ICE US Dollar Index Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
102.330 |
102.855 |
0.525 |
0.5% |
102.955 |
| High |
103.145 |
103.260 |
0.115 |
0.1% |
103.260 |
| Low |
102.295 |
102.660 |
0.365 |
0.4% |
102.010 |
| Close |
103.053 |
102.820 |
-0.233 |
-0.2% |
102.820 |
| Range |
0.850 |
0.600 |
-0.250 |
-29.4% |
1.250 |
| ATR |
0.591 |
0.591 |
0.001 |
0.1% |
0.000 |
| Volume |
603 |
342 |
-261 |
-43.3% |
1,914 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.713 |
104.367 |
103.150 |
|
| R3 |
104.113 |
103.767 |
102.985 |
|
| R2 |
103.513 |
103.513 |
102.930 |
|
| R1 |
103.167 |
103.167 |
102.875 |
103.040 |
| PP |
102.913 |
102.913 |
102.913 |
102.850 |
| S1 |
102.567 |
102.567 |
102.765 |
102.440 |
| S2 |
102.313 |
102.313 |
102.710 |
|
| S3 |
101.713 |
101.967 |
102.655 |
|
| S4 |
101.113 |
101.367 |
102.490 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.447 |
105.883 |
103.508 |
|
| R3 |
105.197 |
104.633 |
103.164 |
|
| R2 |
103.947 |
103.947 |
103.049 |
|
| R1 |
103.383 |
103.383 |
102.935 |
103.040 |
| PP |
102.697 |
102.697 |
102.697 |
102.525 |
| S1 |
102.133 |
102.133 |
102.705 |
101.790 |
| S2 |
101.447 |
101.447 |
102.591 |
|
| S3 |
100.197 |
100.883 |
102.476 |
|
| S4 |
98.947 |
99.633 |
102.133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.260 |
102.010 |
1.250 |
1.2% |
0.594 |
0.6% |
65% |
True |
False |
382 |
| 10 |
104.020 |
102.010 |
2.010 |
2.0% |
0.575 |
0.6% |
40% |
False |
False |
237 |
| 20 |
105.620 |
102.010 |
3.610 |
3.5% |
0.589 |
0.6% |
22% |
False |
False |
157 |
| 40 |
106.555 |
102.010 |
4.545 |
4.4% |
0.562 |
0.5% |
18% |
False |
False |
117 |
| 60 |
106.570 |
102.010 |
4.560 |
4.4% |
0.497 |
0.5% |
18% |
False |
False |
99 |
| 80 |
106.570 |
101.984 |
4.586 |
4.5% |
0.394 |
0.4% |
18% |
False |
False |
74 |
| 100 |
106.570 |
98.884 |
7.686 |
7.5% |
0.325 |
0.3% |
51% |
False |
False |
59 |
| 120 |
106.570 |
98.786 |
7.784 |
7.6% |
0.278 |
0.3% |
52% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.810 |
|
2.618 |
104.831 |
|
1.618 |
104.231 |
|
1.000 |
103.860 |
|
0.618 |
103.631 |
|
HIGH |
103.260 |
|
0.618 |
103.031 |
|
0.500 |
102.960 |
|
0.382 |
102.889 |
|
LOW |
102.660 |
|
0.618 |
102.289 |
|
1.000 |
102.060 |
|
1.618 |
101.689 |
|
2.618 |
101.089 |
|
4.250 |
100.110 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
102.960 |
102.758 |
| PP |
102.913 |
102.697 |
| S1 |
102.867 |
102.635 |
|