ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	106.385	105.915	-0.470	-0.4%	104.910
High	106.515	106.125	-0.390	-0.4%	106.135
Low	105.900	105.665	-0.235	-0.2%	104.910
Close	106.145	105.665	-0.480	-0.5%	105.435
Range	0.615	0.460	-0.155	-25.2%	1.225
ATR	0.438	0.441	0.003	0.7%	0.000
Volume	388	45	-343	-88.4%	310

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.198	106.892	105.918
R3	106.738	106.432	105.792
R2	106.278	106.278	105.749
R1	105.972	105.972	105.707	105.895
PP	105.818	105.818	105.818	105.780
S1	105.512	105.512	105.623	105.435
S2	105.358	105.358	105.581
S3	104.898	105.052	105.539
S4	104.438	104.592	105.412

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	106.570	104.970	1.600	1.5%	0.546	0.5%	43%	False	False	123
10	106.570	104.695	1.875	1.8%	0.504	0.5%	52%	False	False	85
20	106.570	103.780	2.790	2.6%	0.367	0.3%	68%	False	False	63
40	106.570	101.984	4.586	4.3%	0.226	0.2%	80%	False	False	32
60	106.570	98.884	7.686	7.3%	0.167	0.2%	88%	False	False	21
80	106.570	98.786	7.784	7.4%	0.135	0.1%	88%	False	False	16
100	106.570	98.786	7.784	7.4%	0.113	0.1%	88%	False	False	13

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	0.075
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.080
2.618	107.329
1.618	106.869
1.000	106.585
0.618	106.409
HIGH	106.125
0.618	105.949
0.500	105.895
0.382	105.841
LOW	105.665
0.618	105.381
1.000	105.205
1.618	104.921
2.618	104.461
4.250	103.710

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	105.895	106.118
PP	105.818	105.967
S1	105.742	105.816

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