ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105.620 |
106.065 |
0.445 |
0.4% |
106.000 |
| High |
105.980 |
106.395 |
0.415 |
0.4% |
106.035 |
| Low |
105.590 |
106.020 |
0.430 |
0.4% |
105.405 |
| Close |
105.962 |
106.027 |
0.065 |
0.1% |
105.608 |
| Range |
0.390 |
0.375 |
-0.015 |
-3.8% |
0.630 |
| ATR |
0.503 |
0.498 |
-0.005 |
-1.0% |
0.000 |
| Volume |
29 |
404 |
375 |
1,293.1% |
229 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.272 |
107.025 |
106.233 |
|
| R3 |
106.897 |
106.650 |
106.130 |
|
| R2 |
106.522 |
106.522 |
106.096 |
|
| R1 |
106.275 |
106.275 |
106.061 |
106.211 |
| PP |
106.147 |
106.147 |
106.147 |
106.116 |
| S1 |
105.900 |
105.900 |
105.993 |
105.836 |
| S2 |
105.772 |
105.772 |
105.958 |
|
| S3 |
105.397 |
105.525 |
105.924 |
|
| S4 |
105.022 |
105.150 |
105.821 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.573 |
107.220 |
105.955 |
|
| R3 |
106.943 |
106.590 |
105.781 |
|
| R2 |
106.313 |
106.313 |
105.724 |
|
| R1 |
105.960 |
105.960 |
105.666 |
105.822 |
| PP |
105.683 |
105.683 |
105.683 |
105.613 |
| S1 |
105.330 |
105.330 |
105.550 |
105.192 |
| S2 |
105.053 |
105.053 |
105.493 |
|
| S3 |
104.423 |
104.700 |
105.435 |
|
| S4 |
103.793 |
104.070 |
105.262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.395 |
104.820 |
1.575 |
1.5% |
0.492 |
0.5% |
77% |
True |
False |
112 |
| 10 |
106.395 |
104.820 |
1.575 |
1.5% |
0.478 |
0.5% |
77% |
True |
False |
82 |
| 20 |
106.570 |
104.820 |
1.750 |
1.7% |
0.530 |
0.5% |
69% |
False |
False |
84 |
| 40 |
106.570 |
103.391 |
3.179 |
3.0% |
0.389 |
0.4% |
83% |
False |
False |
58 |
| 60 |
106.570 |
101.121 |
5.449 |
5.1% |
0.282 |
0.3% |
90% |
False |
False |
39 |
| 80 |
106.570 |
98.786 |
7.784 |
7.3% |
0.225 |
0.2% |
93% |
False |
False |
29 |
| 100 |
106.570 |
98.786 |
7.784 |
7.3% |
0.187 |
0.2% |
93% |
False |
False |
23 |
| 120 |
106.570 |
98.786 |
7.784 |
7.3% |
0.160 |
0.2% |
93% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.989 |
|
2.618 |
107.377 |
|
1.618 |
107.002 |
|
1.000 |
106.770 |
|
0.618 |
106.627 |
|
HIGH |
106.395 |
|
0.618 |
106.252 |
|
0.500 |
106.208 |
|
0.382 |
106.163 |
|
LOW |
106.020 |
|
0.618 |
105.788 |
|
1.000 |
105.645 |
|
1.618 |
105.413 |
|
2.618 |
105.038 |
|
4.250 |
104.426 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106.208 |
105.887 |
| PP |
106.147 |
105.747 |
| S1 |
106.087 |
105.608 |
|