ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
103.835 |
103.460 |
-0.375 |
-0.4% |
105.330 |
| High |
104.020 |
103.470 |
-0.550 |
-0.5% |
105.330 |
| Low |
103.395 |
102.885 |
-0.510 |
-0.5% |
103.395 |
| Close |
103.425 |
102.942 |
-0.483 |
-0.5% |
103.425 |
| Range |
0.625 |
0.585 |
-0.040 |
-6.4% |
1.935 |
| ATR |
0.590 |
0.590 |
0.000 |
-0.1% |
0.000 |
| Volume |
39 |
110 |
71 |
182.1% |
310 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.854 |
104.483 |
103.264 |
|
| R3 |
104.269 |
103.898 |
103.103 |
|
| R2 |
103.684 |
103.684 |
103.049 |
|
| R1 |
103.313 |
103.313 |
102.996 |
103.206 |
| PP |
103.099 |
103.099 |
103.099 |
103.046 |
| S1 |
102.728 |
102.728 |
102.888 |
102.621 |
| S2 |
102.514 |
102.514 |
102.835 |
|
| S3 |
101.929 |
102.143 |
102.781 |
|
| S4 |
101.344 |
101.558 |
102.620 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.855 |
108.575 |
104.489 |
|
| R3 |
107.920 |
106.640 |
103.957 |
|
| R2 |
105.985 |
105.985 |
103.780 |
|
| R1 |
104.705 |
104.705 |
103.602 |
104.378 |
| PP |
104.050 |
104.050 |
104.050 |
103.886 |
| S1 |
102.770 |
102.770 |
103.248 |
102.443 |
| S2 |
102.115 |
102.115 |
103.070 |
|
| S3 |
100.180 |
100.835 |
102.893 |
|
| S4 |
98.245 |
98.900 |
102.361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.180 |
102.885 |
2.295 |
2.2% |
0.785 |
0.8% |
2% |
False |
True |
80 |
| 10 |
105.500 |
102.885 |
2.615 |
2.5% |
0.569 |
0.6% |
2% |
False |
True |
76 |
| 20 |
106.555 |
102.885 |
3.670 |
3.6% |
0.586 |
0.6% |
2% |
False |
True |
94 |
| 40 |
106.570 |
102.885 |
3.685 |
3.6% |
0.558 |
0.5% |
2% |
False |
True |
81 |
| 60 |
106.570 |
102.336 |
4.234 |
4.1% |
0.434 |
0.4% |
14% |
False |
False |
62 |
| 80 |
106.570 |
101.121 |
5.449 |
5.3% |
0.337 |
0.3% |
33% |
False |
False |
46 |
| 100 |
106.570 |
98.786 |
7.784 |
7.6% |
0.281 |
0.3% |
53% |
False |
False |
37 |
| 120 |
106.570 |
98.786 |
7.784 |
7.6% |
0.240 |
0.2% |
53% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.956 |
|
2.618 |
105.002 |
|
1.618 |
104.417 |
|
1.000 |
104.055 |
|
0.618 |
103.832 |
|
HIGH |
103.470 |
|
0.618 |
103.247 |
|
0.500 |
103.178 |
|
0.382 |
103.108 |
|
LOW |
102.885 |
|
0.618 |
102.523 |
|
1.000 |
102.300 |
|
1.618 |
101.938 |
|
2.618 |
101.353 |
|
4.250 |
100.399 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
103.178 |
103.465 |
| PP |
103.099 |
103.291 |
| S1 |
103.021 |
103.116 |
|