ICE US Dollar Index Future September 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	104.750	105.400	0.650	0.6%	104.840
High	105.430	105.420	-0.010	0.0%	105.430
Low	104.565	105.085	0.520	0.5%	104.390
Close	105.395	105.325	-0.070	-0.1%	105.325
Range	0.865	0.335	-0.530	-61.3%	1.040
ATR	0.630	0.609	-0.021	-3.3%	0.000
Volume	24,243	9,744	-14,499	-59.8%	92,053

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.282	106.138	105.509
R3	105.947	105.803	105.417
R2	105.612	105.612	105.386
R1	105.468	105.468	105.356	105.373
PP	105.277	105.277	105.277	105.229
S1	105.133	105.133	105.294	105.038
S2	104.942	104.942	105.264
S3	104.607	104.798	105.233
S4	104.272	104.463	105.141

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.168	107.787	105.897
R3	107.128	106.747	105.611
R2	106.088	106.088	105.516
R1	105.707	105.707	105.420	105.898
PP	105.048	105.048	105.048	105.144
S1	104.667	104.667	105.230	104.858
S2	104.008	104.008	105.134
S3	102.968	103.627	105.039
S4	101.928	102.587	104.753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.430	104.390	1.040	1.0%	0.544	0.5%	90%	False	False	18,410
10	105.430	103.215	2.215	2.1%	0.579	0.5%	95%	False	False	17,601
20	105.430	102.855	2.575	2.4%	0.610	0.6%	96%	False	False	16,924
40	105.430	100.320	5.110	4.9%	0.615	0.6%	98%	False	False	16,082
60	105.430	99.220	6.210	5.9%	0.624	0.6%	98%	False	False	15,702
80	105.430	99.220	6.210	5.9%	0.621	0.6%	98%	False	False	13,418
100	105.430	99.220	6.210	5.9%	0.610	0.6%	98%	False	False	10,773
120	105.430	99.220	6.210	5.9%	0.591	0.6%	98%	False	False	8,987

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.118
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	106.844
2.618	106.297
1.618	105.962
1.000	105.755
0.618	105.627
HIGH	105.420
0.618	105.292
0.500	105.253
0.382	105.213
LOW	105.085
0.618	104.878
1.000	104.750
1.618	104.543
2.618	104.208
4.250	103.661

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	105.301	105.205
PP	105.277	105.085
S1	105.253	104.965

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

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