ICE US Dollar Index Future December 2023


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 105.645 105.910 0.265 0.3% 104.980
High 105.960 106.540 0.580 0.5% 105.465
Low 105.560 105.870 0.310 0.3% 104.345
Close 105.930 106.366 0.436 0.4% 105.260
Range 0.400 0.670 0.270 67.5% 1.120
ATR 0.555 0.563 0.008 1.5% 0.000
Volume 11,634 18,684 7,050 60.6% 64,029
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 108.269 107.987 106.735
R3 107.599 107.317 106.550
R2 106.929 106.929 106.489
R1 106.647 106.647 106.427 106.788
PP 106.259 106.259 106.259 106.329
S1 105.977 105.977 106.305 106.118
S2 105.589 105.589 106.243
S3 104.919 105.307 106.182
S4 104.249 104.637 105.998
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
5 106.540 104.960 1.580 1.5% 0.521 0.5% 89% True False 14,447
10 106.540 104.205 2.335 2.2% 0.539 0.5% 93% True False 15,108
20 106.540 102.550 3.990 3.8% 0.565 0.5% 96% True False 10,045
40 106.540 101.225 5.315 5.0% 0.562 0.5% 97% True False 5,138
60 106.540 98.935 7.605 7.1% 0.547 0.5% 98% True False 3,438
80 106.540 98.935 7.605 7.1% 0.483 0.5% 98% True False 2,584
100 106.540 98.935 7.605 7.1% 0.423 0.4% 98% True False 2,068
120 106.540 98.935 7.605 7.1% 0.368 0.3% 98% True False 1,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.116
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.388
2.618 108.294
1.618 107.624
1.000 107.210
0.618 106.954
HIGH 106.540
0.618 106.284
0.500 106.205
0.382 106.126
LOW 105.870
0.618 105.456
1.000 105.200
1.618 104.786
2.618 104.116
4.250 103.023
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 106.312 106.201
PP 106.259 106.035
S1 106.205 105.870

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

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