ICE US Dollar Index Future December 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	104.545	104.490	-0.055	-0.1%	103.740
High	104.720	104.550	-0.170	-0.2%	104.780
Low	104.290	104.030	-0.260	-0.2%	103.680
Close	104.711	104.186	-0.525	-0.5%	104.711
Range	0.430	0.520	0.090	20.9%	1.100
ATR	0.579	0.587	0.007	1.3%	0.000
Volume	11,091	10,219	-872	-7.9%	17,776

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.815	105.521	104.472
R3	105.295	105.001	104.329
R2	104.775	104.775	104.281
R1	104.481	104.481	104.234	104.368
PP	104.255	104.255	104.255	104.199
S1	103.961	103.961	104.138	103.848
S2	103.735	103.735	104.091
S3	103.215	103.441	104.043
S4	102.695	102.921	103.900

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.690	107.301	105.316
R3	106.590	106.201	105.014
R2	105.490	105.490	104.913
R1	105.101	105.101	104.812	105.296
PP	104.390	104.390	104.390	104.488
S1	104.001	104.001	104.610	104.196
S2	103.290	103.290	104.509
S3	102.190	102.901	104.409
S4	101.090	101.801	104.106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.780	103.680	1.100	1.1%	0.502	0.5%	46%	False	False	5,599
10	104.780	102.550	2.230	2.1%	0.613	0.6%	73%	False	False	3,042
20	104.780	102.340	2.440	2.3%	0.581	0.6%	76%	False	False	1,696
40	104.780	98.990	5.790	5.6%	0.560	0.5%	90%	False	False	880
60	104.780	98.935	5.845	5.6%	0.490	0.5%	90%	False	False	592
80	104.780	98.935	5.845	5.6%	0.432	0.4%	90%	False	False	450
100	104.780	98.935	5.845	5.6%	0.370	0.4%	90%	False	False	360
120	104.780	98.935	5.845	5.6%	0.315	0.3%	90%	False	False	301

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	0.150
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.760
2.618	105.911
1.618	105.391
1.000	105.070
0.618	104.871
HIGH	104.550
0.618	104.351
0.500	104.290
0.382	104.229
LOW	104.030
0.618	103.709
1.000	103.510
1.618	103.189
2.618	102.669
4.250	101.820

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	104.290	104.405
PP	104.255	104.332
S1	104.221	104.259

Download as Excel Spreadsheet

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

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