ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
104.760 |
104.790 |
0.030 |
0.0% |
104.490 |
| High |
104.890 |
105.125 |
0.235 |
0.2% |
105.095 |
| Low |
104.465 |
104.345 |
-0.120 |
-0.1% |
104.030 |
| Close |
104.832 |
104.788 |
-0.044 |
0.0% |
104.987 |
| Range |
0.425 |
0.780 |
0.355 |
83.5% |
1.065 |
| ATR |
0.551 |
0.567 |
0.016 |
3.0% |
0.000 |
| Volume |
10,307 |
15,432 |
5,125 |
49.7% |
74,084 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.093 |
106.720 |
105.217 |
|
| R3 |
106.313 |
105.940 |
105.003 |
|
| R2 |
105.533 |
105.533 |
104.931 |
|
| R1 |
105.160 |
105.160 |
104.860 |
104.957 |
| PP |
104.753 |
104.753 |
104.753 |
104.651 |
| S1 |
104.380 |
104.380 |
104.717 |
104.177 |
| S2 |
103.973 |
103.973 |
104.645 |
|
| S3 |
103.193 |
103.600 |
104.574 |
|
| S4 |
102.413 |
102.820 |
104.359 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.899 |
107.508 |
105.573 |
|
| R3 |
106.834 |
106.443 |
105.280 |
|
| R2 |
105.769 |
105.769 |
105.182 |
|
| R1 |
105.378 |
105.378 |
105.085 |
105.574 |
| PP |
104.704 |
104.704 |
104.704 |
104.802 |
| S1 |
104.313 |
104.313 |
104.889 |
104.509 |
| S2 |
103.639 |
103.639 |
104.792 |
|
| S3 |
102.574 |
103.248 |
104.694 |
|
| S4 |
101.509 |
102.183 |
104.401 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.125 |
104.205 |
0.920 |
0.9% |
0.557 |
0.5% |
63% |
True |
False |
15,769 |
| 10 |
105.125 |
104.030 |
1.095 |
1.0% |
0.507 |
0.5% |
69% |
True |
False |
12,436 |
| 20 |
105.125 |
102.550 |
2.575 |
2.5% |
0.595 |
0.6% |
87% |
True |
False |
6,514 |
| 40 |
105.125 |
99.970 |
5.155 |
4.9% |
0.576 |
0.5% |
93% |
True |
False |
3,339 |
| 60 |
105.125 |
98.935 |
6.190 |
5.9% |
0.528 |
0.5% |
95% |
True |
False |
2,235 |
| 80 |
105.125 |
98.935 |
6.190 |
5.9% |
0.465 |
0.4% |
95% |
True |
False |
1,682 |
| 100 |
105.125 |
98.935 |
6.190 |
5.9% |
0.401 |
0.4% |
95% |
True |
False |
1,346 |
| 120 |
105.125 |
98.935 |
6.190 |
5.9% |
0.347 |
0.3% |
95% |
True |
False |
1,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.440 |
|
2.618 |
107.167 |
|
1.618 |
106.387 |
|
1.000 |
105.905 |
|
0.618 |
105.607 |
|
HIGH |
105.125 |
|
0.618 |
104.827 |
|
0.500 |
104.735 |
|
0.382 |
104.643 |
|
LOW |
104.345 |
|
0.618 |
103.863 |
|
1.000 |
103.565 |
|
1.618 |
103.083 |
|
2.618 |
102.303 |
|
4.250 |
101.030 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104.770 |
104.770 |
| PP |
104.753 |
104.753 |
| S1 |
104.735 |
104.735 |
|