ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	105.910	106.385	0.475	0.4%	104.980
High	106.540	106.475	-0.065	-0.1%	105.465
Low	105.870	105.735	-0.135	-0.1%	104.345
Close	106.366	105.933	-0.433	-0.4%	105.260
Range	0.670	0.740	0.070	10.4%	1.120
ATR	0.563	0.576	0.013	2.2%	0.000
Volume	18,684	19,728	1,044	5.6%	64,029

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.268	107.840	106.340
R3	107.528	107.100	106.137
R2	106.788	106.788	106.069
R1	106.360	106.360	106.001	106.204
PP	106.048	106.048	106.048	105.970
S1	105.620	105.620	105.865	105.464
S2	105.308	105.308	105.797
S3	104.568	104.880	105.730
S4	103.828	104.140	105.526

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	104.995	1.545	1.5%	0.573	0.5%	61%	False	False	15,174
10	106.540	104.345	2.195	2.1%	0.524	0.5%	72%	False	False	14,643
20	106.540	102.645	3.895	3.7%	0.566	0.5%	84%	False	False	11,000
40	106.540	101.225	5.315	5.0%	0.562	0.5%	89%	False	False	5,630
60	106.540	98.935	7.605	7.2%	0.555	0.5%	92%	False	False	3,767
80	106.540	98.935	7.605	7.2%	0.489	0.5%	92%	False	False	2,831
100	106.540	98.935	7.605	7.2%	0.430	0.4%	92%	False	False	2,266
120	106.540	98.935	7.605	7.2%	0.375	0.4%	92%	False	False	1,889

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	0.108
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	109.620
2.618	108.412
1.618	107.672
1.000	107.215
0.618	106.932
HIGH	106.475
0.618	106.192
0.500	106.105
0.382	106.018
LOW	105.735
0.618	105.278
1.000	104.995
1.618	104.538
2.618	103.798
4.250	102.590

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	106.105	106.050
PP	106.048	106.011
S1	105.990	105.972

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

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