ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	103.500	103.965	0.465	0.4%	103.115
High	104.265	104.235	-0.030	0.0%	104.265
Low	103.410	103.905	0.495	0.5%	102.980
Close	103.983	104.064	0.081	0.1%	103.983
Range	0.855	0.330	-0.525	-61.4%	1.285
ATR	0.677	0.652	-0.025	-3.7%	0.000
Volume	17,518	12,759	-4,759	-27.2%	78,469

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.058	104.891	104.246
R3	104.728	104.561	104.155
R2	104.398	104.398	104.125
R1	104.231	104.231	104.094	104.315
PP	104.068	104.068	104.068	104.110
S1	103.901	103.901	104.034	103.985
S2	103.738	103.738	104.004
S3	103.408	103.571	103.973
S4	103.078	103.241	103.883

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.598	107.075	104.690
R3	106.313	105.790	104.336
R2	105.028	105.028	104.219
R1	104.505	104.505	104.101	104.767
PP	103.743	103.743	103.743	103.873
S1	103.220	103.220	103.865	103.482
S2	102.458	102.458	103.747
S3	101.173	101.935	103.630
S4	99.888	100.650	103.276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.265	103.215	1.050	1.0%	0.610	0.6%	81%	False	False	15,067
10	104.265	102.380	1.885	1.8%	0.662	0.6%	89%	False	False	15,965
20	105.820	102.380	3.440	3.3%	0.676	0.6%	49%	False	False	16,096
40	106.985	102.380	4.605	4.4%	0.644	0.6%	37%	False	False	15,911
60	107.050	102.380	4.670	4.5%	0.638	0.6%	36%	False	False	15,933
80	107.050	102.380	4.670	4.5%	0.625	0.6%	36%	False	False	13,151
100	107.050	99.970	7.080	6.8%	0.609	0.6%	58%	False	False	10,550
120	107.050	98.935	8.115	7.8%	0.574	0.6%	63%	False	False	8,795

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.099
Narrowest range in 73 trading days

Fibonacci Retracements and Extensions
4.250	105.638
2.618	105.099
1.618	104.769
1.000	104.565
0.618	104.439
HIGH	104.235
0.618	104.109
0.500	104.070
0.382	104.031
LOW	103.905
0.618	103.701
1.000	103.575
1.618	103.371
2.618	103.041
4.250	102.503

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	104.070	103.956
PP	104.068	103.848
S1	104.066	103.740

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

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