ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105.985 |
105.395 |
-0.590 |
-0.6% |
106.405 |
| High |
106.150 |
106.135 |
-0.015 |
0.0% |
106.485 |
| Low |
105.315 |
105.155 |
-0.160 |
-0.2% |
105.745 |
| Close |
105.334 |
106.080 |
0.746 |
0.7% |
105.988 |
| Range |
0.835 |
0.980 |
0.145 |
17.4% |
0.740 |
| ATR |
0.624 |
0.650 |
0.025 |
4.1% |
0.000 |
| Volume |
15,883 |
19,120 |
3,237 |
20.4% |
72,433 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.730 |
108.385 |
106.619 |
|
| R3 |
107.750 |
107.405 |
106.350 |
|
| R2 |
106.770 |
106.770 |
106.260 |
|
| R1 |
106.425 |
106.425 |
106.170 |
106.598 |
| PP |
105.790 |
105.790 |
105.790 |
105.876 |
| S1 |
105.445 |
105.445 |
105.990 |
105.618 |
| S2 |
104.810 |
104.810 |
105.900 |
|
| S3 |
103.830 |
104.465 |
105.811 |
|
| S4 |
102.850 |
103.485 |
105.541 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.293 |
107.880 |
106.395 |
|
| R3 |
107.553 |
107.140 |
106.192 |
|
| R2 |
106.813 |
106.813 |
106.124 |
|
| R1 |
106.400 |
106.400 |
106.056 |
106.237 |
| PP |
106.073 |
106.073 |
106.073 |
105.991 |
| S1 |
105.660 |
105.660 |
105.920 |
105.497 |
| S2 |
105.333 |
105.333 |
105.852 |
|
| S3 |
104.593 |
104.920 |
105.785 |
|
| S4 |
103.853 |
104.180 |
105.581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.485 |
105.155 |
1.330 |
1.3% |
0.706 |
0.7% |
70% |
False |
True |
15,396 |
| 10 |
106.565 |
105.155 |
1.410 |
1.3% |
0.653 |
0.6% |
66% |
False |
True |
15,127 |
| 20 |
107.050 |
105.155 |
1.895 |
1.8% |
0.677 |
0.6% |
49% |
False |
True |
16,938 |
| 40 |
107.050 |
102.550 |
4.500 |
4.2% |
0.628 |
0.6% |
78% |
False |
False |
13,031 |
| 60 |
107.050 |
101.225 |
5.825 |
5.5% |
0.598 |
0.6% |
83% |
False |
False |
8,761 |
| 80 |
107.050 |
98.935 |
8.115 |
7.6% |
0.571 |
0.5% |
88% |
False |
False |
6,579 |
| 100 |
107.050 |
98.935 |
8.115 |
7.6% |
0.517 |
0.5% |
88% |
False |
False |
5,268 |
| 120 |
107.050 |
98.935 |
8.115 |
7.6% |
0.460 |
0.4% |
88% |
False |
False |
4,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.300 |
|
2.618 |
108.701 |
|
1.618 |
107.721 |
|
1.000 |
107.115 |
|
0.618 |
106.741 |
|
HIGH |
106.135 |
|
0.618 |
105.761 |
|
0.500 |
105.645 |
|
0.382 |
105.529 |
|
LOW |
105.155 |
|
0.618 |
104.549 |
|
1.000 |
104.175 |
|
1.618 |
103.569 |
|
2.618 |
102.589 |
|
4.250 |
100.990 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.935 |
105.951 |
| PP |
105.790 |
105.822 |
| S1 |
105.645 |
105.693 |
|