ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	103.085	103.585	0.500	0.5%	104.155
High	103.690	104.255	0.565	0.5%	104.295
Low	102.955	103.215	0.260	0.3%	102.855
Close	103.587	104.191	0.604	0.6%	104.191
Range	0.735	1.040	0.305	41.5%	1.440
ATR	0.642	0.671	0.028	4.4%	0.000
Volume	17,585	19,162	1,577	9.0%	83,926

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.007	106.639	104.763
R3	105.967	105.599	104.477
R2	104.927	104.927	104.382
R1	104.559	104.559	104.286	104.743
PP	103.887	103.887	103.887	103.979
S1	103.519	103.519	104.096	103.703
S2	102.847	102.847	104.000
S3	101.807	102.479	103.905
S4	100.767	101.439	103.619

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.100	107.586	104.983
R3	106.660	106.146	104.587
R2	105.220	105.220	104.455
R1	104.706	104.706	104.323	104.963
PP	103.780	103.780	103.780	103.909
S1	103.266	103.266	104.059	103.523
S2	102.340	102.340	103.927
S3	100.900	101.826	103.795
S4	99.460	100.386	103.399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.295	102.855	1.440	1.4%	0.755	0.7%	93%	False	False	16,785
10	104.385	102.855	1.530	1.5%	0.701	0.7%	87%	False	False	16,910
20	104.385	101.600	2.785	2.7%	0.631	0.6%	93%	False	False	15,547
40	104.385	99.220	5.165	5.0%	0.645	0.6%	96%	False	False	15,955
60	104.385	99.220	5.165	5.0%	0.642	0.6%	96%	False	False	15,131
80	104.385	99.220	5.165	5.0%	0.623	0.6%	96%	False	False	11,475
100	104.385	99.220	5.165	5.0%	0.611	0.6%	96%	False	False	9,213
120	104.385	99.220	5.165	5.0%	0.608	0.6%	96%	False	False	7,681

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	0.221
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	108.675
2.618	106.978
1.618	105.938
1.000	105.295
0.618	104.898
HIGH	104.255
0.618	103.858
0.500	103.735
0.382	103.612
LOW	103.215
0.618	102.572
1.000	102.175
1.618	101.532
2.618	100.492
4.250	98.795

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	104.039	103.979
PP	103.887	103.767
S1	103.735	103.555

Download as Excel Spreadsheet

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

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