ICE US Dollar Index Future December 2023

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	102.740	102.035	-0.705	-0.7%	103.965
High	102.790	102.645	-0.145	-0.1%	104.235
Low	101.765	101.850	0.085	0.1%	101.765
Close	101.940	102.548	0.608	0.6%	102.548
Range	1.025	0.795	-0.230	-22.4%	2.470
ATR	0.723	0.728	0.005	0.7%	0.000
Volume	19,295	7,586	-11,709	-60.7%	79,003

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.733	104.435	102.985
R3	103.938	103.640	102.767
R2	103.143	103.143	102.694
R1	102.845	102.845	102.621	102.994
PP	102.348	102.348	102.348	102.422
S1	102.050	102.050	102.475	102.199
S2	101.553	101.553	102.402
S3	100.758	101.255	102.329
S4	99.963	100.460	102.111

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	110.259	108.874	103.907
R3	107.789	106.404	103.227
R2	105.319	105.319	103.001
R1	103.934	103.934	102.774	103.392
PP	102.849	102.849	102.849	102.578
S1	101.464	101.464	102.322	100.922
S2	100.379	100.379	102.095
S3	97.909	98.994	101.869
S4	95.439	96.524	101.190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.235	101.765	2.470	2.4%	0.810	0.8%	32%	False	False	15,800
10	104.265	101.765	2.500	2.4%	0.759	0.7%	31%	False	False	15,747
20	104.425	101.765	2.660	2.6%	0.691	0.7%	29%	False	False	15,524
40	106.985	101.765	5.220	5.1%	0.679	0.7%	15%	False	False	16,025
60	107.050	101.765	5.285	5.2%	0.667	0.7%	15%	False	False	16,191
80	107.050	101.765	5.285	5.2%	0.646	0.6%	15%	False	False	13,965
100	107.050	99.970	7.080	6.9%	0.630	0.6%	36%	False	False	11,211
120	107.050	98.935	8.115	7.9%	0.600	0.6%	45%	False	False	9,347

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.097
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.024
2.618	104.726
1.618	103.931
1.000	103.440
0.618	103.136
HIGH	102.645
0.618	102.341
0.500	102.248
0.382	102.154
LOW	101.850
0.618	101.359
1.000	101.055
1.618	100.564
2.618	99.769
4.250	98.471

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	102.448	102.888
PP	102.348	102.774
S1	102.248	102.661

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

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