ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
104.905 |
104.725 |
-0.180 |
-0.2% |
104.460 |
| High |
105.000 |
104.945 |
-0.055 |
-0.1% |
105.000 |
| Low |
104.635 |
104.695 |
0.060 |
0.1% |
104.000 |
| Close |
104.654 |
104.870 |
0.216 |
0.2% |
104.870 |
| Range |
0.365 |
0.250 |
-0.115 |
-31.5% |
1.000 |
| ATR |
0.334 |
0.331 |
-0.003 |
-0.9% |
0.000 |
| Volume |
47 |
13 |
-34 |
-72.3% |
76 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.587 |
105.478 |
105.008 |
|
| R3 |
105.337 |
105.228 |
104.939 |
|
| R2 |
105.087 |
105.087 |
104.916 |
|
| R1 |
104.978 |
104.978 |
104.893 |
105.033 |
| PP |
104.837 |
104.837 |
104.837 |
104.864 |
| S1 |
104.728 |
104.728 |
104.847 |
104.783 |
| S2 |
104.587 |
104.587 |
104.824 |
|
| S3 |
104.337 |
104.478 |
104.801 |
|
| S4 |
104.087 |
104.228 |
104.733 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.623 |
107.247 |
105.420 |
|
| R3 |
106.623 |
106.247 |
105.145 |
|
| R2 |
105.623 |
105.623 |
105.053 |
|
| R1 |
105.247 |
105.247 |
104.962 |
105.435 |
| PP |
104.623 |
104.623 |
104.623 |
104.718 |
| S1 |
104.247 |
104.247 |
104.778 |
104.435 |
| S2 |
103.623 |
103.623 |
104.687 |
|
| S3 |
102.623 |
103.247 |
104.595 |
|
| S4 |
101.623 |
102.247 |
104.320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.000 |
104.000 |
1.000 |
1.0% |
0.234 |
0.2% |
87% |
False |
False |
15 |
| 10 |
105.000 |
103.780 |
1.220 |
1.2% |
0.237 |
0.2% |
89% |
False |
False |
43 |
| 20 |
105.000 |
102.336 |
2.664 |
2.5% |
0.165 |
0.2% |
95% |
False |
False |
22 |
| 40 |
105.000 |
100.931 |
4.069 |
3.9% |
0.106 |
0.1% |
97% |
False |
False |
11 |
| 60 |
105.000 |
98.786 |
6.214 |
5.9% |
0.090 |
0.1% |
98% |
False |
False |
7 |
| 80 |
105.000 |
98.786 |
6.214 |
5.9% |
0.076 |
0.1% |
98% |
False |
False |
5 |
| 100 |
105.000 |
98.786 |
6.214 |
5.9% |
0.065 |
0.1% |
98% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.008 |
|
2.618 |
105.600 |
|
1.618 |
105.350 |
|
1.000 |
105.195 |
|
0.618 |
105.100 |
|
HIGH |
104.945 |
|
0.618 |
104.850 |
|
0.500 |
104.820 |
|
0.382 |
104.791 |
|
LOW |
104.695 |
|
0.618 |
104.541 |
|
1.000 |
104.445 |
|
1.618 |
104.291 |
|
2.618 |
104.041 |
|
4.250 |
103.633 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104.853 |
104.747 |
| PP |
104.837 |
104.623 |
| S1 |
104.820 |
104.500 |
|