ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
103.460 |
102.940 |
-0.520 |
-0.5% |
105.330 |
| High |
103.470 |
103.170 |
-0.300 |
-0.3% |
105.330 |
| Low |
102.885 |
102.705 |
-0.180 |
-0.2% |
103.395 |
| Close |
102.942 |
103.064 |
0.122 |
0.1% |
103.425 |
| Range |
0.585 |
0.465 |
-0.120 |
-20.5% |
1.935 |
| ATR |
0.590 |
0.581 |
-0.009 |
-1.5% |
0.000 |
| Volume |
110 |
107 |
-3 |
-2.7% |
310 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.375 |
104.184 |
103.320 |
|
| R3 |
103.910 |
103.719 |
103.192 |
|
| R2 |
103.445 |
103.445 |
103.149 |
|
| R1 |
103.254 |
103.254 |
103.107 |
103.350 |
| PP |
102.980 |
102.980 |
102.980 |
103.027 |
| S1 |
102.789 |
102.789 |
103.021 |
102.885 |
| S2 |
102.515 |
102.515 |
102.979 |
|
| S3 |
102.050 |
102.324 |
102.936 |
|
| S4 |
101.585 |
101.859 |
102.808 |
|
|
| 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 |
104.045 |
102.705 |
1.340 |
1.3% |
0.538 |
0.5% |
27% |
False |
True |
76 |
| 10 |
105.500 |
102.705 |
2.795 |
2.7% |
0.576 |
0.6% |
13% |
False |
True |
80 |
| 20 |
106.555 |
102.705 |
3.850 |
3.7% |
0.565 |
0.5% |
9% |
False |
True |
97 |
| 40 |
106.570 |
102.705 |
3.865 |
3.8% |
0.562 |
0.5% |
9% |
False |
True |
83 |
| 60 |
106.570 |
102.336 |
4.234 |
4.1% |
0.435 |
0.4% |
17% |
False |
False |
64 |
| 80 |
106.570 |
101.121 |
5.449 |
5.3% |
0.343 |
0.3% |
36% |
False |
False |
48 |
| 100 |
106.570 |
98.786 |
7.784 |
7.6% |
0.286 |
0.3% |
55% |
False |
False |
38 |
| 120 |
106.570 |
98.786 |
7.784 |
7.6% |
0.244 |
0.2% |
55% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.146 |
|
2.618 |
104.387 |
|
1.618 |
103.922 |
|
1.000 |
103.635 |
|
0.618 |
103.457 |
|
HIGH |
103.170 |
|
0.618 |
102.992 |
|
0.500 |
102.938 |
|
0.382 |
102.883 |
|
LOW |
102.705 |
|
0.618 |
102.418 |
|
1.000 |
102.240 |
|
1.618 |
101.953 |
|
2.618 |
101.488 |
|
4.250 |
100.729 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
103.022 |
103.363 |
| PP |
102.980 |
103.263 |
| S1 |
102.938 |
103.164 |
|