ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105.290 |
105.500 |
0.210 |
0.2% |
104.460 |
| High |
105.505 |
106.135 |
0.630 |
0.6% |
105.000 |
| Low |
105.210 |
105.490 |
0.280 |
0.3% |
104.000 |
| Close |
105.505 |
105.946 |
0.441 |
0.4% |
104.870 |
| Range |
0.295 |
0.645 |
0.350 |
118.6% |
1.000 |
| ATR |
0.337 |
0.359 |
0.022 |
6.5% |
0.000 |
| Volume |
36 |
117 |
81 |
225.0% |
76 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.792 |
107.514 |
106.301 |
|
| R3 |
107.147 |
106.869 |
106.123 |
|
| R2 |
106.502 |
106.502 |
106.064 |
|
| R1 |
106.224 |
106.224 |
106.005 |
106.363 |
| PP |
105.857 |
105.857 |
105.857 |
105.927 |
| S1 |
105.579 |
105.579 |
105.887 |
105.718 |
| S2 |
105.212 |
105.212 |
105.828 |
|
| S3 |
104.567 |
104.934 |
105.769 |
|
| S4 |
103.922 |
104.289 |
105.591 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.623 |
107.247 |
105.420 |
|
| R3 |
106.623 |
106.247 |
105.145 |
|
| R2 |
105.623 |
105.623 |
105.053 |
|
| R1 |
105.247 |
105.247 |
104.962 |
105.435 |
| PP |
104.623 |
104.623 |
104.623 |
104.718 |
| S1 |
104.247 |
104.247 |
104.778 |
104.435 |
| S2 |
103.623 |
103.623 |
104.687 |
|
| S3 |
102.623 |
103.247 |
104.595 |
|
| S4 |
101.623 |
102.247 |
104.320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.135 |
104.635 |
1.500 |
1.4% |
0.396 |
0.4% |
87% |
True |
False |
51 |
| 10 |
106.135 |
103.855 |
2.280 |
2.2% |
0.369 |
0.3% |
92% |
True |
False |
62 |
| 20 |
106.135 |
102.807 |
3.328 |
3.1% |
0.213 |
0.2% |
94% |
True |
False |
31 |
| 40 |
106.135 |
101.121 |
5.014 |
4.7% |
0.141 |
0.1% |
96% |
True |
False |
16 |
| 60 |
106.135 |
98.786 |
7.349 |
6.9% |
0.112 |
0.1% |
97% |
True |
False |
10 |
| 80 |
106.135 |
98.786 |
7.349 |
6.9% |
0.093 |
0.1% |
97% |
True |
False |
8 |
| 100 |
106.135 |
98.786 |
7.349 |
6.9% |
0.079 |
0.1% |
97% |
True |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.876 |
|
2.618 |
107.824 |
|
1.618 |
107.179 |
|
1.000 |
106.780 |
|
0.618 |
106.534 |
|
HIGH |
106.135 |
|
0.618 |
105.889 |
|
0.500 |
105.813 |
|
0.382 |
105.736 |
|
LOW |
105.490 |
|
0.618 |
105.091 |
|
1.000 |
104.845 |
|
1.618 |
104.446 |
|
2.618 |
103.801 |
|
4.250 |
102.749 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.902 |
105.805 |
| PP |
105.857 |
105.664 |
| S1 |
105.813 |
105.523 |
|