ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	103.025	102.645	-0.380	-0.4%	102.510
High	103.230	102.955	-0.275	-0.3%	103.230
Low	102.430	102.415	-0.015	0.0%	101.960
Close	102.587	102.654	0.067	0.1%	102.587
Range	0.800	0.540	-0.260	-32.5%	1.270
ATR	0.625	0.618	-0.006	-1.0%	0.000
Volume	12,821	9,269	-3,552	-27.7%	58,772

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.295	104.014	102.951
R3	103.755	103.474	102.803
R2	103.215	103.215	102.753
R1	102.934	102.934	102.704	103.075
PP	102.675	102.675	102.675	102.745
S1	102.394	102.394	102.605	102.535
S2	102.135	102.135	102.555
S3	101.595	101.854	102.506
S4	101.055	101.314	102.357

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.402	105.765	103.286
R3	105.132	104.495	102.936
R2	103.862	103.862	102.820
R1	103.225	103.225	102.703	103.544
PP	102.592	102.592	102.592	102.752
S1	101.955	101.955	102.471	102.274
S2	101.322	101.322	102.354
S3	100.052	100.685	102.238
S4	98.782	99.415	101.889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.230	101.960	1.270	1.2%	0.635	0.6%	55%	False	False	11,935
10	103.230	101.485	1.745	1.7%	0.598	0.6%	67%	False	False	12,107
20	103.945	101.485	2.460	2.4%	0.615	0.6%	48%	False	False	11,089
40	104.205	100.485	3.720	3.6%	0.581	0.6%	58%	False	False	5,699
60	104.205	100.215	3.990	3.9%	0.579	0.6%	61%	False	False	3,848
80	104.485	100.215	4.270	4.2%	0.591	0.6%	57%	False	False	2,891

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.127
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.250
2.618	104.369
1.618	103.829
1.000	103.495
0.618	103.289
HIGH	102.955
0.618	102.749
0.500	102.685
0.382	102.621
LOW	102.415
0.618	102.081
1.000	101.875
1.618	101.541
2.618	101.001
4.250	100.120

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	102.685	102.823
PP	102.675	102.766
S1	102.664	102.710

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols