ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.810 |
106.525 |
-0.285 |
-0.3% |
105.260 |
| High |
106.970 |
106.610 |
-0.360 |
-0.3% |
106.540 |
| Low |
106.245 |
106.050 |
-0.195 |
-0.2% |
105.200 |
| Close |
106.530 |
106.065 |
-0.465 |
-0.4% |
105.815 |
| Range |
0.725 |
0.560 |
-0.165 |
-22.8% |
1.340 |
| ATR |
0.611 |
0.608 |
-0.004 |
-0.6% |
0.000 |
| Volume |
16,093 |
16,177 |
84 |
0.5% |
87,689 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.922 |
107.553 |
106.373 |
|
| R3 |
107.362 |
106.993 |
106.219 |
|
| R2 |
106.802 |
106.802 |
106.168 |
|
| R1 |
106.433 |
106.433 |
106.116 |
106.338 |
| PP |
106.242 |
106.242 |
106.242 |
106.194 |
| S1 |
105.873 |
105.873 |
106.014 |
105.778 |
| S2 |
105.682 |
105.682 |
105.962 |
|
| S3 |
105.122 |
105.313 |
105.911 |
|
| S4 |
104.562 |
104.753 |
105.757 |
|
|
| 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% |
0.684 |
0.6% |
43% |
False |
False |
19,530 |
| 10 |
107.050 |
104.995 |
2.055 |
1.9% |
0.629 |
0.6% |
52% |
False |
False |
17,352 |
| 20 |
107.050 |
104.030 |
3.020 |
2.8% |
0.573 |
0.5% |
67% |
False |
False |
15,475 |
| 40 |
107.050 |
101.275 |
5.775 |
5.4% |
0.587 |
0.6% |
83% |
False |
False |
8,060 |
| 60 |
107.050 |
98.935 |
8.115 |
7.7% |
0.569 |
0.5% |
88% |
False |
False |
5,392 |
| 80 |
107.050 |
98.935 |
8.115 |
7.7% |
0.510 |
0.5% |
88% |
False |
False |
4,047 |
| 100 |
107.050 |
98.935 |
8.115 |
7.7% |
0.458 |
0.4% |
88% |
False |
False |
3,242 |
| 120 |
107.050 |
98.935 |
8.115 |
7.7% |
0.399 |
0.4% |
88% |
False |
False |
2,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.990 |
|
2.618 |
108.076 |
|
1.618 |
107.516 |
|
1.000 |
107.170 |
|
0.618 |
106.956 |
|
HIGH |
106.610 |
|
0.618 |
106.396 |
|
0.500 |
106.330 |
|
0.382 |
106.264 |
|
LOW |
106.050 |
|
0.618 |
105.704 |
|
1.000 |
105.490 |
|
1.618 |
105.144 |
|
2.618 |
104.584 |
|
4.250 |
103.670 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.330 |
106.550 |
| PP |
106.242 |
106.388 |
| S1 |
106.153 |
106.227 |
|