ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	105.370	105.525	0.155	0.1%	104.910
High	105.500	106.290	0.790	0.7%	106.135
Low	104.970	105.505	0.535	0.5%	104.910
Close	105.435	106.191	0.756	0.7%	105.435
Range	0.530	0.785	0.255	48.1%	1.225
ATR	0.394	0.427	0.033	8.3%	0.000
Volume	87	47	-40	-46.0%	310

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.350	108.056	106.623
R3	107.565	107.271	106.407
R2	106.780	106.780	106.335
R1	106.486	106.486	106.263	106.633
PP	105.995	105.995	105.995	106.069
S1	105.701	105.701	106.119	105.848
S2	105.210	105.210	106.047
S3	104.425	104.916	105.975
S4	103.640	104.131	105.759

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	109.168	108.527	106.109
R3	107.943	107.302	105.772
R2	106.718	106.718	105.660
R1	106.077	106.077	105.547	106.398
PP	105.493	105.493	105.493	105.654
S1	104.852	104.852	105.323	105.173
S2	104.268	104.268	105.210
S3	103.043	103.627	105.098
S4	101.818	102.402	104.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.290	104.970	1.320	1.2%	0.590	0.6%	93%	True	False	62
10	106.290	104.000	2.290	2.2%	0.454	0.4%	96%	True	False	42
20	106.290	103.780	2.510	2.4%	0.314	0.3%	96%	True	False	39
40	106.290	101.622	4.668	4.4%	0.191	0.2%	98%	True	False	20
60	106.290	98.786	7.504	7.1%	0.143	0.1%	99%	True	False	13
80	106.290	98.786	7.504	7.1%	0.118	0.1%	99%	True	False	10
100	106.290	98.786	7.504	7.1%	0.099	0.1%	99%	True	False	8

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	0.052
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	109.626
2.618	108.345
1.618	107.560
1.000	107.075
0.618	106.775
HIGH	106.290
0.618	105.990
0.500	105.898
0.382	105.805
LOW	105.505
0.618	105.020
1.000	104.720
1.618	104.235
2.618	103.450
4.250	102.169

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	106.093	106.004
PP	105.995	105.817
S1	105.898	105.630

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

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