ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	103.835	103.460	-0.375	-0.4%	105.330
High	104.020	103.470	-0.550	-0.5%	105.330
Low	103.395	102.885	-0.510	-0.5%	103.395
Close	103.425	102.942	-0.483	-0.5%	103.425
Range	0.625	0.585	-0.040	-6.4%	1.935
ATR	0.590	0.590	0.000	-0.1%	0.000
Volume	39	110	71	182.1%	310

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.854	104.483	103.264
R3	104.269	103.898	103.103
R2	103.684	103.684	103.049
R1	103.313	103.313	102.996	103.206
PP	103.099	103.099	103.099	103.046
S1	102.728	102.728	102.888	102.621
S2	102.514	102.514	102.835
S3	101.929	102.143	102.781
S4	101.344	101.558	102.620

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	109.855	108.575	104.489
R3	107.920	106.640	103.957
R2	105.985	105.985	103.780
R1	104.705	104.705	103.602	104.378
PP	104.050	104.050	104.050	103.886
S1	102.770	102.770	103.248	102.443
S2	102.115	102.115	103.070
S3	100.180	100.835	102.893
S4	98.245	98.900	102.361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.180	102.885	2.295	2.2%	0.785	0.8%	2%	False	True	80
10	105.500	102.885	2.615	2.5%	0.569	0.6%	2%	False	True	76
20	106.555	102.885	3.670	3.6%	0.586	0.6%	2%	False	True	94
40	106.570	102.885	3.685	3.6%	0.558	0.5%	2%	False	True	81
60	106.570	102.336	4.234	4.1%	0.434	0.4%	14%	False	False	62
80	106.570	101.121	5.449	5.3%	0.337	0.3%	33%	False	False	46
100	106.570	98.786	7.784	7.6%	0.281	0.3%	53%	False	False	37
120	106.570	98.786	7.784	7.6%	0.240	0.2%	53%	False	False	31

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	0.074
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.956
2.618	105.002
1.618	104.417
1.000	104.055
0.618	103.832
HIGH	103.470
0.618	103.247
0.500	103.178
0.382	103.108
LOW	102.885
0.618	102.523
1.000	102.300
1.618	101.938
2.618	101.353
4.250	100.399

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	103.178	103.465
PP	103.099	103.291
S1	103.021	103.116

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

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