ICE US Dollar Index Future December 2023
Trading Metrics calculated at close of trading on 28-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
103.315 |
103.045 |
-0.270 |
-0.3% |
103.710 |
High |
103.440 |
103.225 |
-0.215 |
-0.2% |
104.115 |
Low |
103.060 |
102.515 |
-0.545 |
-0.5% |
103.070 |
Close |
103.105 |
102.649 |
-0.456 |
-0.4% |
103.304 |
Range |
0.380 |
0.710 |
0.330 |
86.8% |
1.045 |
ATR |
0.651 |
0.655 |
0.004 |
0.6% |
0.000 |
Volume |
11,782 |
17,213 |
5,431 |
46.1% |
56,953 |
|
Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.926 |
104.498 |
103.040 |
|
R3 |
104.216 |
103.788 |
102.844 |
|
R2 |
103.506 |
103.506 |
102.779 |
|
R1 |
103.078 |
103.078 |
102.714 |
102.937 |
PP |
102.796 |
102.796 |
102.796 |
102.726 |
S1 |
102.368 |
102.368 |
102.584 |
102.227 |
S2 |
102.086 |
102.086 |
102.519 |
|
S3 |
101.376 |
101.658 |
102.454 |
|
S4 |
100.666 |
100.948 |
102.259 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.631 |
106.013 |
103.879 |
|
R3 |
105.586 |
104.968 |
103.591 |
|
R2 |
104.541 |
104.541 |
103.496 |
|
R1 |
103.923 |
103.923 |
103.400 |
103.710 |
PP |
103.496 |
103.496 |
103.496 |
103.390 |
S1 |
102.878 |
102.878 |
103.208 |
102.665 |
S2 |
102.451 |
102.451 |
103.112 |
|
S3 |
101.406 |
101.833 |
103.017 |
|
S4 |
100.361 |
100.788 |
102.729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.115 |
102.515 |
1.600 |
1.6% |
0.570 |
0.6% |
8% |
False |
True |
14,364 |
10 |
105.765 |
102.515 |
3.250 |
3.2% |
0.724 |
0.7% |
4% |
False |
True |
16,933 |
20 |
106.985 |
102.515 |
4.470 |
4.4% |
0.669 |
0.7% |
3% |
False |
True |
16,462 |
40 |
107.050 |
102.515 |
4.535 |
4.4% |
0.648 |
0.6% |
3% |
False |
True |
16,080 |
60 |
107.050 |
102.515 |
4.535 |
4.4% |
0.619 |
0.6% |
3% |
False |
True |
15,090 |
80 |
107.050 |
101.275 |
5.775 |
5.6% |
0.610 |
0.6% |
24% |
False |
False |
11,399 |
100 |
107.050 |
98.935 |
8.115 |
7.9% |
0.599 |
0.6% |
46% |
False |
False |
9,129 |
120 |
107.050 |
98.935 |
8.115 |
7.9% |
0.551 |
0.5% |
46% |
False |
False |
7,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.243 |
2.618 |
105.084 |
1.618 |
104.374 |
1.000 |
103.935 |
0.618 |
103.664 |
HIGH |
103.225 |
0.618 |
102.954 |
0.500 |
102.870 |
0.382 |
102.786 |
LOW |
102.515 |
0.618 |
102.076 |
1.000 |
101.805 |
1.618 |
101.366 |
2.618 |
100.656 |
4.250 |
99.498 |
|
|
Fisher Pivots for day following 28-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
102.870 |
103.130 |
PP |
102.796 |
102.970 |
S1 |
102.723 |
102.809 |
|