ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	101.610	101.295	-0.315	-0.3%	102.645
High	101.650	101.295	-0.355	-0.3%	103.275
Low	101.315	100.180	-1.135	-1.1%	101.910
Close	101.403	100.193	-1.210	-1.2%	101.950
Range	0.335	1.115	0.780	232.8%	1.365
ATR	0.613	0.656	0.044	7.1%	0.000
Volume	11,730	21,382	9,652	82.3%	61,556

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.901	103.162	100.806
R3	102.786	102.047	100.500
R2	101.671	101.671	100.397
R1	100.932	100.932	100.295	100.744
PP	100.556	100.556	100.556	100.462
S1	99.817	99.817	100.091	99.629
S2	99.441	99.441	99.989
S3	98.326	98.702	99.886
S4	97.211	97.587	99.580

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.473	105.577	102.701
R3	105.108	104.212	102.325
R2	103.743	103.743	102.200
R1	102.847	102.847	102.075	102.613
PP	102.378	102.378	102.378	102.261
S1	101.482	101.482	101.825	101.248
S2	101.013	101.013	101.700
S3	99.648	100.117	101.575
S4	98.283	98.752	101.199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.275	100.180	3.095	3.1%	0.742	0.7%	0%	False	True	17,369
10	103.275	100.180	3.095	3.1%	0.683	0.7%	0%	False	True	14,736
20	103.275	100.180	3.095	3.1%	0.661	0.7%	0%	False	True	15,042
40	104.205	100.180	4.025	4.0%	0.605	0.6%	0%	False	True	8,140
60	104.205	100.180	4.025	4.0%	0.586	0.6%	0%	False	True	5,482
80	104.205	100.180	4.025	4.0%	0.579	0.6%	0%	False	True	4,120

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.139
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	106.034
2.618	104.214
1.618	103.099
1.000	102.410
0.618	101.984
HIGH	101.295
0.618	100.869
0.500	100.738
0.382	100.606
LOW	100.180
0.618	99.491
1.000	99.065
1.618	98.376
2.618	97.261
4.250	95.441

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	100.738	101.208
PP	100.556	100.869
S1	100.375	100.531

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

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