ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 04-Jun-2020

Day Change Summary
	Previous	Current
	03-Jun-2020	04-Jun-2020	Change	Change %	Previous Week
Open	97.400	97.500	0.100	0.1%	99.895
High	97.400	97.550	0.150	0.2%	99.895
Low	97.215	96.620	-0.595	-0.6%	98.000
Close	97.235	96.620	-0.615	-0.6%	98.329
Range	0.185	0.930	0.745	402.7%	1.895
ATR	0.438	0.473	0.035	8.0%	0.000
Volume	7	53	46	657.1%	14

Daily Pivots for day following 04-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	99.720	99.100	97.132
R3	98.790	98.170	96.876
R2	97.860	97.860	96.791
R1	97.240	97.240	96.705	97.085
PP	96.930	96.930	96.930	96.853
S1	96.310	96.310	96.535	96.155
S2	96.000	96.000	96.450
S3	95.070	95.380	96.364
S4	94.140	94.450	96.109

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	98.329	96.620	1.709	1.8%	0.431	0.4%	0%	False	True	17
10	99.895	96.620	3.275	3.4%	0.345	0.4%	0%	False	True	9
20	100.522	96.620	3.902	4.0%	0.262	0.3%	0%	False	True	6
40	100.710	96.620	4.090	4.2%	0.211	0.2%	0%	False	True	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	101.503
2.618	99.985
1.618	99.055
1.000	98.480
0.618	98.125
HIGH	97.550
0.618	97.195
0.500	97.085
0.382	96.975
LOW	96.620
0.618	96.045
1.000	95.690
1.618	95.115
2.618	94.185
4.250	92.668

Fisher Pivots for day following 04-Jun-2020
Pivot	1 day	3 day
R1	97.085	97.263
PP	96.930	97.048
S1	96.775	96.834

Download as Excel Spreadsheet

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

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