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 |
|
|
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 |
|