ICE US Dollar Index Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
103.595 |
103.230 |
-0.365 |
-0.4% |
104.100 |
| High |
103.850 |
104.495 |
0.645 |
0.6% |
105.445 |
| Low |
103.065 |
102.875 |
-0.190 |
-0.2% |
103.725 |
| Close |
103.413 |
104.203 |
0.790 |
0.8% |
104.479 |
| Range |
0.785 |
1.620 |
0.835 |
106.4% |
1.720 |
| ATR |
1.089 |
1.127 |
0.038 |
3.5% |
0.000 |
| Volume |
26,361 |
48,348 |
21,987 |
83.4% |
7,860 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.718 |
108.080 |
105.094 |
|
| R3 |
107.098 |
106.460 |
104.649 |
|
| R2 |
105.478 |
105.478 |
104.500 |
|
| R1 |
104.840 |
104.840 |
104.352 |
105.159 |
| PP |
103.858 |
103.858 |
103.858 |
104.017 |
| S1 |
103.220 |
103.220 |
104.055 |
103.539 |
| S2 |
102.238 |
102.238 |
103.906 |
|
| S3 |
100.618 |
101.600 |
103.758 |
|
| S4 |
98.998 |
99.980 |
103.312 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.710 |
108.814 |
105.425 |
|
| R3 |
107.990 |
107.094 |
104.952 |
|
| R2 |
106.270 |
106.270 |
104.794 |
|
| R1 |
105.374 |
105.374 |
104.637 |
105.822 |
| PP |
104.550 |
104.550 |
104.550 |
104.774 |
| S1 |
103.654 |
103.654 |
104.321 |
104.102 |
| S2 |
102.830 |
102.830 |
104.164 |
|
| S3 |
101.110 |
101.934 |
104.006 |
|
| S4 |
99.390 |
100.214 |
103.533 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.895 |
102.875 |
2.020 |
1.9% |
1.058 |
1.0% |
66% |
False |
True |
18,912 |
| 10 |
105.445 |
102.875 |
2.570 |
2.5% |
1.059 |
1.0% |
52% |
False |
True |
10,160 |
| 20 |
107.500 |
102.875 |
4.625 |
4.4% |
1.019 |
1.0% |
29% |
False |
True |
5,368 |
| 40 |
113.450 |
102.875 |
10.575 |
10.1% |
1.212 |
1.2% |
13% |
False |
True |
2,829 |
| 60 |
114.445 |
102.875 |
11.570 |
11.1% |
1.229 |
1.2% |
11% |
False |
True |
1,951 |
| 80 |
114.445 |
102.875 |
11.570 |
11.1% |
1.072 |
1.0% |
11% |
False |
True |
1,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.380 |
|
2.618 |
108.736 |
|
1.618 |
107.116 |
|
1.000 |
106.115 |
|
0.618 |
105.496 |
|
HIGH |
104.495 |
|
0.618 |
103.876 |
|
0.500 |
103.685 |
|
0.382 |
103.494 |
|
LOW |
102.875 |
|
0.618 |
101.874 |
|
1.000 |
101.255 |
|
1.618 |
100.254 |
|
2.618 |
98.634 |
|
4.250 |
95.990 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
104.030 |
104.068 |
| PP |
103.858 |
103.933 |
| S1 |
103.685 |
103.798 |
|