ICE US Dollar Index Future June 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	92.105	92.265	0.160	0.2%	92.535
High	92.690	92.425	-0.265	-0.3%	92.635
Low	92.105	92.100	-0.005	0.0%	92.175
Close	92.414	92.145	-0.269	-0.3%	92.315
Range	0.585	0.325	-0.260	-44.4%	0.460
ATR	0.301	0.303	0.002	0.6%	0.000
Volume	12	11	-1	-8.3%	14

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.198	92.997	92.324
R3	92.873	92.672	92.234
R2	92.548	92.548	92.205
R1	92.347	92.347	92.175	92.285
PP	92.223	92.223	92.223	92.193
S1	92.022	92.022	92.115	91.960
S2	91.898	91.898	92.085
S3	91.573	91.697	92.056
S4	91.248	91.372	91.966

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.755	93.495	92.568
R3	93.295	93.035	92.442
R2	92.835	92.835	92.399
R1	92.575	92.575	92.357	92.475
PP	92.375	92.375	92.375	92.325
S1	92.115	92.115	92.273	92.015
S2	91.915	91.915	92.231
S3	91.455	91.655	92.189
S4	90.995	91.195	92.062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.690	92.100	0.590	0.6%	0.248	0.3%	8%	False	True	6
10	93.135	92.100	1.035	1.1%	0.178	0.2%	4%	False	True	5
20	94.085	92.100	1.985	2.2%	0.149	0.2%	2%	False	True	3

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.806
2.618	93.276
1.618	92.951
1.000	92.750
0.618	92.626
HIGH	92.425
0.618	92.301
0.500	92.263
0.382	92.224
LOW	92.100
0.618	91.899
1.000	91.775
1.618	91.574
2.618	91.249
4.250	90.719

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	92.263	92.395
PP	92.223	92.312
S1	92.184	92.228

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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