ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 14-Sep-2020

Day Change Summary
	Previous	Current
	11-Sep-2020	14-Sep-2020	Change	Change %	Previous Week
Open	93.365	93.335	-0.030	0.0%	93.055
High	93.400	93.340	-0.060	-0.1%	93.640
Low	93.075	92.865	-0.210	-0.2%	92.680
Close	93.338	93.060	-0.278	-0.3%	93.338
Range	0.325	0.475	0.150	46.2%	0.960
ATR	0.601	0.592	-0.009	-1.5%	0.000
Volume	27,441	24,009	-3,432	-12.5%	88,684

Daily Pivots for day following 14-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.513	94.262	93.321
R3	94.038	93.787	93.191
R2	93.563	93.563	93.147
R1	93.312	93.312	93.104	93.200
PP	93.088	93.088	93.088	93.033
S1	92.837	92.837	93.016	92.725
S2	92.613	92.613	92.973
S3	92.138	92.362	92.929
S4	91.663	91.887	92.799

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.099	95.679	93.866
R3	95.139	94.719	93.602
R2	94.179	94.179	93.514
R1	93.759	93.759	93.426	93.969
PP	93.219	93.219	93.219	93.325
S1	92.799	92.799	93.250	93.009
S2	92.259	92.259	93.162
S3	91.299	91.839	93.074
S4	90.339	90.879	92.810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.640	92.680	0.960	1.0%	0.526	0.6%	40%	False	False	22,538
10	93.640	91.750	1.890	2.0%	0.536	0.6%	69%	False	False	12,468
20	93.640	91.750	1.890	2.0%	0.593	0.6%	69%	False	False	6,454
40	96.115	91.750	4.365	4.7%	0.601	0.6%	30%	False	False	3,327
60	97.785	91.750	6.035	6.5%	0.551	0.6%	22%	False	False	2,237
80	99.895	91.750	8.145	8.8%	0.539	0.6%	16%	False	False	1,685
100	100.522	91.750	8.772	9.4%	0.463	0.5%	15%	False	False	1,349
120	100.770	91.750	9.020	9.7%	0.420	0.5%	15%	False	False	1,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.104
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.359
2.618	94.584
1.618	94.109
1.000	93.815
0.618	93.634
HIGH	93.340
0.618	93.159
0.500	93.103
0.382	93.046
LOW	92.865
0.618	92.571
1.000	92.390
1.618	92.096
2.618	91.621
4.250	90.846

Fisher Pivots for day following 14-Sep-2020
Pivot	1 day	3 day
R1	93.103	93.063
PP	93.088	93.062
S1	93.074	93.061

Download as Excel Spreadsheet

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

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