ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.385 |
105.915 |
-0.470 |
-0.4% |
104.910 |
| High |
106.515 |
106.125 |
-0.390 |
-0.4% |
106.135 |
| Low |
105.900 |
105.665 |
-0.235 |
-0.2% |
104.910 |
| Close |
106.145 |
105.665 |
-0.480 |
-0.5% |
105.435 |
| Range |
0.615 |
0.460 |
-0.155 |
-25.2% |
1.225 |
| ATR |
0.438 |
0.441 |
0.003 |
0.7% |
0.000 |
| Volume |
388 |
45 |
-343 |
-88.4% |
310 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.198 |
106.892 |
105.918 |
|
| R3 |
106.738 |
106.432 |
105.792 |
|
| R2 |
106.278 |
106.278 |
105.749 |
|
| R1 |
105.972 |
105.972 |
105.707 |
105.895 |
| PP |
105.818 |
105.818 |
105.818 |
105.780 |
| S1 |
105.512 |
105.512 |
105.623 |
105.435 |
| S2 |
105.358 |
105.358 |
105.581 |
|
| S3 |
104.898 |
105.052 |
105.539 |
|
| S4 |
104.438 |
104.592 |
105.412 |
|
|
| 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% |
0.546 |
0.5% |
43% |
False |
False |
123 |
| 10 |
106.570 |
104.695 |
1.875 |
1.8% |
0.504 |
0.5% |
52% |
False |
False |
85 |
| 20 |
106.570 |
103.780 |
2.790 |
2.6% |
0.367 |
0.3% |
68% |
False |
False |
63 |
| 40 |
106.570 |
101.984 |
4.586 |
4.3% |
0.226 |
0.2% |
80% |
False |
False |
32 |
| 60 |
106.570 |
98.884 |
7.686 |
7.3% |
0.167 |
0.2% |
88% |
False |
False |
21 |
| 80 |
106.570 |
98.786 |
7.784 |
7.4% |
0.135 |
0.1% |
88% |
False |
False |
16 |
| 100 |
106.570 |
98.786 |
7.784 |
7.4% |
0.113 |
0.1% |
88% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.080 |
|
2.618 |
107.329 |
|
1.618 |
106.869 |
|
1.000 |
106.585 |
|
0.618 |
106.409 |
|
HIGH |
106.125 |
|
0.618 |
105.949 |
|
0.500 |
105.895 |
|
0.382 |
105.841 |
|
LOW |
105.665 |
|
0.618 |
105.381 |
|
1.000 |
105.205 |
|
1.618 |
104.921 |
|
2.618 |
104.461 |
|
4.250 |
103.710 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.895 |
106.118 |
| PP |
105.818 |
105.967 |
| S1 |
105.742 |
105.816 |
|