ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
102.745 |
103.370 |
0.625 |
0.6% |
102.710 |
| High |
103.385 |
103.480 |
0.095 |
0.1% |
103.480 |
| Low |
102.725 |
103.300 |
0.575 |
0.6% |
102.610 |
| Close |
103.342 |
103.414 |
0.072 |
0.1% |
103.414 |
| Range |
0.660 |
0.180 |
-0.480 |
-72.7% |
0.870 |
| ATR |
0.515 |
0.491 |
-0.024 |
-4.6% |
0.000 |
| Volume |
18,027 |
4,700 |
-13,327 |
-73.9% |
75,327 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.938 |
103.856 |
103.513 |
|
| R3 |
103.758 |
103.676 |
103.464 |
|
| R2 |
103.578 |
103.578 |
103.447 |
|
| R1 |
103.496 |
103.496 |
103.431 |
103.537 |
| PP |
103.398 |
103.398 |
103.398 |
103.419 |
| S1 |
103.316 |
103.316 |
103.398 |
103.357 |
| S2 |
103.218 |
103.218 |
103.381 |
|
| S3 |
103.038 |
103.136 |
103.365 |
|
| S4 |
102.858 |
102.956 |
103.315 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.778 |
105.466 |
103.893 |
|
| R3 |
104.908 |
104.596 |
103.653 |
|
| R2 |
104.038 |
104.038 |
103.574 |
|
| R1 |
103.726 |
103.726 |
103.494 |
103.882 |
| PP |
103.168 |
103.168 |
103.168 |
103.246 |
| S1 |
102.856 |
102.856 |
103.334 |
103.012 |
| S2 |
102.298 |
102.298 |
103.255 |
|
| S3 |
101.428 |
101.986 |
103.175 |
|
| S4 |
100.558 |
101.116 |
102.936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.480 |
102.610 |
0.870 |
0.8% |
0.423 |
0.4% |
92% |
True |
False |
15,065 |
| 10 |
103.915 |
102.300 |
1.615 |
1.6% |
0.456 |
0.4% |
69% |
False |
False |
16,065 |
| 20 |
104.580 |
102.300 |
2.280 |
2.2% |
0.464 |
0.4% |
49% |
False |
False |
14,426 |
| 40 |
104.875 |
102.300 |
2.575 |
2.5% |
0.528 |
0.5% |
43% |
False |
False |
15,008 |
| 60 |
104.875 |
100.320 |
4.555 |
4.4% |
0.546 |
0.5% |
68% |
False |
False |
14,218 |
| 80 |
104.875 |
100.320 |
4.555 |
4.4% |
0.570 |
0.6% |
68% |
False |
False |
11,826 |
| 100 |
106.555 |
100.320 |
6.235 |
6.0% |
0.574 |
0.6% |
50% |
False |
False |
9,479 |
| 120 |
106.570 |
100.320 |
6.250 |
6.0% |
0.564 |
0.5% |
50% |
False |
False |
7,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.245 |
|
2.618 |
103.951 |
|
1.618 |
103.771 |
|
1.000 |
103.660 |
|
0.618 |
103.591 |
|
HIGH |
103.480 |
|
0.618 |
103.411 |
|
0.500 |
103.390 |
|
0.382 |
103.369 |
|
LOW |
103.300 |
|
0.618 |
103.189 |
|
1.000 |
103.120 |
|
1.618 |
103.009 |
|
2.618 |
102.829 |
|
4.250 |
102.535 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
103.406 |
103.297 |
| PP |
103.398 |
103.180 |
| S1 |
103.390 |
103.063 |
|