ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	93.335	93.070	-0.265	-0.3%	93.055
High	93.340	93.185	-0.155	-0.2%	93.640
Low	92.865	92.790	-0.075	-0.1%	92.680
Close	93.060	93.085	0.025	0.0%	93.338
Range	0.475	0.395	-0.080	-16.8%	0.960
ATR	0.592	0.578	-0.014	-2.4%	0.000
Volume	24,009	18,636	-5,373	-22.4%	88,684

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.205	94.040	93.302
R3	93.810	93.645	93.194
R2	93.415	93.415	93.157
R1	93.250	93.250	93.121	93.333
PP	93.020	93.020	93.020	93.061
S1	92.855	92.855	93.049	92.938
S2	92.625	92.625	93.013
S3	92.230	92.460	92.976
S4	91.835	92.065	92.868

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%	0.500	0.5%	42%	False	False	23,337
10	93.640	91.750	1.890	2.0%	0.526	0.6%	71%	False	False	14,201
20	93.640	91.750	1.890	2.0%	0.596	0.6%	71%	False	False	7,372
40	95.790	91.750	4.040	4.3%	0.600	0.6%	33%	False	False	3,791
60	97.785	91.750	6.035	6.5%	0.547	0.6%	22%	False	False	2,547
80	99.650	91.750	7.900	8.5%	0.543	0.6%	17%	False	False	1,918
100	100.522	91.750	8.772	9.4%	0.467	0.5%	15%	False	False	1,535
120	100.770	91.750	9.020	9.7%	0.419	0.5%	15%	False	False	1,279

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.094
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.864
2.618	94.219
1.618	93.824
1.000	93.580
0.618	93.429
HIGH	93.185
0.618	93.034
0.500	92.988
0.382	92.941
LOW	92.790
0.618	92.546
1.000	92.395
1.618	92.151
2.618	91.756
4.250	91.111

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	93.053	93.095
PP	93.020	93.092
S1	92.988	93.088

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

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