ICE US Dollar Index Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106.655 |
106.900 |
0.245 |
0.2% |
111.000 |
| High |
107.150 |
106.995 |
-0.155 |
-0.1% |
111.170 |
| Low |
106.330 |
105.155 |
-1.175 |
-1.1% |
106.140 |
| Close |
106.531 |
106.295 |
-0.236 |
-0.2% |
106.164 |
| Range |
0.820 |
1.840 |
1.020 |
124.4% |
5.030 |
| ATR |
1.494 |
1.519 |
0.025 |
1.7% |
0.000 |
| Volume |
40,262 |
75,905 |
35,643 |
88.5% |
245,747 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.668 |
110.822 |
107.307 |
|
| R3 |
109.828 |
108.982 |
106.801 |
|
| R2 |
107.988 |
107.988 |
106.632 |
|
| R1 |
107.142 |
107.142 |
106.464 |
106.645 |
| PP |
106.148 |
106.148 |
106.148 |
105.900 |
| S1 |
105.302 |
105.302 |
106.126 |
104.805 |
| S2 |
104.308 |
104.308 |
105.958 |
|
| S3 |
102.468 |
103.462 |
105.789 |
|
| S4 |
100.628 |
101.622 |
105.283 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.915 |
119.569 |
108.931 |
|
| R3 |
117.885 |
114.539 |
107.547 |
|
| R2 |
112.855 |
112.855 |
107.086 |
|
| R1 |
109.509 |
109.509 |
106.625 |
108.667 |
| PP |
107.825 |
107.825 |
107.825 |
107.404 |
| S1 |
104.479 |
104.479 |
105.703 |
103.637 |
| S2 |
102.795 |
102.795 |
105.242 |
|
| S3 |
97.765 |
99.449 |
104.781 |
|
| S4 |
92.735 |
94.419 |
103.398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.890 |
105.155 |
5.735 |
5.4% |
1.867 |
1.8% |
20% |
False |
True |
58,105 |
| 10 |
113.045 |
105.155 |
7.890 |
7.4% |
1.722 |
1.6% |
14% |
False |
True |
52,386 |
| 20 |
113.835 |
105.155 |
8.680 |
8.2% |
1.487 |
1.4% |
13% |
False |
True |
50,089 |
| 40 |
114.745 |
105.155 |
9.590 |
9.0% |
1.443 |
1.4% |
12% |
False |
True |
51,308 |
| 60 |
114.745 |
105.155 |
9.590 |
9.0% |
1.291 |
1.2% |
12% |
False |
True |
37,693 |
| 80 |
114.745 |
104.150 |
10.595 |
10.0% |
1.180 |
1.1% |
20% |
False |
False |
28,306 |
| 100 |
114.745 |
103.320 |
11.425 |
10.7% |
1.109 |
1.0% |
26% |
False |
False |
22,659 |
| 120 |
114.745 |
101.265 |
13.480 |
12.7% |
1.044 |
1.0% |
37% |
False |
False |
18,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.815 |
|
2.618 |
111.812 |
|
1.618 |
109.972 |
|
1.000 |
108.835 |
|
0.618 |
108.132 |
|
HIGH |
106.995 |
|
0.618 |
106.292 |
|
0.500 |
106.075 |
|
0.382 |
105.858 |
|
LOW |
105.155 |
|
0.618 |
104.018 |
|
1.000 |
103.315 |
|
1.618 |
102.178 |
|
2.618 |
100.338 |
|
4.250 |
97.335 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106.222 |
106.738 |
| PP |
106.148 |
106.590 |
| S1 |
106.075 |
106.443 |
|