ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105.880 |
106.710 |
0.830 |
0.8% |
105.260 |
| High |
106.740 |
107.050 |
0.310 |
0.3% |
106.540 |
| Low |
105.750 |
106.510 |
0.760 |
0.7% |
105.200 |
| Close |
106.606 |
106.719 |
0.113 |
0.1% |
105.815 |
| Range |
0.990 |
0.540 |
-0.450 |
-45.5% |
1.340 |
| ATR |
0.608 |
0.603 |
-0.005 |
-0.8% |
0.000 |
| Volume |
18,681 |
21,661 |
2,980 |
16.0% |
87,689 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.380 |
108.089 |
107.016 |
|
| R3 |
107.840 |
107.549 |
106.868 |
|
| R2 |
107.300 |
107.300 |
106.818 |
|
| R1 |
107.009 |
107.009 |
106.769 |
107.155 |
| PP |
106.760 |
106.760 |
106.760 |
106.832 |
| S1 |
106.469 |
106.469 |
106.670 |
106.615 |
| S2 |
106.220 |
106.220 |
106.620 |
|
| S3 |
105.680 |
105.929 |
106.571 |
|
| S4 |
105.140 |
105.389 |
106.422 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.872 |
109.183 |
106.552 |
|
| R3 |
108.532 |
107.843 |
106.184 |
|
| R2 |
107.192 |
107.192 |
106.061 |
|
| R1 |
106.503 |
106.503 |
105.938 |
106.848 |
| PP |
105.852 |
105.852 |
105.852 |
106.024 |
| S1 |
105.163 |
105.163 |
105.692 |
105.508 |
| S2 |
104.512 |
104.512 |
105.569 |
|
| S3 |
103.172 |
103.823 |
105.447 |
|
| S4 |
101.832 |
102.483 |
105.078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.050 |
105.335 |
1.715 |
1.6% |
0.709 |
0.7% |
81% |
True |
False |
20,758 |
| 10 |
107.050 |
104.345 |
2.705 |
2.5% |
0.626 |
0.6% |
88% |
True |
False |
17,277 |
| 20 |
107.050 |
104.030 |
3.020 |
2.8% |
0.548 |
0.5% |
89% |
True |
False |
14,131 |
| 40 |
107.050 |
101.275 |
5.775 |
5.4% |
0.577 |
0.5% |
94% |
True |
False |
7,257 |
| 60 |
107.050 |
98.935 |
8.115 |
7.6% |
0.568 |
0.5% |
96% |
True |
False |
4,856 |
| 80 |
107.050 |
98.935 |
8.115 |
7.6% |
0.504 |
0.5% |
96% |
True |
False |
3,648 |
| 100 |
107.050 |
98.935 |
8.115 |
7.6% |
0.450 |
0.4% |
96% |
True |
False |
2,919 |
| 120 |
107.050 |
98.935 |
8.115 |
7.6% |
0.389 |
0.4% |
96% |
True |
False |
2,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.345 |
|
2.618 |
108.464 |
|
1.618 |
107.924 |
|
1.000 |
107.590 |
|
0.618 |
107.384 |
|
HIGH |
107.050 |
|
0.618 |
106.844 |
|
0.500 |
106.780 |
|
0.382 |
106.716 |
|
LOW |
106.510 |
|
0.618 |
106.176 |
|
1.000 |
105.970 |
|
1.618 |
105.636 |
|
2.618 |
105.096 |
|
4.250 |
104.215 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.780 |
106.544 |
| PP |
106.760 |
106.368 |
| S1 |
106.739 |
106.193 |
|