ICE US Dollar Index Future December 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	104.380	105.050	0.670	0.6%	104.490
High	105.095	105.085	-0.010	0.0%	105.095
Low	104.205	104.735	0.530	0.5%	104.030
Close	105.052	104.987	-0.065	-0.1%	104.987
Range	0.890	0.350	-0.540	-60.7%	1.065
ATR	0.595	0.577	-0.017	-2.9%	0.000
Volume	24,378	19,751	-4,627	-19.0%	74,084

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.986	105.836	105.180
R3	105.636	105.486	105.083
R2	105.286	105.286	105.051
R1	105.136	105.136	105.019	105.036
PP	104.936	104.936	104.936	104.886
S1	104.786	104.786	104.955	104.686
S2	104.586	104.586	104.923
S3	104.236	104.436	104.891
S4	103.886	104.086	104.795

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.899	107.508	105.573
R3	106.834	106.443	105.280
R2	105.769	105.769	105.182
R1	105.378	105.378	105.085	105.574
PP	104.704	104.704	104.704	104.802
S1	104.313	104.313	104.889	104.509
S2	103.639	103.639	104.792
S3	102.574	103.248	104.694
S4	101.509	102.183	104.401

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.095	104.030	1.065	1.0%	0.545	0.5%	90%	False	False	14,816
10	105.095	102.870	2.225	2.1%	0.573	0.5%	95%	False	False	9,284
20	105.095	102.550	2.545	2.4%	0.586	0.6%	96%	False	False	4,802
40	105.095	99.970	5.125	4.9%	0.565	0.5%	98%	False	False	2,474
60	105.095	98.935	6.160	5.9%	0.510	0.5%	98%	False	False	1,656
80	105.095	98.935	6.160	5.9%	0.452	0.4%	98%	False	False	1,248
100	105.095	98.935	6.160	5.9%	0.386	0.4%	98%	False	False	999
120	105.095	98.935	6.160	5.9%	0.334	0.3%	98%	False	False	833

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	0.132
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	106.573
2.618	106.001
1.618	105.651
1.000	105.435
0.618	105.301
HIGH	105.085
0.618	104.951
0.500	104.910
0.382	104.869
LOW	104.735
0.618	104.519
1.000	104.385
1.618	104.169
2.618	103.819
4.250	103.248

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	104.961	104.866
PP	104.936	104.746
S1	104.910	104.625

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols