ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
104.790 |
105.130 |
0.340 |
0.3% |
104.490 |
| High |
105.125 |
105.440 |
0.315 |
0.3% |
105.095 |
| Low |
104.345 |
104.960 |
0.615 |
0.6% |
104.030 |
| Close |
104.788 |
105.044 |
0.256 |
0.2% |
104.987 |
| Range |
0.780 |
0.480 |
-0.300 |
-38.5% |
1.065 |
| ATR |
0.567 |
0.573 |
0.006 |
1.1% |
0.000 |
| Volume |
15,432 |
16,093 |
661 |
4.3% |
74,084 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.588 |
106.296 |
105.308 |
|
| R3 |
106.108 |
105.816 |
105.176 |
|
| R2 |
105.628 |
105.628 |
105.132 |
|
| R1 |
105.336 |
105.336 |
105.088 |
105.242 |
| PP |
105.148 |
105.148 |
105.148 |
105.101 |
| S1 |
104.856 |
104.856 |
105.000 |
104.762 |
| S2 |
104.668 |
104.668 |
104.956 |
|
| S3 |
104.188 |
104.376 |
104.912 |
|
| S4 |
103.708 |
103.896 |
104.780 |
|
|
| 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 |
105.440 |
104.345 |
1.095 |
1.0% |
0.475 |
0.5% |
64% |
True |
False |
14,112 |
| 10 |
105.440 |
104.030 |
1.410 |
1.3% |
0.518 |
0.5% |
72% |
True |
False |
13,598 |
| 20 |
105.440 |
102.550 |
2.890 |
2.8% |
0.584 |
0.6% |
86% |
True |
False |
7,289 |
| 40 |
105.440 |
99.970 |
5.470 |
5.2% |
0.576 |
0.5% |
93% |
True |
False |
3,741 |
| 60 |
105.440 |
98.935 |
6.505 |
6.2% |
0.533 |
0.5% |
94% |
True |
False |
2,503 |
| 80 |
105.440 |
98.935 |
6.505 |
6.2% |
0.466 |
0.4% |
94% |
True |
False |
1,883 |
| 100 |
105.440 |
98.935 |
6.505 |
6.2% |
0.406 |
0.4% |
94% |
True |
False |
1,507 |
| 120 |
105.440 |
98.935 |
6.505 |
6.2% |
0.351 |
0.3% |
94% |
True |
False |
1,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.480 |
|
2.618 |
106.697 |
|
1.618 |
106.217 |
|
1.000 |
105.920 |
|
0.618 |
105.737 |
|
HIGH |
105.440 |
|
0.618 |
105.257 |
|
0.500 |
105.200 |
|
0.382 |
105.143 |
|
LOW |
104.960 |
|
0.618 |
104.663 |
|
1.000 |
104.480 |
|
1.618 |
104.183 |
|
2.618 |
103.703 |
|
4.250 |
102.920 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.200 |
104.994 |
| PP |
105.148 |
104.943 |
| S1 |
105.096 |
104.893 |
|