ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	93.545	93.255	-0.290	-0.3%	92.230
High	93.640	93.445	-0.195	-0.2%	93.245
Low	93.100	92.680	-0.420	-0.5%	91.750
Close	93.244	93.316	0.072	0.1%	92.709
Range	0.540	0.765	0.225	41.7%	1.495
ATR	0.611	0.622	0.011	1.8%	0.000
Volume	12,549	34,051	21,502	171.3%	11,995

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.442	95.144	93.737
R3	94.677	94.379	93.526
R2	93.912	93.912	93.456
R1	93.614	93.614	93.386	93.763
PP	93.147	93.147	93.147	93.222
S1	92.849	92.849	93.246	92.998
S2	92.382	92.382	93.176
S3	91.617	92.084	93.106
S4	90.852	91.319	92.895

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	97.053	96.376	93.531
R3	95.558	94.881	93.120
R2	94.063	94.063	92.983
R1	93.386	93.386	92.846	93.725
PP	92.568	92.568	92.568	92.737
S1	91.891	91.891	92.572	92.230
S2	91.073	91.073	92.435
S3	89.578	90.396	92.298
S4	88.083	88.901	91.887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.640	92.660	0.980	1.1%	0.560	0.6%	67%	False	False	13,903
10	93.640	91.750	1.890	2.0%	0.637	0.7%	83%	False	False	7,473
20	93.640	91.750	1.890	2.0%	0.593	0.6%	83%	False	False	3,895
40	96.300	91.750	4.550	4.9%	0.603	0.6%	34%	False	False	2,044
60	97.785	91.750	6.035	6.5%	0.553	0.6%	26%	False	False	1,380
80	99.895	91.750	8.145	8.7%	0.530	0.6%	19%	False	False	1,042
100	100.710	91.750	8.960	9.6%	0.459	0.5%	17%	False	False	834
120	101.600	91.750	9.850	10.6%	0.422	0.5%	16%	False	False	695

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	0.141
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	96.696
2.618	95.448
1.618	94.683
1.000	94.210
0.618	93.918
HIGH	93.445
0.618	93.153
0.500	93.063
0.382	92.972
LOW	92.680
0.618	92.207
1.000	91.915
1.618	91.442
2.618	90.677
4.250	89.429

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	93.232	93.264
PP	93.147	93.212
S1	93.063	93.160

Download as Excel Spreadsheet

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

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