ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.380 |
105.995 |
-0.385 |
-0.4% |
105.985 |
| High |
106.530 |
106.690 |
0.160 |
0.2% |
106.780 |
| Low |
105.875 |
105.725 |
-0.150 |
-0.1% |
105.155 |
| Close |
105.934 |
106.494 |
0.560 |
0.5% |
106.380 |
| Range |
0.655 |
0.965 |
0.310 |
47.3% |
1.625 |
| ATR |
0.613 |
0.638 |
0.025 |
4.1% |
0.000 |
| Volume |
13,059 |
18,445 |
5,386 |
41.2% |
79,271 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.198 |
108.811 |
107.025 |
|
| R3 |
108.233 |
107.846 |
106.759 |
|
| R2 |
107.268 |
107.268 |
106.671 |
|
| R1 |
106.881 |
106.881 |
106.582 |
107.075 |
| PP |
106.303 |
106.303 |
106.303 |
106.400 |
| S1 |
105.916 |
105.916 |
106.406 |
106.110 |
| S2 |
105.338 |
105.338 |
106.317 |
|
| S3 |
104.373 |
104.951 |
106.229 |
|
| S4 |
103.408 |
103.986 |
105.963 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.980 |
110.305 |
107.274 |
|
| R3 |
109.355 |
108.680 |
106.827 |
|
| R2 |
107.730 |
107.730 |
106.678 |
|
| R1 |
107.055 |
107.055 |
106.529 |
107.393 |
| PP |
106.105 |
106.105 |
106.105 |
106.274 |
| S1 |
105.430 |
105.430 |
106.231 |
105.768 |
| S2 |
104.480 |
104.480 |
106.082 |
|
| S3 |
102.855 |
103.805 |
105.933 |
|
| S4 |
101.230 |
102.180 |
105.486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.780 |
105.725 |
1.055 |
1.0% |
0.592 |
0.6% |
73% |
False |
True |
15,154 |
| 10 |
106.780 |
105.155 |
1.625 |
1.5% |
0.649 |
0.6% |
82% |
False |
False |
15,275 |
| 20 |
106.970 |
105.155 |
1.815 |
1.7% |
0.648 |
0.6% |
74% |
False |
False |
15,537 |
| 40 |
107.050 |
104.030 |
3.020 |
2.8% |
0.598 |
0.6% |
82% |
False |
False |
14,834 |
| 60 |
107.050 |
101.275 |
5.775 |
5.4% |
0.600 |
0.6% |
90% |
False |
False |
10,017 |
| 80 |
107.050 |
98.935 |
8.115 |
7.6% |
0.588 |
0.6% |
93% |
False |
False |
7,526 |
| 100 |
107.050 |
98.935 |
8.115 |
7.6% |
0.533 |
0.5% |
93% |
False |
False |
6,026 |
| 120 |
107.050 |
98.935 |
8.115 |
7.6% |
0.483 |
0.5% |
93% |
False |
False |
5,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.791 |
|
2.618 |
109.216 |
|
1.618 |
108.251 |
|
1.000 |
107.655 |
|
0.618 |
107.286 |
|
HIGH |
106.690 |
|
0.618 |
106.321 |
|
0.500 |
106.208 |
|
0.382 |
106.094 |
|
LOW |
105.725 |
|
0.618 |
105.129 |
|
1.000 |
104.760 |
|
1.618 |
104.164 |
|
2.618 |
103.199 |
|
4.250 |
101.624 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.399 |
106.399 |
| PP |
106.303 |
106.303 |
| S1 |
106.208 |
106.208 |
|