ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.370 |
106.030 |
-0.340 |
-0.3% |
106.405 |
| High |
106.485 |
106.230 |
-0.255 |
-0.2% |
106.485 |
| Low |
105.745 |
105.885 |
0.140 |
0.1% |
105.745 |
| Close |
106.046 |
105.988 |
-0.058 |
-0.1% |
105.988 |
| Range |
0.740 |
0.345 |
-0.395 |
-53.4% |
0.740 |
| ATR |
0.628 |
0.608 |
-0.020 |
-3.2% |
0.000 |
| Volume |
17,783 |
10,754 |
-7,029 |
-39.5% |
72,433 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.069 |
106.874 |
106.178 |
|
| R3 |
106.724 |
106.529 |
106.083 |
|
| R2 |
106.379 |
106.379 |
106.051 |
|
| R1 |
106.184 |
106.184 |
106.020 |
106.109 |
| PP |
106.034 |
106.034 |
106.034 |
105.997 |
| S1 |
105.839 |
105.839 |
105.956 |
105.764 |
| S2 |
105.689 |
105.689 |
105.925 |
|
| S3 |
105.344 |
105.494 |
105.893 |
|
| S4 |
104.999 |
105.149 |
105.798 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.293 |
107.880 |
106.395 |
|
| R3 |
107.553 |
107.140 |
106.192 |
|
| R2 |
106.813 |
106.813 |
106.124 |
|
| R1 |
106.400 |
106.400 |
106.056 |
106.237 |
| PP |
106.073 |
106.073 |
106.073 |
105.991 |
| S1 |
105.660 |
105.660 |
105.920 |
105.497 |
| S2 |
105.333 |
105.333 |
105.852 |
|
| S3 |
104.593 |
104.920 |
105.785 |
|
| S4 |
103.853 |
104.180 |
105.581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.485 |
105.745 |
0.740 |
0.7% |
0.532 |
0.5% |
33% |
False |
False |
14,486 |
| 10 |
106.565 |
105.290 |
1.275 |
1.2% |
0.587 |
0.6% |
55% |
False |
False |
14,552 |
| 20 |
107.050 |
105.200 |
1.850 |
1.7% |
0.636 |
0.6% |
43% |
False |
False |
16,399 |
| 40 |
107.050 |
102.550 |
4.500 |
4.2% |
0.604 |
0.6% |
76% |
False |
False |
12,170 |
| 60 |
107.050 |
100.820 |
6.230 |
5.9% |
0.583 |
0.5% |
83% |
False |
False |
8,179 |
| 80 |
107.050 |
98.935 |
8.115 |
7.7% |
0.558 |
0.5% |
87% |
False |
False |
6,142 |
| 100 |
107.050 |
98.935 |
8.115 |
7.7% |
0.501 |
0.5% |
87% |
False |
False |
4,918 |
| 120 |
107.050 |
98.935 |
8.115 |
7.7% |
0.445 |
0.4% |
87% |
False |
False |
4,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.696 |
|
2.618 |
107.133 |
|
1.618 |
106.788 |
|
1.000 |
106.575 |
|
0.618 |
106.443 |
|
HIGH |
106.230 |
|
0.618 |
106.098 |
|
0.500 |
106.058 |
|
0.382 |
106.017 |
|
LOW |
105.885 |
|
0.618 |
105.672 |
|
1.000 |
105.540 |
|
1.618 |
105.327 |
|
2.618 |
104.982 |
|
4.250 |
104.419 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.058 |
106.115 |
| PP |
106.034 |
106.073 |
| S1 |
106.011 |
106.030 |
|