ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	104.760	104.790	0.030	0.0%	104.490
High	104.890	105.125	0.235	0.2%	105.095
Low	104.465	104.345	-0.120	-0.1%	104.030
Close	104.832	104.788	-0.044	0.0%	104.987
Range	0.425	0.780	0.355	83.5%	1.065
ATR	0.551	0.567	0.016	3.0%	0.000
Volume	10,307	15,432	5,125	49.7%	74,084

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.093	106.720	105.217
R3	106.313	105.940	105.003
R2	105.533	105.533	104.931
R1	105.160	105.160	104.860	104.957
PP	104.753	104.753	104.753	104.651
S1	104.380	104.380	104.717	104.177
S2	103.973	103.973	104.645
S3	103.193	103.600	104.574
S4	102.413	102.820	104.359

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	105.125	104.205	0.920	0.9%	0.557	0.5%	63%	True	False	15,769
10	105.125	104.030	1.095	1.0%	0.507	0.5%	69%	True	False	12,436
20	105.125	102.550	2.575	2.5%	0.595	0.6%	87%	True	False	6,514
40	105.125	99.970	5.155	4.9%	0.576	0.5%	93%	True	False	3,339
60	105.125	98.935	6.190	5.9%	0.528	0.5%	95%	True	False	2,235
80	105.125	98.935	6.190	5.9%	0.465	0.4%	95%	True	False	1,682
100	105.125	98.935	6.190	5.9%	0.401	0.4%	95%	True	False	1,346
120	105.125	98.935	6.190	5.9%	0.347	0.3%	95%	True	False	1,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.125
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	108.440
2.618	107.167
1.618	106.387
1.000	105.905
0.618	105.607
HIGH	105.125
0.618	104.827
0.500	104.735
0.382	104.643
LOW	104.345
0.618	103.863
1.000	103.565
1.618	103.083
2.618	102.303
4.250	101.030

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	104.770	104.770
PP	104.753	104.753
S1	104.735	104.735

Download as Excel Spreadsheet

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

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