ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105.370 |
105.525 |
0.155 |
0.1% |
104.910 |
| High |
105.500 |
106.290 |
0.790 |
0.7% |
106.135 |
| Low |
104.970 |
105.505 |
0.535 |
0.5% |
104.910 |
| Close |
105.435 |
106.191 |
0.756 |
0.7% |
105.435 |
| Range |
0.530 |
0.785 |
0.255 |
48.1% |
1.225 |
| ATR |
0.394 |
0.427 |
0.033 |
8.3% |
0.000 |
| Volume |
87 |
47 |
-40 |
-46.0% |
310 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.350 |
108.056 |
106.623 |
|
| R3 |
107.565 |
107.271 |
106.407 |
|
| R2 |
106.780 |
106.780 |
106.335 |
|
| R1 |
106.486 |
106.486 |
106.263 |
106.633 |
| PP |
105.995 |
105.995 |
105.995 |
106.069 |
| S1 |
105.701 |
105.701 |
106.119 |
105.848 |
| S2 |
105.210 |
105.210 |
106.047 |
|
| S3 |
104.425 |
104.916 |
105.975 |
|
| S4 |
103.640 |
104.131 |
105.759 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.168 |
108.527 |
106.109 |
|
| R3 |
107.943 |
107.302 |
105.772 |
|
| R2 |
106.718 |
106.718 |
105.660 |
|
| R1 |
106.077 |
106.077 |
105.547 |
106.398 |
| PP |
105.493 |
105.493 |
105.493 |
105.654 |
| S1 |
104.852 |
104.852 |
105.323 |
105.173 |
| S2 |
104.268 |
104.268 |
105.210 |
|
| S3 |
103.043 |
103.627 |
105.098 |
|
| S4 |
101.818 |
102.402 |
104.761 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.290 |
104.970 |
1.320 |
1.2% |
0.590 |
0.6% |
93% |
True |
False |
62 |
| 10 |
106.290 |
104.000 |
2.290 |
2.2% |
0.454 |
0.4% |
96% |
True |
False |
42 |
| 20 |
106.290 |
103.780 |
2.510 |
2.4% |
0.314 |
0.3% |
96% |
True |
False |
39 |
| 40 |
106.290 |
101.622 |
4.668 |
4.4% |
0.191 |
0.2% |
98% |
True |
False |
20 |
| 60 |
106.290 |
98.786 |
7.504 |
7.1% |
0.143 |
0.1% |
99% |
True |
False |
13 |
| 80 |
106.290 |
98.786 |
7.504 |
7.1% |
0.118 |
0.1% |
99% |
True |
False |
10 |
| 100 |
106.290 |
98.786 |
7.504 |
7.1% |
0.099 |
0.1% |
99% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.626 |
|
2.618 |
108.345 |
|
1.618 |
107.560 |
|
1.000 |
107.075 |
|
0.618 |
106.775 |
|
HIGH |
106.290 |
|
0.618 |
105.990 |
|
0.500 |
105.898 |
|
0.382 |
105.805 |
|
LOW |
105.505 |
|
0.618 |
105.020 |
|
1.000 |
104.720 |
|
1.618 |
104.235 |
|
2.618 |
103.450 |
|
4.250 |
102.169 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.093 |
106.004 |
| PP |
105.995 |
105.817 |
| S1 |
105.898 |
105.630 |
|