ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
104.100 |
104.905 |
0.805 |
0.8% |
103.800 |
| High |
104.530 |
105.000 |
0.470 |
0.4% |
104.715 |
| Low |
104.000 |
104.635 |
0.635 |
0.6% |
103.780 |
| Close |
104.398 |
104.654 |
0.256 |
0.2% |
104.587 |
| Range |
0.530 |
0.365 |
-0.165 |
-31.1% |
0.935 |
| ATR |
0.313 |
0.334 |
0.021 |
6.6% |
0.000 |
| Volume |
7 |
47 |
40 |
571.4% |
355 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.858 |
105.621 |
104.855 |
|
| R3 |
105.493 |
105.256 |
104.754 |
|
| R2 |
105.128 |
105.128 |
104.721 |
|
| R1 |
104.891 |
104.891 |
104.687 |
104.827 |
| PP |
104.763 |
104.763 |
104.763 |
104.731 |
| S1 |
104.526 |
104.526 |
104.621 |
104.462 |
| S2 |
104.398 |
104.398 |
104.587 |
|
| S3 |
104.033 |
104.161 |
104.554 |
|
| S4 |
103.668 |
103.796 |
104.453 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.166 |
106.811 |
105.101 |
|
| R3 |
106.231 |
105.876 |
104.844 |
|
| R2 |
105.296 |
105.296 |
104.758 |
|
| R1 |
104.941 |
104.941 |
104.673 |
105.119 |
| PP |
104.361 |
104.361 |
104.361 |
104.449 |
| S1 |
104.006 |
104.006 |
104.501 |
104.184 |
| S2 |
103.426 |
103.426 |
104.416 |
|
| S3 |
102.491 |
103.071 |
104.330 |
|
| S4 |
101.556 |
102.136 |
104.073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.000 |
104.000 |
1.000 |
1.0% |
0.255 |
0.2% |
65% |
True |
False |
81 |
| 10 |
105.000 |
103.780 |
1.220 |
1.2% |
0.231 |
0.2% |
72% |
True |
False |
42 |
| 20 |
105.000 |
102.336 |
2.664 |
2.5% |
0.152 |
0.1% |
87% |
True |
False |
21 |
| 40 |
105.000 |
100.704 |
4.296 |
4.1% |
0.100 |
0.1% |
92% |
True |
False |
10 |
| 60 |
105.000 |
98.786 |
6.214 |
5.9% |
0.085 |
0.1% |
94% |
True |
False |
7 |
| 80 |
105.000 |
98.786 |
6.214 |
5.9% |
0.072 |
0.1% |
94% |
True |
False |
5 |
| 100 |
105.000 |
98.786 |
6.214 |
5.9% |
0.062 |
0.1% |
94% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.551 |
|
2.618 |
105.956 |
|
1.618 |
105.591 |
|
1.000 |
105.365 |
|
0.618 |
105.226 |
|
HIGH |
105.000 |
|
0.618 |
104.861 |
|
0.500 |
104.818 |
|
0.382 |
104.774 |
|
LOW |
104.635 |
|
0.618 |
104.409 |
|
1.000 |
104.270 |
|
1.618 |
104.044 |
|
2.618 |
103.679 |
|
4.250 |
103.084 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104.818 |
104.603 |
| PP |
104.763 |
104.551 |
| S1 |
104.709 |
104.500 |
|