ICE US Dollar Index Future September 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	92.915	92.625	-0.290	-0.3%	92.700
High	92.975	92.845	-0.130	-0.1%	93.195
Low	92.540	92.320	-0.220	-0.2%	92.505
Close	92.651	92.436	-0.215	-0.2%	92.928
Range	0.435	0.525	0.090	20.7%	0.690
ATR	0.431	0.438	0.007	1.6%	0.000
Volume	17,463	21,088	3,625	20.8%	96,444

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	94.109	93.797	92.725
R3	93.584	93.272	92.580
R2	93.059	93.059	92.532
R1	92.747	92.747	92.484	92.641
PP	92.534	92.534	92.534	92.480
S1	92.222	92.222	92.388	92.116
S2	92.009	92.009	92.340
S3	91.484	91.697	92.292
S4	90.959	91.172	92.147

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	94.946	94.627	93.308
R3	94.256	93.937	93.118
R2	93.566	93.566	93.055
R1	93.247	93.247	92.991	93.407
PP	92.876	92.876	92.876	92.956
S1	92.557	92.557	92.865	92.717
S2	92.186	92.186	92.802
S3	91.496	91.867	92.738
S4	90.806	91.177	92.549

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.195	92.320	0.875	0.9%	0.421	0.5%	13%	False	True	18,597
10	93.195	92.275	0.920	1.0%	0.404	0.4%	18%	False	False	18,567
20	93.195	91.850	1.345	1.5%	0.444	0.5%	44%	False	False	19,039
40	93.195	89.650	3.545	3.8%	0.449	0.5%	79%	False	False	18,192
60	93.195	89.545	3.650	3.9%	0.444	0.5%	79%	False	False	12,273
80	93.195	89.545	3.650	3.9%	0.432	0.5%	79%	False	False	9,245
100	93.430	89.545	3.885	4.2%	0.428	0.5%	74%	False	False	7,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.105
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	95.076
2.618	94.219
1.618	93.694
1.000	93.370
0.618	93.169
HIGH	92.845
0.618	92.644
0.500	92.583
0.382	92.521
LOW	92.320
0.618	91.996
1.000	91.795
1.618	91.471
2.618	90.946
4.250	90.089

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	92.583	92.680
PP	92.534	92.599
S1	92.485	92.517

Download as Excel Spreadsheet

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

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