ICE US Dollar Index Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
103.925 |
104.005 |
0.080 |
0.1% |
103.060 |
| High |
104.030 |
104.165 |
0.135 |
0.1% |
104.200 |
| Low |
103.710 |
103.920 |
0.210 |
0.2% |
102.830 |
| Close |
103.991 |
104.064 |
0.073 |
0.1% |
104.177 |
| Range |
0.320 |
0.245 |
-0.075 |
-23.4% |
1.370 |
| ATR |
0.480 |
0.463 |
-0.017 |
-3.5% |
0.000 |
| Volume |
8,546 |
11,294 |
2,748 |
32.2% |
83,354 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.785 |
104.669 |
104.199 |
|
| R3 |
104.540 |
104.424 |
104.131 |
|
| R2 |
104.295 |
104.295 |
104.109 |
|
| R1 |
104.179 |
104.179 |
104.086 |
104.237 |
| PP |
104.050 |
104.050 |
104.050 |
104.079 |
| S1 |
103.934 |
103.934 |
104.042 |
103.992 |
| S2 |
103.805 |
103.805 |
104.019 |
|
| S3 |
103.560 |
103.689 |
103.997 |
|
| S4 |
103.315 |
103.444 |
103.929 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.846 |
107.381 |
104.931 |
|
| R3 |
106.476 |
106.011 |
104.554 |
|
| R2 |
105.106 |
105.106 |
104.428 |
|
| R1 |
104.641 |
104.641 |
104.303 |
104.874 |
| PP |
103.736 |
103.736 |
103.736 |
103.852 |
| S1 |
103.271 |
103.271 |
104.051 |
103.504 |
| S2 |
102.366 |
102.366 |
103.926 |
|
| S3 |
100.996 |
101.901 |
103.800 |
|
| S4 |
99.626 |
100.531 |
103.424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.200 |
102.830 |
1.370 |
1.3% |
0.484 |
0.5% |
90% |
False |
False |
15,070 |
| 10 |
104.200 |
102.355 |
1.845 |
1.8% |
0.489 |
0.5% |
93% |
False |
False |
15,298 |
| 20 |
104.200 |
101.950 |
2.250 |
2.2% |
0.462 |
0.4% |
94% |
False |
False |
9,313 |
| 40 |
104.490 |
101.950 |
2.540 |
2.4% |
0.481 |
0.5% |
83% |
False |
False |
4,710 |
| 60 |
104.490 |
101.305 |
3.185 |
3.1% |
0.453 |
0.4% |
87% |
False |
False |
3,147 |
| 80 |
104.490 |
100.180 |
4.310 |
4.1% |
0.403 |
0.4% |
90% |
False |
False |
2,366 |
| 100 |
105.020 |
100.180 |
4.840 |
4.7% |
0.347 |
0.3% |
80% |
False |
False |
1,893 |
| 120 |
105.955 |
100.180 |
5.775 |
5.5% |
0.289 |
0.3% |
67% |
False |
False |
1,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.206 |
|
2.618 |
104.806 |
|
1.618 |
104.561 |
|
1.000 |
104.410 |
|
0.618 |
104.316 |
|
HIGH |
104.165 |
|
0.618 |
104.071 |
|
0.500 |
104.043 |
|
0.382 |
104.014 |
|
LOW |
103.920 |
|
0.618 |
103.769 |
|
1.000 |
103.675 |
|
1.618 |
103.524 |
|
2.618 |
103.279 |
|
4.250 |
102.879 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
104.057 |
104.026 |
| PP |
104.050 |
103.988 |
| S1 |
104.043 |
103.950 |
|