ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105.525 |
106.325 |
0.800 |
0.8% |
104.910 |
| High |
106.290 |
106.570 |
0.280 |
0.3% |
106.135 |
| Low |
105.505 |
106.230 |
0.725 |
0.7% |
104.910 |
| Close |
106.191 |
106.309 |
0.118 |
0.1% |
105.435 |
| Range |
0.785 |
0.340 |
-0.445 |
-56.7% |
1.225 |
| ATR |
0.427 |
0.424 |
-0.003 |
-0.8% |
0.000 |
| Volume |
47 |
52 |
5 |
10.6% |
310 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.390 |
107.189 |
106.496 |
|
| R3 |
107.050 |
106.849 |
106.403 |
|
| R2 |
106.710 |
106.710 |
106.371 |
|
| R1 |
106.509 |
106.509 |
106.340 |
106.440 |
| PP |
106.370 |
106.370 |
106.370 |
106.335 |
| S1 |
106.169 |
106.169 |
106.278 |
106.100 |
| S2 |
106.030 |
106.030 |
106.247 |
|
| S3 |
105.690 |
105.829 |
106.216 |
|
| S4 |
105.350 |
105.489 |
106.122 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.168 |
108.527 |
106.109 |
|
| R3 |
107.943 |
107.302 |
105.772 |
|
| R2 |
106.718 |
106.718 |
105.660 |
|
| R1 |
106.077 |
106.077 |
105.547 |
106.398 |
| PP |
105.493 |
105.493 |
105.493 |
105.654 |
| S1 |
104.852 |
104.852 |
105.323 |
105.173 |
| S2 |
104.268 |
104.268 |
105.210 |
|
| S3 |
103.043 |
103.627 |
105.098 |
|
| S4 |
101.818 |
102.402 |
104.761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.570 |
104.970 |
1.600 |
1.5% |
0.599 |
0.6% |
84% |
True |
False |
65 |
| 10 |
106.570 |
104.000 |
2.570 |
2.4% |
0.486 |
0.5% |
90% |
True |
False |
47 |
| 20 |
106.570 |
103.780 |
2.790 |
2.6% |
0.331 |
0.3% |
91% |
True |
False |
42 |
| 40 |
106.570 |
101.622 |
4.948 |
4.7% |
0.199 |
0.2% |
95% |
True |
False |
21 |
| 60 |
106.570 |
98.786 |
7.784 |
7.3% |
0.149 |
0.1% |
97% |
True |
False |
14 |
| 80 |
106.570 |
98.786 |
7.784 |
7.3% |
0.122 |
0.1% |
97% |
True |
False |
10 |
| 100 |
106.570 |
98.786 |
7.784 |
7.3% |
0.102 |
0.1% |
97% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.015 |
|
2.618 |
107.460 |
|
1.618 |
107.120 |
|
1.000 |
106.910 |
|
0.618 |
106.780 |
|
HIGH |
106.570 |
|
0.618 |
106.440 |
|
0.500 |
106.400 |
|
0.382 |
106.360 |
|
LOW |
106.230 |
|
0.618 |
106.020 |
|
1.000 |
105.890 |
|
1.618 |
105.680 |
|
2.618 |
105.340 |
|
4.250 |
104.785 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.400 |
106.129 |
| PP |
106.370 |
105.950 |
| S1 |
106.339 |
105.770 |
|