ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.710 |
106.810 |
0.100 |
0.1% |
105.260 |
| High |
107.050 |
106.970 |
-0.080 |
-0.1% |
106.540 |
| Low |
106.510 |
106.245 |
-0.265 |
-0.2% |
105.200 |
| Close |
106.719 |
106.530 |
-0.189 |
-0.2% |
105.815 |
| Range |
0.540 |
0.725 |
0.185 |
34.3% |
1.340 |
| ATR |
0.603 |
0.611 |
0.009 |
1.4% |
0.000 |
| Volume |
21,661 |
16,093 |
-5,568 |
-25.7% |
87,689 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.757 |
108.368 |
106.929 |
|
| R3 |
108.032 |
107.643 |
106.729 |
|
| R2 |
107.307 |
107.307 |
106.663 |
|
| R1 |
106.918 |
106.918 |
106.596 |
106.750 |
| PP |
106.582 |
106.582 |
106.582 |
106.498 |
| S1 |
106.193 |
106.193 |
106.464 |
106.025 |
| S2 |
105.857 |
105.857 |
106.397 |
|
| S3 |
105.132 |
105.468 |
106.331 |
|
| S4 |
104.407 |
104.743 |
106.131 |
|
|
| 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% |
0.720 |
0.7% |
70% |
False |
False |
20,240 |
| 10 |
107.050 |
104.960 |
2.090 |
2.0% |
0.621 |
0.6% |
75% |
False |
False |
17,343 |
| 20 |
107.050 |
104.030 |
3.020 |
2.8% |
0.564 |
0.5% |
83% |
False |
False |
14,890 |
| 40 |
107.050 |
101.275 |
5.775 |
5.4% |
0.579 |
0.5% |
91% |
False |
False |
7,657 |
| 60 |
107.050 |
98.935 |
8.115 |
7.6% |
0.576 |
0.5% |
94% |
False |
False |
5,123 |
| 80 |
107.050 |
98.935 |
8.115 |
7.6% |
0.511 |
0.5% |
94% |
False |
False |
3,849 |
| 100 |
107.050 |
98.935 |
8.115 |
7.6% |
0.455 |
0.4% |
94% |
False |
False |
3,080 |
| 120 |
107.050 |
98.935 |
8.115 |
7.6% |
0.395 |
0.4% |
94% |
False |
False |
2,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.051 |
|
2.618 |
108.868 |
|
1.618 |
108.143 |
|
1.000 |
107.695 |
|
0.618 |
107.418 |
|
HIGH |
106.970 |
|
0.618 |
106.693 |
|
0.500 |
106.608 |
|
0.382 |
106.522 |
|
LOW |
106.245 |
|
0.618 |
105.797 |
|
1.000 |
105.520 |
|
1.618 |
105.072 |
|
2.618 |
104.347 |
|
4.250 |
103.164 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.608 |
106.487 |
| PP |
106.582 |
106.443 |
| S1 |
106.556 |
106.400 |
|