524 |
0.5% |
72% |
False |
False |
14,643 |
| 20 |
106.540 |
102.645 |
3.895 |
3.7% |
0.566 |
0.5% |
84% |
False |
False |
11,000 |
| 40 |
106.540 |
101.225 |
5.315 |
5.0% |
0.562 |
0.5% |
89% |
False |
False |
5,630 |
| 60 |
106.540 |
98.935 |
7.605 |
7.2% |
0.555 |
0.5% |
92% |
False |
False |
3,767 |
| 80 |
106.540 |
98.935 |
7.605 |
7.2% |
0.489 |
0.5% |
92% |
False |
False |
2,831 |
| 100 |
106.540 |
98.935 |
7.605 |
7.2% |
0.430 |
0.4% |
92% |
False |
False |
2,266 |
| 120 |
106.540 |
98.935 |
7.605 |
7.2% |
0.375 |
0.4% |
92% |
False |
False |
1,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.620 |
|
2.618 |
108.412 |
|
1.618 |
107.672 |
|
1.000 |
107.215 |
|
0.618 |
106.932 |
|
HIGH |
106.475 |
|
0.618 |
106.192 |
|
0.500 |
106.105 |
|
0.382 |
106.018 |
|
LOW |
105.735 |
|
0.618 |
105.278 |
|
1.000 |
104.995 |
|
1.618 |
104.538 |
|
2.618 |
103.798 |
|
4.250 |
102.590 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.105 |
106.050 |
| PP |
106.048 |
106.011 |
| S1 |
105.990 |
105.972 |
|