ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	104.100	104.905	0.805	0.8%	103.800
High	104.530	105.000	0.470	0.4%	104.715
Low	104.000	104.635	0.635	0.6%	103.780
Close	104.398	104.654	0.256	0.2%	104.587
Range	0.530	0.365	-0.165	-31.1%	0.935
ATR	0.313	0.334	0.021	6.6%	0.000
Volume	7	47	40	571.4%	355

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.858	105.621	104.855
R3	105.493	105.256	104.754
R2	105.128	105.128	104.721
R1	104.891	104.891	104.687	104.827
PP	104.763	104.763	104.763	104.731
S1	104.526	104.526	104.621	104.462
S2	104.398	104.398	104.587
S3	104.033	104.161	104.554
S4	103.668	103.796	104.453

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.166	106.811	105.101
R3	106.231	105.876	104.844
R2	105.296	105.296	104.758
R1	104.941	104.941	104.673	105.119
PP	104.361	104.361	104.361	104.449
S1	104.006	104.006	104.501	104.184
S2	103.426	103.426	104.416
S3	102.491	103.071	104.330
S4	101.556	102.136	104.073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.000	104.000	1.000	1.0%	0.255	0.2%	65%	True	False	81
10	105.000	103.780	1.220	1.2%	0.231	0.2%	72%	True	False	42
20	105.000	102.336	2.664	2.5%	0.152	0.1%	87%	True	False	21
40	105.000	100.704	4.296	4.1%	0.100	0.1%	92%	True	False	10
60	105.000	98.786	6.214	5.9%	0.085	0.1%	94%	True	False	7
80	105.000	98.786	6.214	5.9%	0.072	0.1%	94%	True	False	5
100	105.000	98.786	6.214	5.9%	0.062	0.1%	94%	True	False	4

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	0.038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.551
2.618	105.956
1.618	105.591
1.000	105.365
0.618	105.226
HIGH	105.000
0.618	104.861
0.500	104.818
0.382	104.774
LOW	104.635
0.618	104.409
1.000	104.270
1.618	104.044
2.618	103.679
4.250	103.084

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	104.818	104.603
PP	104.763	104.551
S1	104.709	104.500

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