ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	106.385	105.875	-0.510	-0.5%	105.260
High	106.475	105.940	-0.535	-0.5%	106.540
Low	105.735	105.335	-0.400	-0.4%	105.200
Close	105.933	105.815	-0.118	-0.1%	105.815
Range	0.740	0.605	-0.135	-18.2%	1.340
ATR	0.576	0.578	0.002	0.4%	0.000
Volume	19,728	25,038	5,310	26.9%	87,689

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.512	107.268	106.148
R3	106.907	106.663	105.981
R2	106.302	106.302	105.926
R1	106.058	106.058	105.870	105.878
PP	105.697	105.697	105.697	105.606
S1	105.453	105.453	105.760	105.273
S2	105.092	105.092	105.704
S3	104.487	104.848	105.649
S4	103.882	104.243	105.482

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	109.872	109.183	106.552
R3	108.532	107.843	106.184
R2	107.192	107.192	106.061
R1	106.503	106.503	105.938	106.848
PP	105.852	105.852	105.852	106.024
S1	105.163	105.163	105.692	105.508
S2	104.512	104.512	105.569
S3	103.172	103.823	105.447
S4	101.832	102.483	105.078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.540	105.200	1.340	1.3%	0.600	0.6%	46%	False	False	17,537
10	106.540	104.345	2.195	2.1%	0.550	0.5%	67%	False	False	15,171
20	106.540	102.870	3.670	3.5%	0.561	0.5%	80%	False	False	12,227
40	106.540	101.225	5.315	5.0%	0.568	0.5%	86%	False	False	6,254
60	106.540	98.935	7.605	7.2%	0.563	0.5%	90%	False	False	4,184
80	106.540	98.935	7.605	7.2%	0.490	0.5%	90%	False	False	3,144
100	106.540	98.935	7.605	7.2%	0.436	0.4%	90%	False	False	2,516
120	106.540	98.935	7.605	7.2%	0.380	0.4%	90%	False	False	2,097

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.111
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108.511
2.618	107.524
1.618	106.919
1.000	106.545
0.618	106.314
HIGH	105.940
0.618	105.709
0.500	105.638
0.382	105.566
LOW	105.335
0.618	104.961
1.000	104.730
1.618	104.356
2.618	103.751
4.250	102.764

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	105.756	105.938
PP	105.697	105.897
S1	105.638	105.856

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

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