ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.050 |
106.400 |
0.350 |
0.3% |
106.405 |
| High |
106.395 |
106.780 |
0.385 |
0.4% |
106.485 |
| Low |
105.965 |
106.360 |
0.395 |
0.4% |
105.745 |
| Close |
106.352 |
106.422 |
0.070 |
0.1% |
105.988 |
| Range |
0.430 |
0.420 |
-0.010 |
-2.3% |
0.740 |
| ATR |
0.634 |
0.619 |
-0.015 |
-2.3% |
0.000 |
| Volume |
11,871 |
16,599 |
4,728 |
39.8% |
72,433 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.781 |
107.521 |
106.653 |
|
| R3 |
107.361 |
107.101 |
106.538 |
|
| R2 |
106.941 |
106.941 |
106.499 |
|
| R1 |
106.681 |
106.681 |
106.461 |
106.811 |
| PP |
106.521 |
106.521 |
106.521 |
106.586 |
| S1 |
106.261 |
106.261 |
106.384 |
106.391 |
| S2 |
106.101 |
106.101 |
106.345 |
|
| S3 |
105.681 |
105.841 |
106.307 |
|
| S4 |
105.261 |
105.421 |
106.191 |
|
|
| 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 |
106.780 |
105.155 |
1.625 |
1.5% |
0.602 |
0.6% |
78% |
True |
False |
14,845 |
| 10 |
106.780 |
105.155 |
1.625 |
1.5% |
0.583 |
0.5% |
78% |
True |
False |
14,918 |
| 20 |
107.050 |
105.155 |
1.895 |
1.8% |
0.649 |
0.6% |
67% |
False |
False |
16,440 |
| 40 |
107.050 |
102.645 |
4.405 |
4.1% |
0.607 |
0.6% |
86% |
False |
False |
13,720 |
| 60 |
107.050 |
101.225 |
5.825 |
5.5% |
0.591 |
0.6% |
89% |
False |
False |
9,233 |
| 80 |
107.050 |
98.935 |
8.115 |
7.6% |
0.579 |
0.5% |
92% |
False |
False |
6,935 |
| 100 |
107.050 |
98.935 |
8.115 |
7.6% |
0.521 |
0.5% |
92% |
False |
False |
5,553 |
| 120 |
107.050 |
98.935 |
8.115 |
7.6% |
0.467 |
0.4% |
92% |
False |
False |
4,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.565 |
|
2.618 |
107.880 |
|
1.618 |
107.460 |
|
1.000 |
107.200 |
|
0.618 |
107.040 |
|
HIGH |
106.780 |
|
0.618 |
106.620 |
|
0.500 |
106.570 |
|
0.382 |
106.520 |
|
LOW |
106.360 |
|
0.618 |
106.100 |
|
1.000 |
105.940 |
|
1.618 |
105.680 |
|
2.618 |
105.260 |
|
4.250 |
104.575 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.570 |
106.271 |
| PP |
106.521 |
106.119 |
| S1 |
106.471 |
105.968 |
|