ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	105.645	105.910	0.265	0.3%	104.980
High	105.960	106.540	0.580	0.5%	105.465
Low	105.560	105.870	0.310	0.3%	104.345
Close	105.930	106.366	0.436	0.4%	105.260
Range	0.400	0.670	0.270	67.5%	1.120
ATR	0.555	0.563	0.008	1.5%	0.000
Volume	11,634	18,684	7,050	60.6%	64,029

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.269	107.987	106.735
R3	107.599	107.317	106.550
R2	106.929	106.929	106.489
R1	106.647	106.647	106.427	106.788
PP	106.259	106.259	106.259	106.329
S1	105.977	105.977	106.305	106.118
S2	105.589	105.589	106.243
S3	104.919	105.307	106.182
S4	104.249	104.637	105.998

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	106.540	104.960	1.580	1.5%	0.521	0.5%	89%	True	False	14,447
10	106.540	104.205	2.335	2.2%	0.539	0.5%	93%	True	False	15,108
20	106.540	102.550	3.990	3.8%	0.565	0.5%	96%	True	False	10,045
40	106.540	101.225	5.315	5.0%	0.562	0.5%	97%	True	False	5,138
60	106.540	98.935	7.605	7.1%	0.547	0.5%	98%	True	False	3,438
80	106.540	98.935	7.605	7.1%	0.483	0.5%	98%	True	False	2,584
100	106.540	98.935	7.605	7.1%	0.423	0.4%	98%	True	False	2,068
120	106.540	98.935	7.605	7.1%	0.368	0.3%	98%	True	False	1,724

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.116
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	109.388
2.618	108.294
1.618	107.624
1.000	107.210
0.618	106.954
HIGH	106.540
0.618	106.284
0.500	106.205
0.382	106.126
LOW	105.870
0.618	105.456
1.000	105.200
1.618	104.786
2.618	104.116
4.250	103.023

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	106.312	106.201
PP	106.259	106.035
S1	106.205	105.870

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

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