ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	105.180	103.660	-1.520	-1.4%	104.600
High	105.180	103.990	-1.190	-1.1%	105.500
Low	103.480	103.500	0.020	0.0%	104.345
Close	103.537	103.895	0.358	0.3%	105.335
Range	1.700	0.490	-1.210	-71.2%	1.155
ATR	0.600	0.592	-0.008	-1.3%	0.000
Volume	128	55	-73	-57.0%	398

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.265	105.070	104.165
R3	104.775	104.580	104.030
R2	104.285	104.285	103.985
R1	104.090	104.090	103.940	104.188
PP	103.795	103.795	103.795	103.844
S1	103.600	103.600	103.850	103.698
S2	103.305	103.305	103.805
S3	102.815	103.110	103.760
S4	102.325	102.620	103.626

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	108.525	108.085	105.970
R3	107.370	106.930	105.653
R2	106.215	106.215	105.547
R1	105.775	105.775	105.441	105.995
PP	105.060	105.060	105.060	105.170
S1	104.620	104.620	105.229	104.840
S2	103.905	103.905	105.123
S3	102.750	103.465	105.017
S4	101.595	102.310	104.700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.500	103.480	2.020	1.9%	0.638	0.6%	21%	False	False	87
10	105.880	103.480	2.400	2.3%	0.609	0.6%	17%	False	False	82
20	106.555	103.480	3.075	3.0%	0.572	0.6%	13%	False	False	90
40	106.570	103.480	3.090	3.0%	0.540	0.5%	13%	False	False	78
60	106.570	102.336	4.234	4.1%	0.405	0.4%	37%	False	False	58
80	106.570	100.704	5.866	5.6%	0.316	0.3%	54%	False	False	44
100	106.570	98.786	7.784	7.5%	0.265	0.3%	66%	False	False	35
120	106.570	98.786	7.784	7.5%	0.225	0.2%	66%	False	False	29

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.061
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.073
2.618	105.273
1.618	104.783
1.000	104.480
0.618	104.293
HIGH	103.990
0.618	103.803
0.500	103.745
0.382	103.687
LOW	103.500
0.618	103.197
1.000	103.010
1.618	102.707
2.618	102.217
4.250	101.418

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	103.845	104.405
PP	103.795	104.235
S1	103.745	104.065

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