ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
106.385 |
105.875 |
-0.510 |
-0.5% |
105.260 |
| High |
106.475 |
105.940 |
-0.535 |
-0.5% |
106.540 |
| Low |
105.735 |
105.335 |
-0.400 |
-0.4% |
105.200 |
| Close |
105.933 |
105.815 |
-0.118 |
-0.1% |
105.815 |
| Range |
0.740 |
0.605 |
-0.135 |
-18.2% |
1.340 |
| ATR |
0.576 |
0.578 |
0.002 |
0.4% |
0.000 |
| Volume |
19,728 |
25,038 |
5,310 |
26.9% |
87,689 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.512 |
107.268 |
106.148 |
|
| R3 |
106.907 |
106.663 |
105.981 |
|
| R2 |
106.302 |
106.302 |
105.926 |
|
| R1 |
106.058 |
106.058 |
105.870 |
105.878 |
| PP |
105.697 |
105.697 |
105.697 |
105.606 |
| S1 |
105.453 |
105.453 |
105.760 |
105.273 |
| S2 |
105.092 |
105.092 |
105.704 |
|
| S3 |
104.487 |
104.848 |
105.649 |
|
| S4 |
103.882 |
104.243 |
105.482 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.872 |
109.183 |
106.552 |
|
| R3 |
108.532 |
107.843 |
106.184 |
|
| R2 |
107.192 |
107.192 |
106.061 |
|
| R1 |
106.503 |
106.503 |
105.938 |
106.848 |
| PP |
105.852 |
105.852 |
105.852 |
106.024 |
| S1 |
105.163 |
105.163 |
105.692 |
105.508 |
| S2 |
104.512 |
104.512 |
105.569 |
|
| S3 |
103.172 |
103.823 |
105.447 |
|
| S4 |
101.832 |
102.483 |
105.078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.540 |
105.200 |
1.340 |
1.3% |
0.600 |
0.6% |
46% |
False |
False |
17,537 |
| 10 |
106.540 |
104.345 |
2.195 |
2.1% |
0.550 |
0.5% |
67% |
False |
False |
15,171 |
| 20 |
106.540 |
102.870 |
3.670 |
3.5% |
0.561 |
0.5% |
80% |
False |
False |
12,227 |
| 40 |
106.540 |
101.225 |
5.315 |
5.0% |
0.568 |
0.5% |
86% |
False |
False |
6,254 |
| 60 |
106.540 |
98.935 |
7.605 |
7.2% |
0.563 |
0.5% |
90% |
False |
False |
4,184 |
| 80 |
106.540 |
98.935 |
7.605 |
7.2% |
0.490 |
0.5% |
90% |
False |
False |
3,144 |
| 100 |
106.540 |
98.935 |
7.605 |
7.2% |
0.436 |
0.4% |
90% |
False |
False |
2,516 |
| 120 |
106.540 |
98.935 |
7.605 |
7.2% |
0.380 |
0.4% |
90% |
False |
False |
2,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.511 |
|
2.618 |
107.524 |
|
1.618 |
106.919 |
|
1.000 |
106.545 |
|
0.618 |
106.314 |
|
HIGH |
105.940 |
|
0.618 |
105.709 |
|
0.500 |
105.638 |
|
0.382 |
105.566 |
|
LOW |
105.335 |
|
0.618 |
104.961 |
|
1.000 |
104.730 |
|
1.618 |
104.356 |
|
2.618 |
103.751 |
|
4.250 |
102.764 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.756 |
105.938 |
| PP |
105.697 |
105.897 |
| S1 |
105.638 |
105.856 |
|