ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
105.260 |
105.645 |
0.385 |
0.4% |
104.980 |
| High |
105.785 |
105.960 |
0.175 |
0.2% |
105.465 |
| Low |
105.200 |
105.560 |
0.360 |
0.3% |
104.345 |
| Close |
105.690 |
105.930 |
0.240 |
0.2% |
105.260 |
| Range |
0.585 |
0.400 |
-0.185 |
-31.6% |
1.120 |
| ATR |
0.567 |
0.555 |
-0.012 |
-2.1% |
0.000 |
| Volume |
12,605 |
11,634 |
-971 |
-7.7% |
64,029 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.017 |
106.873 |
106.150 |
|
| R3 |
106.617 |
106.473 |
106.040 |
|
| R2 |
106.217 |
106.217 |
106.003 |
|
| R1 |
106.073 |
106.073 |
105.967 |
106.145 |
| PP |
105.817 |
105.817 |
105.817 |
105.853 |
| S1 |
105.673 |
105.673 |
105.893 |
105.745 |
| S2 |
105.417 |
105.417 |
105.857 |
|
| S3 |
105.017 |
105.273 |
105.820 |
|
| S4 |
104.617 |
104.873 |
105.710 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.383 |
107.942 |
105.876 |
|
| R3 |
107.263 |
106.822 |
105.568 |
|
| R2 |
106.143 |
106.143 |
105.465 |
|
| R1 |
105.702 |
105.702 |
105.363 |
105.923 |
| PP |
105.023 |
105.023 |
105.023 |
105.134 |
| S1 |
104.582 |
104.582 |
105.157 |
104.803 |
| S2 |
103.903 |
103.903 |
105.055 |
|
| S3 |
102.783 |
103.462 |
104.952 |
|
| S4 |
101.663 |
102.342 |
104.644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.960 |
104.345 |
1.615 |
1.5% |
0.543 |
0.5% |
98% |
True |
False |
13,796 |
| 10 |
105.960 |
104.155 |
1.805 |
1.7% |
0.519 |
0.5% |
98% |
True |
False |
14,596 |
| 20 |
105.960 |
102.550 |
3.410 |
3.2% |
0.578 |
0.5% |
99% |
True |
False |
9,125 |
| 40 |
105.960 |
101.225 |
4.735 |
4.5% |
0.559 |
0.5% |
99% |
True |
False |
4,673 |
| 60 |
105.960 |
98.935 |
7.025 |
6.6% |
0.536 |
0.5% |
100% |
True |
False |
3,127 |
| 80 |
105.960 |
98.935 |
7.025 |
6.6% |
0.476 |
0.4% |
100% |
True |
False |
2,351 |
| 100 |
105.960 |
98.935 |
7.025 |
6.6% |
0.417 |
0.4% |
100% |
True |
False |
1,881 |
| 120 |
105.960 |
98.935 |
7.025 |
6.6% |
0.363 |
0.3% |
100% |
True |
False |
1,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.660 |
|
2.618 |
107.007 |
|
1.618 |
106.607 |
|
1.000 |
106.360 |
|
0.618 |
106.207 |
|
HIGH |
105.960 |
|
0.618 |
105.807 |
|
0.500 |
105.760 |
|
0.382 |
105.713 |
|
LOW |
105.560 |
|
0.618 |
105.313 |
|
1.000 |
105.160 |
|
1.618 |
104.913 |
|
2.618 |
104.513 |
|
4.250 |
103.860 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.873 |
105.779 |
| PP |
105.817 |
105.628 |
| S1 |
105.760 |
105.478 |
|