ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
103.860 |
104.540 |
0.680 |
0.7% |
103.800 |
| High |
104.652 |
104.715 |
0.063 |
0.1% |
104.715 |
| Low |
103.855 |
104.360 |
0.505 |
0.5% |
103.780 |
| Close |
104.652 |
104.587 |
-0.065 |
-0.1% |
104.587 |
| Range |
0.797 |
0.355 |
-0.442 |
-55.5% |
0.935 |
| ATR |
0.327 |
0.329 |
0.002 |
0.6% |
0.000 |
| Volume |
5 |
344 |
339 |
6,780.0% |
355 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.619 |
105.458 |
104.782 |
|
| R3 |
105.264 |
105.103 |
104.685 |
|
| R2 |
104.909 |
104.909 |
104.652 |
|
| R1 |
104.748 |
104.748 |
104.620 |
104.829 |
| PP |
104.554 |
104.554 |
104.554 |
104.594 |
| S1 |
104.393 |
104.393 |
104.554 |
104.474 |
| S2 |
104.199 |
104.199 |
104.522 |
|
| S3 |
103.844 |
104.038 |
104.489 |
|
| S4 |
103.489 |
103.683 |
104.392 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.166 |
106.811 |
105.101 |
|
| R3 |
106.231 |
105.876 |
104.844 |
|
| R2 |
105.296 |
105.296 |
104.758 |
|
| R1 |
104.941 |
104.941 |
104.673 |
105.119 |
| PP |
104.361 |
104.361 |
104.361 |
104.449 |
| S1 |
104.006 |
104.006 |
104.501 |
104.184 |
| S2 |
103.426 |
103.426 |
104.416 |
|
| S3 |
102.491 |
103.071 |
104.330 |
|
| S4 |
101.556 |
102.136 |
104.073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.715 |
103.780 |
0.935 |
0.9% |
0.241 |
0.2% |
86% |
True |
False |
71 |
| 10 |
104.715 |
103.391 |
1.324 |
1.3% |
0.173 |
0.2% |
90% |
True |
False |
36 |
| 20 |
104.715 |
102.336 |
2.379 |
2.3% |
0.122 |
0.1% |
95% |
True |
False |
18 |
| 40 |
104.715 |
99.941 |
4.774 |
4.6% |
0.077 |
0.1% |
97% |
True |
False |
9 |
| 60 |
104.715 |
98.786 |
5.929 |
5.7% |
0.073 |
0.1% |
98% |
True |
False |
6 |
| 80 |
104.715 |
98.786 |
5.929 |
5.7% |
0.061 |
0.1% |
98% |
True |
False |
4 |
| 100 |
104.715 |
98.786 |
5.929 |
5.7% |
0.053 |
0.1% |
98% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.224 |
|
2.618 |
105.644 |
|
1.618 |
105.289 |
|
1.000 |
105.070 |
|
0.618 |
104.934 |
|
HIGH |
104.715 |
|
0.618 |
104.579 |
|
0.500 |
104.538 |
|
0.382 |
104.496 |
|
LOW |
104.360 |
|
0.618 |
104.141 |
|
1.000 |
104.005 |
|
1.618 |
103.786 |
|
2.618 |
103.431 |
|
4.250 |
102.851 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104.571 |
104.486 |
| PP |
104.554 |
104.386 |
| S1 |
104.538 |
104.285 |
|