ICE US Dollar Index Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
104.225 |
104.380 |
0.155 |
0.1% |
103.740 |
| High |
104.625 |
105.095 |
0.470 |
0.4% |
104.780 |
| Low |
104.155 |
104.205 |
0.050 |
0.0% |
103.680 |
| Close |
104.398 |
105.052 |
0.654 |
0.6% |
104.711 |
| Range |
0.470 |
0.890 |
0.420 |
89.4% |
1.100 |
| ATR |
0.572 |
0.595 |
0.023 |
4.0% |
0.000 |
| Volume |
13,566 |
24,378 |
10,812 |
79.7% |
17,776 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.454 |
107.143 |
105.542 |
|
| R3 |
106.564 |
106.253 |
105.297 |
|
| R2 |
105.674 |
105.674 |
105.215 |
|
| R1 |
105.363 |
105.363 |
105.134 |
105.519 |
| PP |
104.784 |
104.784 |
104.784 |
104.862 |
| S1 |
104.473 |
104.473 |
104.970 |
104.629 |
| S2 |
103.894 |
103.894 |
104.889 |
|
| S3 |
103.004 |
103.583 |
104.807 |
|
| S4 |
102.114 |
102.693 |
104.563 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.690 |
107.301 |
105.316 |
|
| R3 |
106.590 |
106.201 |
105.014 |
|
| R2 |
105.490 |
105.490 |
104.913 |
|
| R1 |
105.101 |
105.101 |
104.812 |
105.296 |
| PP |
104.390 |
104.390 |
104.390 |
104.488 |
| S1 |
104.001 |
104.001 |
104.610 |
104.196 |
| S2 |
103.290 |
103.290 |
104.509 |
|
| S3 |
102.190 |
102.901 |
104.409 |
|
| S4 |
101.090 |
101.801 |
104.106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.095 |
104.030 |
1.065 |
1.0% |
0.561 |
0.5% |
96% |
True |
False |
13,084 |
| 10 |
105.095 |
102.645 |
2.450 |
2.3% |
0.607 |
0.6% |
98% |
True |
False |
7,357 |
| 20 |
105.095 |
102.550 |
2.545 |
2.4% |
0.594 |
0.6% |
98% |
True |
False |
3,832 |
| 40 |
105.095 |
99.440 |
5.655 |
5.4% |
0.578 |
0.6% |
99% |
True |
False |
1,981 |
| 60 |
105.095 |
98.935 |
6.160 |
5.9% |
0.509 |
0.5% |
99% |
True |
False |
1,327 |
| 80 |
105.095 |
98.935 |
6.160 |
5.9% |
0.450 |
0.4% |
99% |
True |
False |
1,001 |
| 100 |
105.095 |
98.935 |
6.160 |
5.9% |
0.382 |
0.4% |
99% |
True |
False |
801 |
| 120 |
105.095 |
98.935 |
6.160 |
5.9% |
0.331 |
0.3% |
99% |
True |
False |
668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.878 |
|
2.618 |
107.425 |
|
1.618 |
106.535 |
|
1.000 |
105.985 |
|
0.618 |
105.645 |
|
HIGH |
105.095 |
|
0.618 |
104.755 |
|
0.500 |
104.650 |
|
0.382 |
104.545 |
|
LOW |
104.205 |
|
0.618 |
103.655 |
|
1.000 |
103.315 |
|
1.618 |
102.765 |
|
2.618 |
101.875 |
|
4.250 |
100.423 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104.918 |
104.891 |
| PP |
104.784 |
104.731 |
| S1 |
104.650 |
104.570 |
|