ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106.335 |
106.045 |
-0.290 |
-0.3% |
106.380 |
| High |
106.335 |
106.075 |
-0.260 |
-0.2% |
106.985 |
| Low |
105.650 |
104.780 |
-0.870 |
-0.8% |
104.780 |
| Close |
105.977 |
104.859 |
-1.118 |
-1.1% |
104.859 |
| Range |
0.685 |
1.295 |
0.610 |
89.1% |
2.205 |
| ATR |
0.662 |
0.707 |
0.045 |
6.8% |
0.000 |
| Volume |
16,204 |
26,327 |
10,123 |
62.5% |
95,886 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.123 |
108.286 |
105.571 |
|
| R3 |
107.828 |
106.991 |
105.215 |
|
| R2 |
106.533 |
106.533 |
105.096 |
|
| R1 |
105.696 |
105.696 |
104.978 |
105.467 |
| PP |
105.238 |
105.238 |
105.238 |
105.124 |
| S1 |
104.401 |
104.401 |
104.740 |
104.172 |
| S2 |
103.943 |
103.943 |
104.622 |
|
| S3 |
102.648 |
103.106 |
104.503 |
|
| S4 |
101.353 |
101.811 |
104.147 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.156 |
110.713 |
106.072 |
|
| R3 |
109.951 |
108.508 |
105.465 |
|
| R2 |
107.746 |
107.746 |
105.263 |
|
| R1 |
106.303 |
106.303 |
105.061 |
105.922 |
| PP |
105.541 |
105.541 |
105.541 |
105.351 |
| S1 |
104.098 |
104.098 |
104.657 |
103.717 |
| S2 |
103.336 |
103.336 |
104.455 |
|
| S3 |
101.131 |
101.893 |
104.253 |
|
| S4 |
98.926 |
99.688 |
103.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.985 |
104.780 |
2.205 |
2.1% |
0.827 |
0.8% |
4% |
False |
True |
19,177 |
| 10 |
106.985 |
104.780 |
2.205 |
2.1% |
0.729 |
0.7% |
4% |
False |
True |
17,515 |
| 20 |
106.985 |
104.780 |
2.205 |
2.1% |
0.658 |
0.6% |
4% |
False |
True |
16,034 |
| 40 |
107.050 |
104.030 |
3.020 |
2.9% |
0.631 |
0.6% |
27% |
False |
False |
16,031 |
| 60 |
107.050 |
101.930 |
5.120 |
4.9% |
0.613 |
0.6% |
57% |
False |
False |
11,086 |
| 80 |
107.050 |
98.935 |
8.115 |
7.7% |
0.594 |
0.6% |
73% |
False |
False |
8,328 |
| 100 |
107.050 |
98.935 |
8.115 |
7.7% |
0.541 |
0.5% |
73% |
False |
False |
6,666 |
| 120 |
107.050 |
98.935 |
8.115 |
7.7% |
0.496 |
0.5% |
73% |
False |
False |
5,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.579 |
|
2.618 |
109.465 |
|
1.618 |
108.170 |
|
1.000 |
107.370 |
|
0.618 |
106.875 |
|
HIGH |
106.075 |
|
0.618 |
105.580 |
|
0.500 |
105.428 |
|
0.382 |
105.275 |
|
LOW |
104.780 |
|
0.618 |
103.980 |
|
1.000 |
103.485 |
|
1.618 |
102.685 |
|
2.618 |
101.390 |
|
4.250 |
99.276 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.428 |
105.883 |
| PP |
105.238 |
105.541 |
| S1 |
105.049 |
105.200 |
|