ICE US Dollar Index Future December 2023
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
106.400 |
106.420 |
0.020 |
0.0% |
105.985 |
High |
106.780 |
106.625 |
-0.155 |
-0.1% |
106.780 |
Low |
106.360 |
106.135 |
-0.225 |
-0.2% |
105.155 |
Close |
106.422 |
106.380 |
-0.042 |
0.0% |
106.380 |
Range |
0.420 |
0.490 |
0.070 |
16.7% |
1.625 |
ATR |
0.619 |
0.610 |
-0.009 |
-1.5% |
0.000 |
Volume |
16,599 |
15,798 |
-801 |
-4.8% |
79,271 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.850 |
107.605 |
106.650 |
|
R3 |
107.360 |
107.115 |
106.515 |
|
R2 |
106.870 |
106.870 |
106.470 |
|
R1 |
106.625 |
106.625 |
106.425 |
106.503 |
PP |
106.380 |
106.380 |
106.380 |
106.319 |
S1 |
106.135 |
106.135 |
106.335 |
106.013 |
S2 |
105.890 |
105.890 |
106.290 |
|
S3 |
105.400 |
105.645 |
106.245 |
|
S4 |
104.910 |
105.155 |
106.111 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.980 |
110.305 |
107.274 |
|
R3 |
109.355 |
108.680 |
106.827 |
|
R2 |
107.730 |
107.730 |
106.678 |
|
R1 |
107.055 |
107.055 |
106.529 |
107.393 |
PP |
106.105 |
106.105 |
106.105 |
106.274 |
S1 |
105.430 |
105.430 |
106.231 |
105.768 |
S2 |
104.480 |
104.480 |
106.082 |
|
S3 |
102.855 |
103.805 |
105.933 |
|
S4 |
101.230 |
102.180 |
105.486 |
|
|
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% |
0.631 |
0.6% |
75% |
False |
False |
15,854 |
10 |
106.780 |
105.155 |
1.625 |
1.5% |
0.582 |
0.5% |
75% |
False |
False |
15,170 |
20 |
107.050 |
105.155 |
1.895 |
1.8% |
0.643 |
0.6% |
65% |
False |
False |
15,978 |
40 |
107.050 |
102.870 |
4.180 |
3.9% |
0.602 |
0.6% |
84% |
False |
False |
14,103 |
60 |
107.050 |
101.225 |
5.825 |
5.5% |
0.593 |
0.6% |
88% |
False |
False |
9,496 |
80 |
107.050 |
98.935 |
8.115 |
7.6% |
0.583 |
0.5% |
92% |
False |
False |
7,133 |
100 |
107.050 |
98.935 |
8.115 |
7.6% |
0.520 |
0.5% |
92% |
False |
False |
5,711 |
120 |
107.050 |
98.935 |
8.115 |
7.6% |
0.471 |
0.4% |
92% |
False |
False |
4,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.708 |
2.618 |
107.908 |
1.618 |
107.418 |
1.000 |
107.115 |
0.618 |
106.928 |
HIGH |
106.625 |
0.618 |
106.438 |
0.500 |
106.380 |
0.382 |
106.322 |
LOW |
106.135 |
0.618 |
105.832 |
1.000 |
105.645 |
1.618 |
105.342 |
2.618 |
104.852 |
4.250 |
104.053 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
106.380 |
106.378 |
PP |
106.380 |
106.375 |
S1 |
106.380 |
106.373 |
|