ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106.045 |
104.915 |
-1.130 |
-1.1% |
106.380 |
| High |
106.075 |
105.120 |
-0.955 |
-0.9% |
106.985 |
| Low |
104.780 |
104.690 |
-0.090 |
-0.1% |
104.780 |
| Close |
104.859 |
105.046 |
0.187 |
0.2% |
104.859 |
| Range |
1.295 |
0.430 |
-0.865 |
-66.8% |
2.205 |
| ATR |
0.707 |
0.687 |
-0.020 |
-2.8% |
0.000 |
| Volume |
26,327 |
13,611 |
-12,716 |
-48.3% |
95,886 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.242 |
106.074 |
105.283 |
|
| R3 |
105.812 |
105.644 |
105.164 |
|
| R2 |
105.382 |
105.382 |
105.125 |
|
| R1 |
105.214 |
105.214 |
105.085 |
105.298 |
| PP |
104.952 |
104.952 |
104.952 |
104.994 |
| S1 |
104.784 |
104.784 |
105.007 |
104.868 |
| S2 |
104.522 |
104.522 |
104.967 |
|
| S3 |
104.092 |
104.354 |
104.928 |
|
| S4 |
103.662 |
103.924 |
104.810 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.156 |
110.713 |
106.072 |
|
| R3 |
109.951 |
108.508 |
105.465 |
|
| R2 |
107.746 |
107.746 |
105.263 |
|
| R1 |
106.303 |
106.303 |
105.061 |
105.922 |
| PP |
105.541 |
105.541 |
105.541 |
105.351 |
| S1 |
104.098 |
104.098 |
104.657 |
103.717 |
| S2 |
103.336 |
103.336 |
104.455 |
|
| S3 |
101.131 |
101.893 |
104.253 |
|
| S4 |
98.926 |
99.688 |
103.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.985 |
104.690 |
2.295 |
2.2% |
0.782 |
0.7% |
16% |
False |
True |
19,287 |
| 10 |
106.985 |
104.690 |
2.295 |
2.2% |
0.689 |
0.7% |
16% |
False |
True |
17,288 |
| 20 |
106.985 |
104.690 |
2.295 |
2.2% |
0.651 |
0.6% |
16% |
False |
True |
15,992 |
| 40 |
107.050 |
104.045 |
3.005 |
2.9% |
0.628 |
0.6% |
33% |
False |
False |
16,116 |
| 60 |
107.050 |
102.340 |
4.710 |
4.5% |
0.613 |
0.6% |
57% |
False |
False |
11,309 |
| 80 |
107.050 |
98.990 |
8.060 |
7.7% |
0.594 |
0.6% |
75% |
False |
False |
8,498 |
| 100 |
107.050 |
98.935 |
8.115 |
7.7% |
0.546 |
0.5% |
75% |
False |
False |
6,802 |
| 120 |
107.050 |
98.935 |
8.115 |
7.7% |
0.498 |
0.5% |
75% |
False |
False |
5,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.948 |
|
2.618 |
106.246 |
|
1.618 |
105.816 |
|
1.000 |
105.550 |
|
0.618 |
105.386 |
|
HIGH |
105.120 |
|
0.618 |
104.956 |
|
0.500 |
104.905 |
|
0.382 |
104.854 |
|
LOW |
104.690 |
|
0.618 |
104.424 |
|
1.000 |
104.260 |
|
1.618 |
103.994 |
|
2.618 |
103.564 |
|
4.250 |
102.863 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104.999 |
105.513 |
| PP |
104.952 |
105.357 |
| S1 |
104.905 |
105.202 |
|