ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 03-Sep-2020

Day Change Summary
	Previous	Current
	02-Sep-2020	03-Sep-2020	Change	Change %	Previous Week
Open	92.265	92.690	0.425	0.5%	93.200
High	92.880	93.075	0.195	0.2%	93.395
Low	92.265	92.690	0.425	0.5%	92.200
Close	92.839	92.735	-0.104	-0.1%	92.389
Range	0.615	0.385	-0.230	-37.4%	1.195
ATR	0.621	0.604	-0.017	-2.7%	0.000
Volume	1,293	2,507	1,214	93.9%	2,906

Daily Pivots for day following 03-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.988	93.747	92.947
R3	93.603	93.362	92.841
R2	93.218	93.218	92.806
R1	92.977	92.977	92.770	93.098
PP	92.833	92.833	92.833	92.894
S1	92.592	92.592	92.700	92.713
S2	92.448	92.448	92.664
S3	92.063	92.207	92.629
S4	91.678	91.822	92.523

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.246	95.513	93.046
R3	95.051	94.318	92.718
R2	93.856	93.856	92.608
R1	93.123	93.123	92.499	92.892
PP	92.661	92.661	92.661	92.546
S1	91.928	91.928	92.279	91.697
S2	91.466	91.466	92.170
S3	90.271	90.733	92.060
S4	89.076	89.538	91.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.100	91.750	1.350	1.5%	0.609	0.7%	73%	False	False	1,432
10	93.500	91.750	1.750	1.9%	0.625	0.7%	56%	False	False	948
20	93.915	91.750	2.165	2.3%	0.593	0.6%	45%	False	False	582
40	96.935	91.750	5.185	5.6%	0.582	0.6%	19%	False	False	378
60	97.785	91.750	6.035	6.5%	0.557	0.6%	16%	False	False	266
80	100.449	91.750	8.699	9.4%	0.505	0.5%	11%	False	False	205
100	100.710	91.750	8.960	9.7%	0.440	0.5%	11%	False	False	164

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.134
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	94.711
2.618	94.083
1.618	93.698
1.000	93.460
0.618	93.313
HIGH	93.075
0.618	92.928
0.500	92.883
0.382	92.837
LOW	92.690
0.618	92.452
1.000	92.305
1.618	92.067
2.618	91.682
4.250	91.054

Fisher Pivots for day following 03-Sep-2020
Pivot	1 day	3 day
R1	92.883	92.628
PP	92.833	92.520
S1	92.784	92.413

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

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