ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	105.020	104.840	-0.180	-0.2%	104.100
High	105.070	104.905	-0.165	-0.2%	105.125
Low	104.630	104.390	-0.240	-0.2%	104.070
Close	105.066	104.539	-0.527	-0.5%	105.066
Range	0.440	0.515	0.075	17.0%	1.055
ATR	0.626	0.630	0.004	0.6%	0.000
Volume	21,732	17,462	-4,270	-19.6%	64,800

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.156	105.863	104.822
R3	105.641	105.348	104.681
R2	105.126	105.126	104.633
R1	104.833	104.833	104.586	104.722
PP	104.611	104.611	104.611	104.556
S1	104.318	104.318	104.492	104.207
S2	104.096	104.096	104.445
S3	103.581	103.803	104.397
S4	103.066	103.288	104.256

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.919	107.547	105.646
R3	106.864	106.492	105.356
R2	105.809	105.809	105.259
R1	105.437	105.437	105.163	105.623
PP	104.754	104.754	104.754	104.847
S1	104.382	104.382	104.969	104.568
S2	103.699	103.699	104.873
S3	102.644	103.327	104.776
S4	101.589	102.272	104.486

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.125	104.070	1.055	1.0%	0.509	0.5%	44%	False	False	16,452
10	105.125	102.855	2.270	2.2%	0.632	0.6%	74%	False	False	16,618
20	105.125	102.630	2.495	2.4%	0.616	0.6%	77%	False	False	16,491
40	105.125	99.220	5.905	5.6%	0.624	0.6%	90%	False	False	15,776
60	105.125	99.220	5.905	5.6%	0.635	0.6%	90%	False	False	15,660
80	105.125	99.220	5.905	5.6%	0.621	0.6%	90%	False	False	12,494
100	105.125	99.220	5.905	5.6%	0.604	0.6%	90%	False	False	10,029
120	105.125	99.220	5.905	5.6%	0.596	0.6%	90%	False	False	8,365

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.141
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107.094
2.618	106.253
1.618	105.738
1.000	105.420
0.618	105.223
HIGH	104.905
0.618	104.708
0.500	104.648
0.382	104.587
LOW	104.390
0.618	104.072
1.000	103.875
1.618	103.557
2.618	103.042
4.250	102.201

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	104.648	104.758
PP	104.611	104.685
S1	104.575	104.612

Download as Excel Spreadsheet

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

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