ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	105.260	105.645	0.385	0.4%	104.980
High	105.785	105.960	0.175	0.2%	105.465
Low	105.200	105.560	0.360	0.3%	104.345
Close	105.690	105.930	0.240	0.2%	105.260
Range	0.585	0.400	-0.185	-31.6%	1.120
ATR	0.567	0.555	-0.012	-2.1%	0.000
Volume	12,605	11,634	-971	-7.7%	64,029

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.017	106.873	106.150
R3	106.617	106.473	106.040
R2	106.217	106.217	106.003
R1	106.073	106.073	105.967	106.145
PP	105.817	105.817	105.817	105.853
S1	105.673	105.673	105.893	105.745
S2	105.417	105.417	105.857
S3	105.017	105.273	105.820
S4	104.617	104.873	105.710

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.383	107.942	105.876
R3	107.263	106.822	105.568
R2	106.143	106.143	105.465
R1	105.702	105.702	105.363	105.923
PP	105.023	105.023	105.023	105.134
S1	104.582	104.582	105.157	104.803
S2	103.903	103.903	105.055
S3	102.783	103.462	104.952
S4	101.663	102.342	104.644

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.960	104.345	1.615	1.5%	0.543	0.5%	98%	True	False	13,796
10	105.960	104.155	1.805	1.7%	0.519	0.5%	98%	True	False	14,596
20	105.960	102.550	3.410	3.2%	0.578	0.5%	99%	True	False	9,125
40	105.960	101.225	4.735	4.5%	0.559	0.5%	99%	True	False	4,673
60	105.960	98.935	7.025	6.6%	0.536	0.5%	100%	True	False	3,127
80	105.960	98.935	7.025	6.6%	0.476	0.4%	100%	True	False	2,351
100	105.960	98.935	7.025	6.6%	0.417	0.4%	100%	True	False	1,881
120	105.960	98.935	7.025	6.6%	0.363	0.3%	100%	True	False	1,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0.119
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	107.660
2.618	107.007
1.618	106.607
1.000	106.360
0.618	106.207
HIGH	105.960
0.618	105.807
0.500	105.760
0.382	105.713
LOW	105.560
0.618	105.313
1.000	105.160
1.618	104.913
2.618	104.513
4.250	103.860

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	105.873	105.779
PP	105.817	105.628
S1	105.760	105.478

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

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