ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
100.750 |
100.390 |
-0.360 |
-0.4% |
99.305 |
| High |
100.750 |
101.240 |
0.490 |
0.5% |
100.560 |
| Low |
100.296 |
99.970 |
-0.326 |
-0.3% |
98.990 |
| Close |
100.296 |
101.204 |
0.908 |
0.9% |
100.483 |
| Range |
0.454 |
1.270 |
0.816 |
179.7% |
1.570 |
| ATR |
0.471 |
0.528 |
0.057 |
12.1% |
0.000 |
| Volume |
33 |
91 |
58 |
175.8% |
129 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.615 |
104.179 |
101.903 |
|
| R3 |
103.345 |
102.909 |
101.553 |
|
| R2 |
102.075 |
102.075 |
101.437 |
|
| R1 |
101.639 |
101.639 |
101.320 |
101.857 |
| PP |
100.805 |
100.805 |
100.805 |
100.914 |
| S1 |
100.369 |
100.369 |
101.088 |
100.587 |
| S2 |
99.535 |
99.535 |
100.971 |
|
| S3 |
98.265 |
99.099 |
100.855 |
|
| S4 |
96.995 |
97.829 |
100.506 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.721 |
104.172 |
101.347 |
|
| R3 |
103.151 |
102.602 |
100.915 |
|
| R2 |
101.581 |
101.581 |
100.771 |
|
| R1 |
101.032 |
101.032 |
100.627 |
101.307 |
| PP |
100.011 |
100.011 |
100.011 |
100.148 |
| S1 |
99.462 |
99.462 |
100.339 |
99.737 |
| S2 |
98.441 |
98.441 |
100.195 |
|
| S3 |
96.871 |
97.892 |
100.051 |
|
| S4 |
95.301 |
96.322 |
99.620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.240 |
99.970 |
1.270 |
1.3% |
0.570 |
0.6% |
97% |
True |
True |
50 |
| 10 |
101.240 |
98.935 |
2.305 |
2.3% |
0.528 |
0.5% |
98% |
True |
False |
39 |
| 20 |
102.780 |
98.935 |
3.845 |
3.8% |
0.486 |
0.5% |
59% |
False |
False |
31 |
| 40 |
103.500 |
98.935 |
4.565 |
4.5% |
0.380 |
0.4% |
50% |
False |
False |
28 |
| 60 |
103.740 |
98.935 |
4.805 |
4.7% |
0.307 |
0.3% |
47% |
False |
False |
19 |
| 80 |
103.740 |
98.935 |
4.805 |
4.7% |
0.254 |
0.3% |
47% |
False |
False |
15 |
| 100 |
103.740 |
98.935 |
4.805 |
4.7% |
0.203 |
0.2% |
47% |
False |
False |
12 |
| 120 |
104.838 |
98.935 |
5.903 |
5.8% |
0.169 |
0.2% |
38% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.638 |
|
2.618 |
104.565 |
|
1.618 |
103.295 |
|
1.000 |
102.510 |
|
0.618 |
102.025 |
|
HIGH |
101.240 |
|
0.618 |
100.755 |
|
0.500 |
100.605 |
|
0.382 |
100.455 |
|
LOW |
99.970 |
|
0.618 |
99.185 |
|
1.000 |
98.700 |
|
1.618 |
97.915 |
|
2.618 |
96.645 |
|
4.250 |
94.573 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
101.004 |
101.004 |
| PP |
100.805 |
100.805 |
| S1 |
100.605 |
100.605 |
|