ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	105.500	106.020	0.520	0.5%	104.460
High	106.135	106.065	-0.070	-0.1%	105.000
Low	105.490	105.370	-0.120	-0.1%	104.000
Close	105.946	105.513	-0.433	-0.4%	104.870
Range	0.645	0.695	0.050	7.8%	1.000
ATR	0.359	0.383	0.024	6.7%	0.000
Volume	117	26	-91	-77.8%	76

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.734	107.319	105.895
R3	107.039	106.624	105.704
R2	106.344	106.344	105.640
R1	105.929	105.929	105.577	105.789
PP	105.649	105.649	105.649	105.580
S1	105.234	105.234	105.449	105.094
S2	104.954	104.954	105.386
S3	104.259	104.539	105.322
S4	103.564	103.844	105.131

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	104.695	1.440	1.4%	0.462	0.4%	57%	False	False	47
10	106.135	104.000	2.135	2.0%	0.359	0.3%	71%	False	False	64
20	106.135	103.391	2.744	2.6%	0.248	0.2%	77%	False	False	33
40	106.135	101.121	5.014	4.8%	0.158	0.1%	88%	False	False	16
60	106.135	98.786	7.349	7.0%	0.124	0.1%	92%	False	False	11
80	106.135	98.786	7.349	7.0%	0.101	0.1%	92%	False	False	8
100	106.135	98.786	7.349	7.0%	0.085	0.1%	92%	False	False	6

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.054
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	109.019
2.618	107.885
1.618	107.190
1.000	106.760
0.618	106.495
HIGH	106.065
0.618	105.800
0.500	105.718
0.382	105.635
LOW	105.370
0.618	104.940
1.000	104.675
1.618	104.245
2.618	103.550
4.250	102.416

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	105.718	105.673
PP	105.649	105.619
S1	105.581	105.566

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

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