ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	99.650	99.965	0.315	0.3%	101.970
High	100.245	100.685	0.440	0.4%	102.235
Low	99.605	99.745	0.140	0.1%	99.260
Close	99.988	100.597	0.609	0.6%	99.605
Range	0.640	0.940	0.300	46.9%	2.975
ATR	0.634	0.656	0.022	3.5%	0.000
Volume	13,466	15,091	1,625	12.1%	89,422

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.162	102.820	101.114
R3	102.222	101.880	100.856
R2	101.282	101.282	100.769
R1	100.940	100.940	100.683	101.111
PP	100.342	100.342	100.342	100.428
S1	100.000	100.000	100.511	100.171
S2	99.402	99.402	100.425
S3	98.462	99.060	100.339
S4	97.522	98.120	100.080

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	109.292	107.423	101.241
R3	106.317	104.448	100.423
R2	103.342	103.342	100.150
R1	101.473	101.473	99.878	100.920
PP	100.367	100.367	100.367	100.090
S1	98.498	98.498	99.332	97.945
S2	97.392	97.392	99.060
S3	94.417	95.523	98.787
S4	91.442	92.548	97.969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.685	99.220	1.465	1.5%	0.602	0.6%	94%	True	False	16,059
10	102.875	99.220	3.655	3.6%	0.692	0.7%	38%	False	False	17,120
20	103.275	99.220	4.055	4.0%	0.643	0.6%	34%	False	False	14,942
40	104.205	99.220	4.985	5.0%	0.627	0.6%	28%	False	False	10,754
60	104.205	99.220	4.985	5.0%	0.606	0.6%	28%	False	False	7,234
80	104.205	99.220	4.985	5.0%	0.578	0.6%	28%	False	False	5,439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.135
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	104.680
2.618	103.146
1.618	102.206
1.000	101.625
0.618	101.266
HIGH	100.685
0.618	100.326
0.500	100.215
0.382	100.104
LOW	99.745
0.618	99.164
1.000	98.805
1.618	98.224
2.618	97.284
4.250	95.750

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	100.470	100.382
PP	100.342	100.167
S1	100.215	99.953

Download as Excel Spreadsheet

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

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