ICE US Dollar Index Future March 2023

Trading Metrics calculated at close of trading on 27-Dec-2022

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	104.175	103.835	-0.340	-0.3%	104.405
High	104.235	104.110	-0.125	-0.1%	104.560
Low	103.815	103.585	-0.230	-0.2%	103.400
Close	104.010	103.893	-0.117	-0.1%	104.010
Range	0.420	0.525	0.105	25.0%	1.160
ATR	0.977	0.944	-0.032	-3.3%	0.000
Volume	15,933	13,283	-2,650	-16.6%	102,692

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	105.438	105.190	104.182
R3	104.913	104.665	104.037
R2	104.388	104.388	103.989
R1	104.140	104.140	103.941	104.264
PP	103.863	103.863	103.863	103.925
S1	103.615	103.615	103.845	103.739
S2	103.338	103.338	103.797
S3	102.813	103.090	103.749
S4	102.288	102.565	103.604

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	107.470	106.900	104.648
R3	106.310	105.740	104.329
R2	105.150	105.150	104.223
R1	104.580	104.580	104.116	104.285
PP	103.990	103.990	103.990	103.843
S1	103.420	103.420	103.904	103.125
S2	102.830	102.830	103.797
S3	101.670	102.260	103.691
S4	100.510	101.100	103.372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.415	103.400	1.015	1.0%	0.675	0.6%	49%	False	False	19,552
10	104.720	102.875	1.845	1.8%	0.880	0.8%	55%	False	False	23,463
20	106.775	102.875	3.900	3.8%	0.950	0.9%	26%	False	False	12,742
40	112.500	102.875	9.625	9.3%	1.112	1.1%	11%	False	False	6,551
60	113.450	102.875	10.575	10.2%	1.133	1.1%	10%	False	False	4,437
80	114.445	102.875	11.570	11.1%	1.084	1.0%	9%	False	False	3,358

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.206
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.341
2.618	105.484
1.618	104.959
1.000	104.635
0.618	104.434
HIGH	104.110
0.618	103.909
0.500	103.848
0.382	103.786
LOW	103.585
0.618	103.261
1.000	103.060
1.618	102.736
2.618	102.211
4.250	101.354

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	103.878	103.885
PP	103.863	103.876
S1	103.848	103.868

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

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