ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	104.250	103.710	-0.540	-0.5%	105.635
High	104.425	103.855	-0.570	-0.5%	105.820
Low	103.680	103.255	-0.425	-0.4%	103.680
Close	103.795	103.317	-0.478	-0.5%	103.795
Range	0.745	0.600	-0.145	-19.5%	2.140
ATR	0.693	0.686	-0.007	-1.0%	0.000
Volume	15,849	14,124	-1,725	-10.9%	93,539

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.276	104.896	103.647
R3	104.676	104.296	103.482
R2	104.076	104.076	103.427
R1	103.696	103.696	103.372	103.586
PP	103.476	103.476	103.476	103.421
S1	103.096	103.096	103.262	102.986
S2	102.876	102.876	103.207
S3	102.276	102.496	103.152
S4	101.676	101.896	102.987

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	110.852	109.463	104.972
R3	108.712	107.323	104.384
R2	106.572	106.572	104.187
R1	105.183	105.183	103.991	104.808
PP	104.432	104.432	104.432	104.244
S1	103.043	103.043	103.599	102.668
S2	102.292	102.292	103.403
S3	100.152	100.903	103.207
S4	98.012	98.763	102.618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.765	103.255	2.510	2.4%	0.878	0.8%	2%	False	True	19,501
10	105.960	103.255	2.705	2.6%	0.662	0.6%	2%	False	True	16,098
20	106.985	103.255	3.730	3.6%	0.675	0.7%	2%	False	True	16,693
40	107.050	103.255	3.795	3.7%	0.662	0.6%	2%	False	True	16,628
60	107.050	102.550	4.500	4.4%	0.631	0.6%	17%	False	False	13,934
80	107.050	101.035	6.015	5.8%	0.609	0.6%	38%	False	False	10,505
100	107.050	98.935	8.115	7.9%	0.585	0.6%	54%	False	False	8,411
120	107.050	98.935	8.115	7.9%	0.537	0.5%	54%	False	False	7,013

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	0.168
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.405
2.618	105.426
1.618	104.826
1.000	104.455
0.618	104.226
HIGH	103.855
0.618	103.626
0.500	103.555
0.382	103.484
LOW	103.255
0.618	102.884
1.000	102.655
1.618	102.284
2.618	101.684
4.250	100.705

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	103.555	103.848
PP	103.476	103.671
S1	103.396	103.494

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols