ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	106.065	106.115	0.050	0.0%	105.530
High	106.395	106.175	-0.220	-0.2%	106.395
Low	106.020	105.785	-0.235	-0.2%	104.820
Close	106.027	105.990	-0.037	0.0%	105.990
Range	0.375	0.390	0.015	4.0%	1.575
ATR	0.498	0.490	-0.008	-1.5%	0.000
Volume	404	41	-363	-89.9%	584

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.153	106.962	106.205
R3	106.763	106.572	106.097
R2	106.373	106.373	106.062
R1	106.182	106.182	106.026	106.083
PP	105.983	105.983	105.983	105.934
S1	105.792	105.792	105.954	105.693
S2	105.593	105.593	105.919
S3	105.203	105.402	105.883
S4	104.813	105.012	105.776

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	110.460	109.800	106.856
R3	108.885	108.225	106.423
R2	107.310	107.310	106.279
R1	106.650	106.650	106.134	106.980
PP	105.735	105.735	105.735	105.900
S1	105.075	105.075	105.846	105.405
S2	104.160	104.160	105.701
S3	102.585	103.500	105.557
S4	101.010	101.925	105.124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.395	104.820	1.575	1.5%	0.542	0.5%	74%	False	False	116
10	106.395	104.820	1.575	1.5%	0.475	0.4%	74%	False	False	81
20	106.570	104.820	1.750	1.7%	0.523	0.5%	67%	False	False	81
40	106.570	103.391	3.179	3.0%	0.398	0.4%	82%	False	False	59
60	106.570	101.171	5.399	5.1%	0.288	0.3%	89%	False	False	39
80	106.570	98.786	7.784	7.3%	0.228	0.2%	93%	False	False	29
100	106.570	98.786	7.784	7.3%	0.191	0.2%	93%	False	False	24
120	106.570	98.786	7.784	7.3%	0.163	0.2%	93%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.061
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.833
2.618	107.196
1.618	106.806
1.000	106.565
0.618	106.416
HIGH	106.175
0.618	106.026
0.500	105.980
0.382	105.934
LOW	105.785
0.618	105.544
1.000	105.395
1.618	105.154
2.618	104.764
4.250	104.128

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	105.987	105.993
PP	105.983	105.992
S1	105.980	105.991

Download as Excel Spreadsheet

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

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