ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105.085 |
105.080 |
-0.005 |
0.0% |
105.525 |
| High |
105.330 |
105.962 |
0.632 |
0.6% |
106.570 |
| Low |
104.950 |
104.985 |
0.035 |
0.0% |
105.300 |
| Close |
105.179 |
105.962 |
0.783 |
0.7% |
105.384 |
| Range |
0.380 |
0.977 |
0.597 |
157.1% |
1.270 |
| ATR |
0.465 |
0.502 |
0.037 |
7.9% |
0.000 |
| Volume |
32 |
72 |
40 |
125.0% |
584 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.567 |
108.242 |
106.499 |
|
| R3 |
107.590 |
107.265 |
106.231 |
|
| R2 |
106.613 |
106.613 |
106.141 |
|
| R1 |
106.288 |
106.288 |
106.052 |
106.451 |
| PP |
105.636 |
105.636 |
105.636 |
105.718 |
| S1 |
105.311 |
105.311 |
105.872 |
105.474 |
| S2 |
104.659 |
104.659 |
105.783 |
|
| S3 |
103.682 |
104.334 |
105.693 |
|
| S4 |
102.705 |
103.357 |
105.425 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.561 |
108.743 |
106.083 |
|
| R3 |
108.291 |
107.473 |
105.733 |
|
| R2 |
107.021 |
107.021 |
105.617 |
|
| R1 |
106.203 |
106.203 |
105.500 |
105.977 |
| PP |
105.751 |
105.751 |
105.751 |
105.639 |
| S1 |
104.933 |
104.933 |
105.268 |
104.707 |
| S2 |
104.481 |
104.481 |
105.151 |
|
| S3 |
103.211 |
103.663 |
105.035 |
|
| S4 |
101.941 |
102.393 |
104.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.230 |
104.950 |
1.280 |
1.2% |
0.616 |
0.6% |
79% |
False |
False |
47 |
| 10 |
106.570 |
104.950 |
1.620 |
1.5% |
0.581 |
0.5% |
62% |
False |
False |
85 |
| 20 |
106.570 |
104.000 |
2.570 |
2.4% |
0.470 |
0.4% |
76% |
False |
False |
75 |
| 40 |
106.570 |
102.336 |
4.234 |
4.0% |
0.287 |
0.3% |
86% |
False |
False |
38 |
| 60 |
106.570 |
99.941 |
6.629 |
6.3% |
0.202 |
0.2% |
91% |
False |
False |
25 |
| 80 |
106.570 |
98.786 |
7.784 |
7.3% |
0.168 |
0.2% |
92% |
False |
False |
19 |
| 100 |
106.570 |
98.786 |
7.784 |
7.3% |
0.139 |
0.1% |
92% |
False |
False |
15 |
| 120 |
106.570 |
98.786 |
7.784 |
7.3% |
0.120 |
0.1% |
92% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.114 |
|
2.618 |
108.520 |
|
1.618 |
107.543 |
|
1.000 |
106.939 |
|
0.618 |
106.566 |
|
HIGH |
105.962 |
|
0.618 |
105.589 |
|
0.500 |
105.474 |
|
0.382 |
105.358 |
|
LOW |
104.985 |
|
0.618 |
104.381 |
|
1.000 |
104.008 |
|
1.618 |
103.404 |
|
2.618 |
102.427 |
|
4.250 |
100.833 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.799 |
105.793 |
| PP |
105.636 |
105.625 |
| S1 |
105.474 |
105.456 |
|