ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105.500 |
106.020 |
0.520 |
0.5% |
104.460 |
| High |
106.135 |
106.065 |
-0.070 |
-0.1% |
105.000 |
| Low |
105.490 |
105.370 |
-0.120 |
-0.1% |
104.000 |
| Close |
105.946 |
105.513 |
-0.433 |
-0.4% |
104.870 |
| Range |
0.645 |
0.695 |
0.050 |
7.8% |
1.000 |
| ATR |
0.359 |
0.383 |
0.024 |
6.7% |
0.000 |
| Volume |
117 |
26 |
-91 |
-77.8% |
76 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.734 |
107.319 |
105.895 |
|
| R3 |
107.039 |
106.624 |
105.704 |
|
| R2 |
106.344 |
106.344 |
105.640 |
|
| R1 |
105.929 |
105.929 |
105.577 |
105.789 |
| PP |
105.649 |
105.649 |
105.649 |
105.580 |
| S1 |
105.234 |
105.234 |
105.449 |
105.094 |
| S2 |
104.954 |
104.954 |
105.386 |
|
| S3 |
104.259 |
104.539 |
105.322 |
|
| S4 |
103.564 |
103.844 |
105.131 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.623 |
107.247 |
105.420 |
|
| R3 |
106.623 |
106.247 |
105.145 |
|
| R2 |
105.623 |
105.623 |
105.053 |
|
| R1 |
105.247 |
105.247 |
104.962 |
105.435 |
| PP |
104.623 |
104.623 |
104.623 |
104.718 |
| S1 |
104.247 |
104.247 |
104.778 |
104.435 |
| S2 |
103.623 |
103.623 |
104.687 |
|
| S3 |
102.623 |
103.247 |
104.595 |
|
| S4 |
101.623 |
102.247 |
104.320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.135 |
104.695 |
1.440 |
1.4% |
0.462 |
0.4% |
57% |
False |
False |
47 |
| 10 |
106.135 |
104.000 |
2.135 |
2.0% |
0.359 |
0.3% |
71% |
False |
False |
64 |
| 20 |
106.135 |
103.391 |
2.744 |
2.6% |
0.248 |
0.2% |
77% |
False |
False |
33 |
| 40 |
106.135 |
101.121 |
5.014 |
4.8% |
0.158 |
0.1% |
88% |
False |
False |
16 |
| 60 |
106.135 |
98.786 |
7.349 |
7.0% |
0.124 |
0.1% |
92% |
False |
False |
11 |
| 80 |
106.135 |
98.786 |
7.349 |
7.0% |
0.101 |
0.1% |
92% |
False |
False |
8 |
| 100 |
106.135 |
98.786 |
7.349 |
7.0% |
0.085 |
0.1% |
92% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.019 |
|
2.618 |
107.885 |
|
1.618 |
107.190 |
|
1.000 |
106.760 |
|
0.618 |
106.495 |
|
HIGH |
106.065 |
|
0.618 |
105.800 |
|
0.500 |
105.718 |
|
0.382 |
105.635 |
|
LOW |
105.370 |
|
0.618 |
104.940 |
|
1.000 |
104.675 |
|
1.618 |
104.245 |
|
2.618 |
103.550 |
|
4.250 |
102.416 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.718 |
105.673 |
| PP |
105.649 |
105.619 |
| S1 |
105.581 |
105.566 |
|