ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 01-Jun-2020

Day Change Summary
	Previous	Current
	29-May-2020	01-Jun-2020	Change	Change %	Previous Week
Open	98.200	98.000	-0.200	-0.2%	99.895
High	98.329	98.000	-0.329	-0.3%	99.895
Low	98.000	97.793	-0.207	-0.2%	98.000
Close	98.329	97.793	-0.536	-0.5%	98.329
Range	0.329	0.207	-0.122	-37.1%	1.895
ATR	0.427	0.434	0.008	1.8%	0.000
Volume	7	5	-2	-28.6%	14

Daily Pivots for day following 01-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	98.483	98.345	97.907
R3	98.276	98.138	97.850
R2	98.069	98.069	97.831
R1	97.931	97.931	97.812	97.897
PP	97.862	97.862	97.862	97.845
S1	97.724	97.724	97.774	97.690
S2	97.655	97.655	97.755
S3	97.448	97.517	97.736
S4	97.241	97.310	97.679

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	104.426	103.273	99.371
R3	102.531	101.378	98.850
R2	100.636	100.636	98.676
R1	99.483	99.483	98.503	99.112
PP	98.741	98.741	98.741	98.556
S1	97.588	97.588	98.155	97.217
S2	96.846	96.846	97.982
S3	94.951	95.693	97.808
S4	93.056	93.798	97.287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.650	97.793	1.857	1.9%	0.343	0.4%	0%	False	True	3
10	99.895	97.793	2.102	2.1%	0.184	0.2%	0%	False	True	2
20	100.522	97.793	2.729	2.8%	0.201	0.2%	0%	False	True	3
40	100.770	97.793	2.977	3.0%	0.172	0.2%	0%	False	True	2

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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.880
2.618	98.542
1.618	98.335
1.000	98.207
0.618	98.128
HIGH	98.000
0.618	97.921
0.500	97.897
0.382	97.872
LOW	97.793
0.618	97.665
1.000	97.586
1.618	97.458
2.618	97.251
4.250	96.913

Fisher Pivots for day following 01-Jun-2020
Pivot	1 day	3 day
R1	97.897	98.184
PP	97.862	98.054
S1	97.828	97.923

Download as Excel Spreadsheet

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

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