ICE US Dollar Index Future December 2023

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

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	103.630	103.315	-0.315	-0.3%	103.710
High	103.745	103.440	-0.305	-0.3%	104.115
Low	103.255	103.060	-0.195	-0.2%	103.070
Close	103.304	103.105	-0.199	-0.2%	103.304
Range	0.490	0.380	-0.110	-22.4%	1.045
ATR	0.672	0.651	-0.021	-3.1%	0.000
Volume	9,236	11,782	2,546	27.6%	56,953

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.342	104.103	103.314
R3	103.962	103.723	103.210
R2	103.582	103.582	103.175
R1	103.343	103.343	103.140	103.273
PP	103.202	103.202	103.202	103.166
S1	102.963	102.963	103.070	102.893
S2	102.822	102.822	103.035
S3	102.442	102.583	103.001
S4	102.062	102.203	102.896

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.631	106.013	103.879
R3	105.586	104.968	103.591
R2	104.541	104.541	103.496
R1	103.923	103.923	103.400	103.710
PP	103.496	103.496	103.496	103.390
S1	102.878	102.878	103.208	102.665
S2	102.451	102.451	103.112
S3	101.406	101.833	103.017
S4	100.361	100.788	102.729

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.115	103.060	1.055	1.0%	0.548	0.5%	4%	False	True	13,747
10	105.820	103.060	2.760	2.7%	0.691	0.7%	2%	False	True	16,227
20	106.985	103.060	3.925	3.8%	0.666	0.6%	1%	False	True	16,254
40	107.050	103.060	3.990	3.9%	0.655	0.6%	1%	False	True	16,116
60	107.050	102.870	4.180	4.1%	0.624	0.6%	6%	False	False	14,820
80	107.050	101.225	5.825	5.6%	0.611	0.6%	32%	False	False	11,185
100	107.050	98.935	8.115	7.9%	0.600	0.6%	51%	False	False	8,957
120	107.050	98.935	8.115	7.9%	0.545	0.5%	51%	False	False	7,468

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.172
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	105.055
2.618	104.435
1.618	104.055
1.000	103.820
0.618	103.675
HIGH	103.440
0.618	103.295
0.500	103.250
0.382	103.205
LOW	103.060
0.618	102.825
1.000	102.680
1.618	102.445
2.618	102.065
4.250	101.445

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	103.250	103.588
PP	103.202	103.427
S1	103.153	103.266

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