ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	101.055	100.845	-0.210	-0.2%	99.665
High	101.190	101.615	0.425	0.4%	100.925
Low	100.595	100.320	-0.275	-0.3%	99.220
Close	100.636	101.544	0.908	0.9%	100.798
Range	0.595	1.295	0.700	117.6%	1.705
ATR	0.621	0.669	0.048	7.8%	0.000
Volume	18,449	24,611	6,162	33.4%	76,194

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.045	104.589	102.256
R3	103.750	103.294	101.900
R2	102.455	102.455	101.781
R1	101.999	101.999	101.663	102.227
PP	101.160	101.160	101.160	101.274
S1	100.704	100.704	101.425	100.932
S2	99.865	99.865	101.307
S3	98.570	99.409	101.188
S4	97.275	98.114	100.832

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.429	104.819	101.736
R3	103.724	103.114	101.267
R2	102.019	102.019	101.111
R1	101.409	101.409	100.954	101.714
PP	100.314	100.314	100.314	100.467
S1	99.704	99.704	100.642	100.009
S2	98.609	98.609	100.485
S3	96.904	97.999	100.329
S4	95.199	96.294	99.860

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.615	100.320	1.295	1.3%	0.673	0.7%	95%	True	True	16,401
10	101.615	99.220	2.395	2.4%	0.638	0.6%	97%	True	False	16,230
20	103.275	99.220	4.055	4.0%	0.669	0.7%	57%	False	False	16,081
40	104.205	99.220	4.985	4.9%	0.649	0.6%	47%	False	False	12,762
60	104.205	99.220	4.985	4.9%	0.609	0.6%	47%	False	False	8,588
80	104.205	99.220	4.985	4.9%	0.593	0.6%	47%	False	False	6,462
100	105.000	99.220	5.780	5.7%	0.601	0.6%	40%	False	False	5,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.189
Widest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	107.119
2.618	105.005
1.618	103.710
1.000	102.910
0.618	102.415
HIGH	101.615
0.618	101.120
0.500	100.968
0.382	100.815
LOW	100.320
0.618	99.520
1.000	99.025
1.618	98.225
2.618	96.930
4.250	94.816

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	101.352	101.352
PP	101.160	101.160
S1	100.968	100.968

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

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