ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.325 |
106.385 |
0.060 |
0.1% |
104.910 |
| High |
106.570 |
106.515 |
-0.055 |
-0.1% |
106.135 |
| Low |
106.230 |
105.900 |
-0.330 |
-0.3% |
104.910 |
| Close |
106.309 |
106.145 |
-0.164 |
-0.2% |
105.435 |
| Range |
0.340 |
0.615 |
0.275 |
80.9% |
1.225 |
| ATR |
0.424 |
0.438 |
0.014 |
3.2% |
0.000 |
| Volume |
52 |
388 |
336 |
646.2% |
310 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.032 |
107.703 |
106.483 |
|
| R3 |
107.417 |
107.088 |
106.314 |
|
| R2 |
106.802 |
106.802 |
106.258 |
|
| R1 |
106.473 |
106.473 |
106.201 |
106.330 |
| PP |
106.187 |
106.187 |
106.187 |
106.115 |
| S1 |
105.858 |
105.858 |
106.089 |
105.715 |
| S2 |
105.572 |
105.572 |
106.032 |
|
| S3 |
104.957 |
105.243 |
105.976 |
|
| S4 |
104.342 |
104.628 |
105.807 |
|
|
| 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% |
0.593 |
0.6% |
73% |
False |
False |
120 |
| 10 |
106.570 |
104.635 |
1.935 |
1.8% |
0.495 |
0.5% |
78% |
False |
False |
85 |
| 20 |
106.570 |
103.780 |
2.790 |
2.6% |
0.361 |
0.3% |
85% |
False |
False |
61 |
| 40 |
106.570 |
101.657 |
4.913 |
4.6% |
0.215 |
0.2% |
91% |
False |
False |
31 |
| 60 |
106.570 |
98.786 |
7.784 |
7.3% |
0.159 |
0.1% |
95% |
False |
False |
20 |
| 80 |
106.570 |
98.786 |
7.784 |
7.3% |
0.130 |
0.1% |
95% |
False |
False |
15 |
| 100 |
106.570 |
98.786 |
7.784 |
7.3% |
0.108 |
0.1% |
95% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.129 |
|
2.618 |
108.125 |
|
1.618 |
107.510 |
|
1.000 |
107.130 |
|
0.618 |
106.895 |
|
HIGH |
106.515 |
|
0.618 |
106.280 |
|
0.500 |
106.208 |
|
0.382 |
106.135 |
|
LOW |
105.900 |
|
0.618 |
105.520 |
|
1.000 |
105.285 |
|
1.618 |
104.905 |
|
2.618 |
104.290 |
|
4.250 |
103.286 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.208 |
106.109 |
| PP |
106.187 |
106.073 |
| S1 |
106.166 |
106.038 |
|