ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 17-Sep-2020

Day Change Summary
	Previous	Current
	16-Sep-2020	17-Sep-2020	Change	Change %	Previous Week
Open	93.130	93.190	0.060	0.1%	93.055
High	93.300	93.630	0.330	0.4%	93.640
Low	92.800	92.875	0.075	0.1%	92.680
Close	93.231	92.969	-0.262	-0.3%	93.338
Range	0.500	0.755	0.255	51.0%	0.960
ATR	0.572	0.586	0.013	2.3%	0.000
Volume	35,510	31,138	-4,372	-12.3%	88,684

Daily Pivots for day following 17-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.423	94.951	93.384
R3	94.668	94.196	93.177
R2	93.913	93.913	93.107
R1	93.441	93.441	93.038	93.300
PP	93.158	93.158	93.158	93.087
S1	92.686	92.686	92.900	92.545
S2	92.403	92.403	92.831
S3	91.648	91.931	92.761
S4	90.893	91.176	92.554

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	93.630	92.790	0.840	0.9%	0.490	0.5%	21%	True	False	27,346
10	93.640	92.660	0.980	1.1%	0.525	0.6%	32%	False	False	20,625
20	93.640	91.750	1.890	2.0%	0.581	0.6%	64%	False	False	10,675
40	95.135	91.750	3.385	3.6%	0.597	0.6%	36%	False	False	5,449
60	97.785	91.750	6.035	6.5%	0.554	0.6%	20%	False	False	3,658
80	98.575	91.750	6.825	7.3%	0.547	0.6%	18%	False	False	2,751
100	100.522	91.750	8.772	9.4%	0.473	0.5%	14%	False	False	2,201
120	100.770	91.750	9.020	9.7%	0.418	0.5%	14%	False	False	1,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.115
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	96.839
2.618	95.607
1.618	94.852
1.000	94.385
0.618	94.097
HIGH	93.630
0.618	93.342
0.500	93.253
0.382	93.163
LOW	92.875
0.618	92.408
1.000	92.120
1.618	91.653
2.618	90.898
4.250	89.666

Fisher Pivots for day following 17-Sep-2020
Pivot	1 day	3 day
R1	93.253	93.210
PP	93.158	93.130
S1	93.064	93.049

Download as Excel Spreadsheet

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

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