ICE US Dollar Index Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
104.100 |
104.720 |
0.620 |
0.6% |
104.155 |
| High |
104.855 |
105.015 |
0.160 |
0.2% |
104.295 |
| Low |
104.070 |
104.550 |
0.480 |
0.5% |
102.855 |
| Close |
104.763 |
104.821 |
0.058 |
0.1% |
104.191 |
| Range |
0.785 |
0.465 |
-0.320 |
-40.8% |
1.440 |
| ATR |
0.679 |
0.664 |
-0.015 |
-2.3% |
0.000 |
| Volume |
15,419 |
12,581 |
-2,838 |
-18.4% |
83,926 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.190 |
105.971 |
105.077 |
|
| R3 |
105.725 |
105.506 |
104.949 |
|
| R2 |
105.260 |
105.260 |
104.906 |
|
| R1 |
105.041 |
105.041 |
104.864 |
105.151 |
| PP |
104.795 |
104.795 |
104.795 |
104.850 |
| S1 |
104.576 |
104.576 |
104.778 |
104.686 |
| S2 |
104.330 |
104.330 |
104.736 |
|
| S3 |
103.865 |
104.111 |
104.693 |
|
| S4 |
103.400 |
103.646 |
104.565 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.100 |
107.586 |
104.983 |
|
| R3 |
106.660 |
106.146 |
104.587 |
|
| R2 |
105.220 |
105.220 |
104.455 |
|
| R1 |
104.706 |
104.706 |
104.323 |
104.963 |
| PP |
103.780 |
103.780 |
103.780 |
103.909 |
| S1 |
103.266 |
103.266 |
104.059 |
103.523 |
| S2 |
102.340 |
102.340 |
103.927 |
|
| S3 |
100.900 |
101.826 |
103.795 |
|
| S4 |
99.460 |
100.386 |
103.399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.015 |
102.855 |
2.160 |
2.1% |
0.761 |
0.7% |
91% |
True |
False |
16,715 |
| 10 |
105.015 |
102.855 |
2.160 |
2.1% |
0.720 |
0.7% |
91% |
True |
False |
16,839 |
| 20 |
105.015 |
101.600 |
3.415 |
3.3% |
0.635 |
0.6% |
94% |
True |
False |
15,967 |
| 40 |
105.015 |
99.220 |
5.795 |
5.5% |
0.653 |
0.6% |
97% |
True |
False |
16,034 |
| 60 |
105.015 |
99.220 |
5.795 |
5.5% |
0.645 |
0.6% |
97% |
True |
False |
15,448 |
| 80 |
105.015 |
99.220 |
5.795 |
5.5% |
0.624 |
0.6% |
97% |
True |
False |
11,822 |
| 100 |
105.015 |
99.220 |
5.795 |
5.5% |
0.611 |
0.6% |
97% |
True |
False |
9,492 |
| 120 |
105.015 |
99.220 |
5.795 |
5.5% |
0.601 |
0.6% |
97% |
True |
False |
7,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.991 |
|
2.618 |
106.232 |
|
1.618 |
105.767 |
|
1.000 |
105.480 |
|
0.618 |
105.302 |
|
HIGH |
105.015 |
|
0.618 |
104.837 |
|
0.500 |
104.783 |
|
0.382 |
104.728 |
|
LOW |
104.550 |
|
0.618 |
104.263 |
|
1.000 |
104.085 |
|
1.618 |
103.798 |
|
2.618 |
103.333 |
|
4.250 |
102.574 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104.808 |
104.586 |
| PP |
104.795 |
104.350 |
| S1 |
104.783 |
104.115 |
|