ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
106.525 |
106.100 |
-0.425 |
-0.4% |
105.880 |
| High |
106.610 |
106.705 |
0.095 |
0.1% |
107.050 |
| Low |
106.050 |
105.680 |
-0.370 |
-0.3% |
105.680 |
| Close |
106.065 |
105.784 |
-0.281 |
-0.3% |
105.784 |
| Range |
0.560 |
1.025 |
0.465 |
83.0% |
1.370 |
| ATR |
0.608 |
0.638 |
0.030 |
4.9% |
0.000 |
| Volume |
16,177 |
22,168 |
5,991 |
37.0% |
94,780 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.131 |
108.483 |
106.348 |
|
| R3 |
108.106 |
107.458 |
106.066 |
|
| R2 |
107.081 |
107.081 |
105.972 |
|
| R1 |
106.433 |
106.433 |
105.878 |
106.245 |
| PP |
106.056 |
106.056 |
106.056 |
105.962 |
| S1 |
105.408 |
105.408 |
105.690 |
105.220 |
| S2 |
105.031 |
105.031 |
105.596 |
|
| S3 |
104.006 |
104.383 |
105.502 |
|
| S4 |
102.981 |
103.358 |
105.220 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.281 |
109.403 |
106.538 |
|
| R3 |
108.911 |
108.033 |
106.161 |
|
| R2 |
107.541 |
107.541 |
106.035 |
|
| R1 |
106.663 |
106.663 |
105.910 |
106.417 |
| PP |
106.171 |
106.171 |
106.171 |
106.049 |
| S1 |
105.293 |
105.293 |
105.658 |
105.047 |
| S2 |
104.801 |
104.801 |
105.533 |
|
| S3 |
103.431 |
103.923 |
105.407 |
|
| S4 |
102.061 |
102.553 |
105.031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.050 |
105.680 |
1.370 |
1.3% |
0.768 |
0.7% |
8% |
False |
True |
18,956 |
| 10 |
107.050 |
105.200 |
1.850 |
1.7% |
0.684 |
0.6% |
32% |
False |
False |
18,246 |
| 20 |
107.050 |
104.030 |
3.020 |
2.9% |
0.603 |
0.6% |
58% |
False |
False |
16,029 |
| 40 |
107.050 |
101.930 |
5.120 |
4.8% |
0.591 |
0.6% |
75% |
False |
False |
8,612 |
| 60 |
107.050 |
98.935 |
8.115 |
7.7% |
0.573 |
0.5% |
84% |
False |
False |
5,760 |
| 80 |
107.050 |
98.935 |
8.115 |
7.7% |
0.512 |
0.5% |
84% |
False |
False |
4,323 |
| 100 |
107.050 |
98.935 |
8.115 |
7.7% |
0.464 |
0.4% |
84% |
False |
False |
3,463 |
| 120 |
107.050 |
98.935 |
8.115 |
7.7% |
0.405 |
0.4% |
84% |
False |
False |
2,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.061 |
|
2.618 |
109.388 |
|
1.618 |
108.363 |
|
1.000 |
107.730 |
|
0.618 |
107.338 |
|
HIGH |
106.705 |
|
0.618 |
106.313 |
|
0.500 |
106.193 |
|
0.382 |
106.072 |
|
LOW |
105.680 |
|
0.618 |
105.047 |
|
1.000 |
104.655 |
|
1.618 |
104.022 |
|
2.618 |
102.997 |
|
4.250 |
101.324 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.193 |
106.325 |
| PP |
106.056 |
106.145 |
| S1 |
105.920 |
105.964 |
|