ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	93.070	93.130	0.060	0.1%	93.055
High	93.185	93.300	0.115	0.1%	93.640
Low	92.790	92.800	0.010	0.0%	92.680
Close	93.085	93.231	0.146	0.2%	93.338
Range	0.395	0.500	0.105	26.6%	0.960
ATR	0.578	0.572	-0.006	-1.0%	0.000
Volume	18,636	35,510	16,874	90.5%	88,684

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.610	94.421	93.506
R3	94.110	93.921	93.369
R2	93.610	93.610	93.323
R1	93.421	93.421	93.277	93.516
PP	93.110	93.110	93.110	93.158
S1	92.921	92.921	93.185	93.016
S2	92.610	92.610	93.139
S3	92.110	92.421	93.094
S4	91.610	91.921	92.956

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	93.445	92.680	0.765	0.8%	0.492	0.5%	72%	False	False	27,929
10	93.640	92.265	1.375	1.5%	0.511	0.5%	70%	False	False	17,640
20	93.640	91.750	1.890	2.0%	0.587	0.6%	78%	False	False	9,128
40	95.360	91.750	3.610	3.9%	0.593	0.6%	41%	False	False	4,676
60	97.785	91.750	6.035	6.5%	0.552	0.6%	25%	False	False	3,139
80	99.063	91.750	7.313	7.8%	0.540	0.6%	20%	False	False	2,362
100	100.522	91.750	8.772	9.4%	0.467	0.5%	17%	False	False	1,890
120	100.770	91.750	9.020	9.7%	0.421	0.5%	16%	False	False	1,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.084
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.425
2.618	94.609
1.618	94.109
1.000	93.800
0.618	93.609
HIGH	93.300
0.618	93.109
0.500	93.050
0.382	92.991
LOW	92.800
0.618	92.491
1.000	92.300
1.618	91.991
2.618	91.491
4.250	90.675

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	93.171	93.176
PP	93.110	93.120
S1	93.050	93.065

Download as Excel Spreadsheet

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

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