ICE US Dollar Index Future March 2024

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

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	102.105	101.815	-0.290	-0.3%	103.620
High	102.260	102.170	-0.090	-0.1%	103.875
Low	101.680	101.785	0.105	0.1%	101.390
Close	101.796	102.040	0.244	0.2%	102.183
Range	0.580	0.385	-0.195	-33.6%	2.485
ATR	0.654	0.635	-0.019	-2.9%	0.000
Volume	11,340	9,505	-1,835	-16.2%	74,589

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.153	102.982	102.252
R3	102.768	102.597	102.146
R2	102.383	102.383	102.111
R1	102.212	102.212	102.075	102.298
PP	101.998	101.998	101.998	102.041
S1	101.827	101.827	102.005	101.913
S2	101.613	101.613	101.969
S3	101.228	101.442	101.934
S4	100.843	101.057	101.828

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	102.415	101.390	1.025	1.0%	0.612	0.6%	63%	False	False	14,925
10	103.875	101.390	2.485	2.4%	0.703	0.7%	26%	False	False	10,675
20	103.875	101.390	2.485	2.4%	0.638	0.6%	26%	False	False	5,681
40	106.555	101.390	5.165	5.1%	0.602	0.6%	13%	False	False	2,889
60	106.570	101.390	5.180	5.1%	0.587	0.6%	13%	False	False	1,949
80	106.570	101.390	5.180	5.1%	0.486	0.5%	13%	False	False	1,468
100	106.570	101.121	5.449	5.3%	0.402	0.4%	17%	False	False	1,174
120	106.570	98.786	7.784	7.6%	0.344	0.3%	42%	False	False	979

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.096
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.806
2.618	103.178
1.618	102.793
1.000	102.555
0.618	102.408
HIGH	102.170
0.618	102.023
0.500	101.978
0.382	101.932
LOW	101.785
0.618	101.547
1.000	101.400
1.618	101.162
2.618	100.777
4.250	100.149

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	102.019	102.020
PP	101.998	102.000
S1	101.978	101.980

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

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