ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105.860 |
105.620 |
-0.240 |
-0.2% |
105.985 |
| High |
105.880 |
105.620 |
-0.260 |
-0.2% |
106.555 |
| Low |
105.295 |
104.420 |
-0.875 |
-0.8% |
104.420 |
| Close |
105.597 |
104.479 |
-1.118 |
-1.1% |
104.479 |
| Range |
0.585 |
1.200 |
0.615 |
105.1% |
2.135 |
| ATR |
0.553 |
0.599 |
0.046 |
8.4% |
0.000 |
| Volume |
121 |
108 |
-13 |
-10.7% |
542 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.440 |
107.659 |
105.139 |
|
| R3 |
107.240 |
106.459 |
104.809 |
|
| R2 |
106.040 |
106.040 |
104.699 |
|
| R1 |
105.259 |
105.259 |
104.589 |
105.050 |
| PP |
104.840 |
104.840 |
104.840 |
104.735 |
| S1 |
104.059 |
104.059 |
104.369 |
103.850 |
| S2 |
103.640 |
103.640 |
104.259 |
|
| S3 |
102.440 |
102.859 |
104.149 |
|
| S4 |
101.240 |
101.659 |
103.819 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.556 |
110.153 |
105.653 |
|
| R3 |
109.421 |
108.018 |
105.066 |
|
| R2 |
107.286 |
107.286 |
104.870 |
|
| R1 |
105.883 |
105.883 |
104.675 |
105.517 |
| PP |
105.151 |
105.151 |
105.151 |
104.969 |
| S1 |
103.748 |
103.748 |
104.283 |
103.382 |
| S2 |
103.016 |
103.016 |
104.088 |
|
| S3 |
100.881 |
101.613 |
103.892 |
|
| S4 |
98.746 |
99.478 |
103.305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.555 |
104.420 |
2.135 |
2.0% |
0.729 |
0.7% |
3% |
False |
True |
108 |
| 10 |
106.555 |
104.420 |
2.135 |
2.0% |
0.636 |
0.6% |
3% |
False |
True |
112 |
| 20 |
106.555 |
104.420 |
2.135 |
2.0% |
0.548 |
0.5% |
3% |
False |
True |
79 |
| 40 |
106.570 |
103.780 |
2.790 |
2.7% |
0.477 |
0.5% |
25% |
False |
False |
72 |
| 60 |
106.570 |
102.000 |
4.570 |
4.4% |
0.349 |
0.3% |
54% |
False |
False |
48 |
| 80 |
106.570 |
98.884 |
7.686 |
7.4% |
0.274 |
0.3% |
73% |
False |
False |
36 |
| 100 |
106.570 |
98.786 |
7.784 |
7.5% |
0.227 |
0.2% |
73% |
False |
False |
29 |
| 120 |
106.570 |
98.786 |
7.784 |
7.5% |
0.193 |
0.2% |
73% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.720 |
|
2.618 |
108.762 |
|
1.618 |
107.562 |
|
1.000 |
106.820 |
|
0.618 |
106.362 |
|
HIGH |
105.620 |
|
0.618 |
105.162 |
|
0.500 |
105.020 |
|
0.382 |
104.878 |
|
LOW |
104.420 |
|
0.618 |
103.678 |
|
1.000 |
103.220 |
|
1.618 |
102.478 |
|
2.618 |
101.278 |
|
4.250 |
99.320 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105.020 |
105.488 |
| PP |
104.840 |
105.151 |
| S1 |
104.659 |
104.815 |
|