ICE US Dollar Index Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	101.310	101.185	-0.125	-0.1%	102.195
High	101.410	101.215	-0.195	-0.2%	102.280
Low	101.095	100.495	-0.600	-0.6%	101.075
Close	101.104	100.654	-0.450	-0.4%	101.338
Range	0.315	0.720	0.405	128.6%	1.205
ATR	0.606	0.614	0.008	1.3%	0.000
Volume	5,097	9,394	4,297	84.3%	50,490

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	102.948	102.521	101.050
R3	102.228	101.801	100.852
R2	101.508	101.508	100.786
R1	101.081	101.081	100.720	100.935
PP	100.788	100.788	100.788	100.715
S1	100.361	100.361	100.588	100.215
S2	100.068	100.068	100.522
S3	99.348	99.641	100.456
S4	98.628	98.921	100.258

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	105.179	104.464	102.001
R3	103.974	103.259	101.669
R2	102.769	102.769	101.559
R1	102.054	102.054	101.448	101.809
PP	101.564	101.564	101.564	101.442
S1	100.849	100.849	101.228	100.604
S2	100.359	100.359	101.117
S3	99.154	99.644	101.007
S4	97.949	98.439	100.675

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.170	100.495	1.675	1.7%	0.521	0.5%	9%	False	True	9,064
10	103.640	100.495	3.145	3.1%	0.656	0.7%	5%	False	True	12,717
20	103.875	100.495	3.380	3.4%	0.646	0.6%	5%	False	True	7,432
40	106.555	100.495	6.060	6.0%	0.614	0.6%	3%	False	True	3,771
60	106.570	100.495	6.075	6.0%	0.580	0.6%	3%	False	True	2,541
80	106.570	100.495	6.075	6.0%	0.513	0.5%	3%	False	True	1,916
100	106.570	100.495	6.075	6.0%	0.424	0.4%	3%	False	True	1,533
120	106.570	98.786	7.784	7.7%	0.362	0.4%	24%	False	False	1,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.108
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.275
2.618	103.100
1.618	102.380
1.000	101.935
0.618	101.660
HIGH	101.215
0.618	100.940
0.500	100.855
0.382	100.770
LOW	100.495
0.618	100.050
1.000	99.775
1.618	99.330
2.618	98.610
4.250	97.435

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	100.855	101.018
PP	100.788	100.896
S1	100.721	100.775

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

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