ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	103.120	103.620	0.500	0.5%	102.700
High	103.860	103.875	0.015	0.0%	103.860
Low	103.070	103.565	0.495	0.5%	102.630
Close	103.633	103.703	0.070	0.1%	103.633
Range	0.790	0.310	-0.480	-60.8%	1.230
ATR	0.620	0.597	-0.022	-3.6%	0.000
Volume	1,829	5,930	4,101	224.2%	7,760

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.644	104.484	103.874
R3	104.334	104.174	103.788
R2	104.024	104.024	103.760
R1	103.864	103.864	103.731	103.944
PP	103.714	103.714	103.714	103.755
S1	103.554	103.554	103.675	103.634
S2	103.404	103.404	103.646
S3	103.094	103.244	103.618
S4	102.784	102.934	103.533

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	107.064	106.579	104.310
R3	105.834	105.349	103.971
R2	104.604	104.604	103.859
R1	104.119	104.119	103.746	104.362
PP	103.374	103.374	103.374	103.496
S1	102.889	102.889	103.520	103.132
S2	102.144	102.144	103.408
S3	100.914	101.659	103.295
S4	99.684	100.429	102.957

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.875	102.870	1.005	1.0%	0.581	0.6%	83%	True	False	2,522
10	103.875	102.010	1.865	1.8%	0.636	0.6%	91%	True	False	1,522
20	105.330	102.010	3.320	3.2%	0.618	0.6%	51%	False	False	816
40	106.555	102.010	4.545	4.4%	0.567	0.5%	37%	False	False	452
60	106.570	102.010	4.560	4.4%	0.535	0.5%	37%	False	False	321
80	106.570	102.010	4.560	4.4%	0.432	0.4%	37%	False	False	245
100	106.570	99.941	6.629	6.4%	0.352	0.3%	57%	False	False	196
120	106.570	98.786	7.784	7.5%	0.304	0.3%	63%	False	False	164

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.083
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	105.193
2.618	104.687
1.618	104.377
1.000	104.185
0.618	104.067
HIGH	103.875
0.618	103.757
0.500	103.720
0.382	103.683
LOW	103.565
0.618	103.373
1.000	103.255
1.618	103.063
2.618	102.753
4.250	102.248

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	103.720	103.593
PP	103.714	103.483
S1	103.709	103.373

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

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