ICE US Dollar Index Future March 2024

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

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	102.365	101.660	-0.705	-0.7%	103.620
High	102.415	102.265	-0.150	-0.1%	103.875
Low	101.390	101.465	0.075	0.1%	101.390
Close	101.578	102.183	0.605	0.6%	102.183
Range	1.025	0.800	-0.225	-22.0%	2.485
ATR	0.682	0.690	0.008	1.2%	0.000
Volume	25,158	20,307	-4,851	-19.3%	74,589

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	104.371	104.077	102.623
R3	103.571	103.277	102.403
R2	102.771	102.771	102.330
R1	102.477	102.477	102.256	102.624
PP	101.971	101.971	101.971	102.045
S1	101.677	101.677	102.110	101.824
S2	101.171	101.171	102.036
S3	100.371	100.877	101.963
S4	99.571	100.077	101.743

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	109.938	108.545	103.550
R3	107.453	106.060	102.866
R2	104.968	104.968	102.639
R1	103.575	103.575	102.411	103.029
PP	102.483	102.483	102.483	102.210
S1	101.090	101.090	101.955	100.544
S2	99.998	99.998	101.727
S3	97.513	98.605	101.500
S4	95.028	96.120	100.816

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.875	101.390	2.485	2.4%	0.815	0.8%	32%	False	False	14,917
10	103.875	101.390	2.485	2.4%	0.746	0.7%	32%	False	False	8,234
20	104.020	101.390	2.630	2.6%	0.660	0.6%	30%	False	False	4,236
40	106.555	101.390	5.165	5.1%	0.613	0.6%	15%	False	False	2,163
60	106.570	101.390	5.180	5.1%	0.583	0.6%	15%	False	False	1,464
80	106.570	101.390	5.180	5.1%	0.475	0.5%	15%	False	False	1,104
100	106.570	100.704	5.866	5.7%	0.390	0.4%	25%	False	False	883
120	106.570	98.786	7.784	7.6%	0.334	0.3%	44%	False	False	736

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	0.084
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.665
2.618	104.359
1.618	103.559
1.000	103.065
0.618	102.759
HIGH	102.265
0.618	101.959
0.500	101.865
0.382	101.771
LOW	101.465
0.618	100.971
1.000	100.665
1.618	100.171
2.618	99.371
4.250	98.065

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	102.077	102.515
PP	101.971	102.404
S1	101.865	102.294

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

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