ICE US Dollar Index Future March 2024

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

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	104.140	103.800	-0.340	-0.3%	103.391
High	104.321	103.800	-0.521	-0.5%	104.520
Low	104.140	103.780	-0.360	-0.3%	103.391
Close	104.321	103.796	-0.525	-0.5%	104.321
Range	0.181	0.020	-0.161	-89.0%	1.129
ATR	0.302	0.319	0.017	5.7%	0.000
Volume	2	3	1	50.0%	8

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.852	103.844	103.807
R3	103.832	103.824	103.802
R2	103.812	103.812	103.800
R1	103.804	103.804	103.798	103.798
PP	103.792	103.792	103.792	103.789
S1	103.784	103.784	103.794	103.778
S2	103.772	103.772	103.792
S3	103.752	103.764	103.791
S4	103.732	103.744	103.785

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.464	107.022	104.942
R3	106.335	105.893	104.631
R2	105.206	105.206	104.528
R1	104.764	104.764	104.424	104.985
PP	104.077	104.077	104.077	104.188
S1	103.635	103.635	104.218	103.856
S2	102.948	102.948	104.114
S3	101.819	102.506	104.011
S4	100.690	101.377	103.700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.520	103.780	0.740	0.7%	0.108	0.1%	2%	False	True	2
10	104.520	102.336	2.184	2.1%	0.094	0.1%	67%	False	False	1
20	104.520	102.040	2.480	2.4%	0.079	0.1%	71%	False	False
40	104.520	98.960	5.560	5.4%	0.071	0.1%	87%	False	False
60	104.520	98.786	5.734	5.5%	0.062	0.1%	87%	False	False
80	104.520	98.786	5.734	5.5%	0.052	0.0%	87%	False	False
100	104.520	98.786	5.734	5.5%	0.041	0.0%	87%	False	False

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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.885
2.618	103.852
1.618	103.832
1.000	103.820
0.618	103.812
HIGH	103.800
0.618	103.792
0.500	103.790
0.382	103.788
LOW	103.780
0.618	103.768
1.000	103.760
1.618	103.748
2.618	103.728
4.250	103.695

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	103.794	104.150
PP	103.792	104.032
S1	103.790	103.914

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