ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	104.015	104.155	0.140	0.1%	103.270
High	104.385	104.155	-0.230	-0.2%	104.385
Low	103.675	103.925	0.250	0.2%	102.925
Close	104.013	103.992	-0.021	0.0%	104.013
Range	0.710	0.230	-0.480	-67.6%	1.460
ATR	0.624	0.596	-0.028	-4.5%	0.000
Volume	20,825	9,950	-10,875	-52.2%	85,182

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.714	104.583	104.119
R3	104.484	104.353	104.055
R2	104.254	104.254	104.034
R1	104.123	104.123	104.013	104.074
PP	104.024	104.024	104.024	103.999
S1	103.893	103.893	103.971	103.844
S2	103.794	103.794	103.950
S3	103.564	103.663	103.929
S4	103.334	103.433	103.866

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.154	107.544	104.816
R3	106.694	106.084	104.415
R2	105.234	105.234	104.281
R1	104.624	104.624	104.147	104.929
PP	103.774	103.774	103.774	103.927
S1	103.164	103.164	103.879	103.469
S2	102.314	102.314	103.745
S3	100.854	101.704	103.612
S4	99.394	100.244	103.210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.385	102.925	1.460	1.4%	0.621	0.6%	73%	False	False	16,538
10	104.385	102.680	1.705	1.6%	0.553	0.5%	77%	False	False	15,711
20	104.385	101.550	2.835	2.7%	0.593	0.6%	86%	False	False	14,930
40	104.385	99.220	5.165	5.0%	0.622	0.6%	92%	False	False	15,645
60	104.385	99.220	5.165	5.0%	0.622	0.6%	92%	False	False	13,985
80	104.385	99.220	5.165	5.0%	0.603	0.6%	92%	False	False	10,559
100	104.385	99.220	5.165	5.0%	0.593	0.6%	92%	False	False	8,474
120	104.780	99.220	5.560	5.3%	0.600	0.6%	86%	False	False	7,068

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.190
Narrowest range in 107 trading days

Fibonacci Retracements and Extensions
4.250	105.133
2.618	104.757
1.618	104.527
1.000	104.385
0.618	104.297
HIGH	104.155
0.618	104.067
0.500	104.040
0.382	104.013
LOW	103.925
0.618	103.783
1.000	103.695
1.618	103.553
2.618	103.323
4.250	102.948

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	104.040	103.924
PP	104.024	103.856
S1	104.008	103.788

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

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