ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
101.065 |
101.845 |
0.780 |
0.8% |
101.310 |
| High |
101.940 |
102.420 |
0.480 |
0.5% |
101.410 |
| Low |
101.030 |
101.770 |
0.740 |
0.7% |
100.320 |
| Close |
101.891 |
102.195 |
0.304 |
0.3% |
101.029 |
| Range |
0.910 |
0.650 |
-0.260 |
-28.6% |
1.090 |
| ATR |
0.622 |
0.624 |
0.002 |
0.3% |
0.000 |
| Volume |
14,739 |
11,860 |
-2,879 |
-19.5% |
39,051 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.078 |
103.787 |
102.553 |
|
| R3 |
103.428 |
103.137 |
102.374 |
|
| R2 |
102.778 |
102.778 |
102.314 |
|
| R1 |
102.487 |
102.487 |
102.255 |
102.633 |
| PP |
102.128 |
102.128 |
102.128 |
102.201 |
| S1 |
101.837 |
101.837 |
102.135 |
101.983 |
| S2 |
101.478 |
101.478 |
102.076 |
|
| S3 |
100.828 |
101.187 |
102.016 |
|
| S4 |
100.178 |
100.537 |
101.838 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.190 |
103.699 |
101.629 |
|
| R3 |
103.100 |
102.609 |
101.329 |
|
| R2 |
102.010 |
102.010 |
101.229 |
|
| R1 |
101.519 |
101.519 |
101.129 |
101.220 |
| PP |
100.920 |
100.920 |
100.920 |
100.770 |
| S1 |
100.429 |
100.429 |
100.929 |
100.130 |
| S2 |
99.830 |
99.830 |
100.829 |
|
| S3 |
98.740 |
99.339 |
100.729 |
|
| S4 |
97.650 |
98.249 |
100.430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.420 |
100.320 |
2.100 |
2.1% |
0.662 |
0.6% |
89% |
True |
False |
12,110 |
| 10 |
102.420 |
100.320 |
2.100 |
2.1% |
0.578 |
0.6% |
89% |
True |
False |
10,782 |
| 20 |
103.875 |
100.320 |
3.555 |
3.5% |
0.636 |
0.6% |
53% |
False |
False |
9,870 |
| 40 |
105.500 |
100.320 |
5.180 |
5.1% |
0.602 |
0.6% |
36% |
False |
False |
5,038 |
| 60 |
106.555 |
100.320 |
6.235 |
6.1% |
0.584 |
0.6% |
30% |
False |
False |
3,385 |
| 80 |
106.570 |
100.320 |
6.250 |
6.1% |
0.539 |
0.5% |
30% |
False |
False |
2,555 |
| 100 |
106.570 |
100.320 |
6.250 |
6.1% |
0.450 |
0.4% |
30% |
False |
False |
2,044 |
| 120 |
106.570 |
98.884 |
7.686 |
7.5% |
0.383 |
0.4% |
43% |
False |
False |
1,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.183 |
|
2.618 |
104.122 |
|
1.618 |
103.472 |
|
1.000 |
103.070 |
|
0.618 |
102.822 |
|
HIGH |
102.420 |
|
0.618 |
102.172 |
|
0.500 |
102.095 |
|
0.382 |
102.018 |
|
LOW |
101.770 |
|
0.618 |
101.368 |
|
1.000 |
101.120 |
|
1.618 |
100.718 |
|
2.618 |
100.068 |
|
4.250 |
99.008 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
102.162 |
101.992 |
| PP |
102.128 |
101.788 |
| S1 |
102.095 |
101.585 |
|