ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.065 |
106.115 |
0.050 |
0.0% |
105.530 |
| High |
106.395 |
106.175 |
-0.220 |
-0.2% |
106.395 |
| Low |
106.020 |
105.785 |
-0.235 |
-0.2% |
104.820 |
| Close |
106.027 |
105.990 |
-0.037 |
0.0% |
105.990 |
| Range |
0.375 |
0.390 |
0.015 |
4.0% |
1.575 |
| ATR |
0.498 |
0.490 |
-0.008 |
-1.5% |
0.000 |
| Volume |
404 |
41 |
-363 |
-89.9% |
584 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.153 |
106.962 |
106.205 |
|
| R3 |
106.763 |
106.572 |
106.097 |
|
| R2 |
106.373 |
106.373 |
106.062 |
|
| R1 |
106.182 |
106.182 |
106.026 |
106.083 |
| PP |
105.983 |
105.983 |
105.983 |
105.934 |
| S1 |
105.792 |
105.792 |
105.954 |
105.693 |
| S2 |
105.593 |
105.593 |
105.919 |
|
| S3 |
105.203 |
105.402 |
105.883 |
|
| S4 |
104.813 |
105.012 |
105.776 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.460 |
109.800 |
106.856 |
|
| R3 |
108.885 |
108.225 |
106.423 |
|
| R2 |
107.310 |
107.310 |
106.279 |
|
| R1 |
106.650 |
106.650 |
106.134 |
106.980 |
| PP |
105.735 |
105.735 |
105.735 |
105.900 |
| S1 |
105.075 |
105.075 |
105.846 |
105.405 |
| S2 |
104.160 |
104.160 |
105.701 |
|
| S3 |
102.585 |
103.500 |
105.557 |
|
| S4 |
101.010 |
101.925 |
105.124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.395 |
104.820 |
1.575 |
1.5% |
0.542 |
0.5% |
74% |
False |
False |
116 |
| 10 |
106.395 |
104.820 |
1.575 |
1.5% |
0.475 |
0.4% |
74% |
False |
False |
81 |
| 20 |
106.570 |
104.820 |
1.750 |
1.7% |
0.523 |
0.5% |
67% |
False |
False |
81 |
| 40 |
106.570 |
103.391 |
3.179 |
3.0% |
0.398 |
0.4% |
82% |
False |
False |
59 |
| 60 |
106.570 |
101.171 |
5.399 |
5.1% |
0.288 |
0.3% |
89% |
False |
False |
39 |
| 80 |
106.570 |
98.786 |
7.784 |
7.3% |
0.228 |
0.2% |
93% |
False |
False |
29 |
| 100 |
106.570 |
98.786 |
7.784 |
7.3% |
0.191 |
0.2% |
93% |
False |
False |
24 |
| 120 |
106.570 |
98.786 |
7.784 |
7.3% |
0.163 |
0.2% |
93% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.833 |
|
2.618 |
107.196 |
|
1.618 |
106.806 |
|
1.000 |
106.565 |
|
0.618 |
106.416 |
|
HIGH |
106.175 |
|
0.618 |
106.026 |
|
0.500 |
105.980 |
|
0.382 |
105.934 |
|
LOW |
105.785 |
|
0.618 |
105.544 |
|
1.000 |
105.395 |
|
1.618 |
105.154 |
|
2.618 |
104.764 |
|
4.250 |
104.128 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.987 |
105.993 |
| PP |
105.983 |
105.992 |
| S1 |
105.980 |
105.991 |
|