ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 18-Sep-2020

Day Change Summary
	Previous	Current
	17-Sep-2020	18-Sep-2020	Change	Change %	Previous Week
Open	93.190	92.895	-0.295	-0.3%	93.335
High	93.630	93.045	-0.585	-0.6%	93.630
Low	92.875	92.770	-0.105	-0.1%	92.770
Close	92.969	92.952	-0.017	0.0%	92.952
Range	0.755	0.275	-0.480	-63.6%	0.860
ATR	0.586	0.563	-0.022	-3.8%	0.000
Volume	31,138	15,652	-15,486	-49.7%	124,945

Daily Pivots for day following 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.747	93.625	93.103
R3	93.472	93.350	93.028
R2	93.197	93.197	93.002
R1	93.075	93.075	92.977	93.136
PP	92.922	92.922	92.922	92.953
S1	92.800	92.800	92.927	92.861
S2	92.647	92.647	92.902
S3	92.372	92.525	92.876
S4	92.097	92.250	92.801

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.697	95.185	93.425
R3	94.837	94.325	93.189
R2	93.977	93.977	93.110
R1	93.465	93.465	93.031	93.291
PP	93.117	93.117	93.117	93.031
S1	92.605	92.605	92.873	92.431
S2	92.257	92.257	92.794
S3	91.397	91.745	92.716
S4	90.537	90.885	92.479

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.630	92.770	0.860	0.9%	0.480	0.5%	21%	False	True	24,989
10	93.640	92.660	0.980	1.1%	0.514	0.6%	30%	False	False	21,939
20	93.640	91.750	1.890	2.0%	0.570	0.6%	64%	False	False	11,443
40	94.735	91.750	2.985	3.2%	0.589	0.6%	40%	False	False	5,837
60	97.785	91.750	6.035	6.5%	0.554	0.6%	20%	False	False	3,918
80	98.329	91.750	6.579	7.1%	0.548	0.6%	18%	False	False	2,947
100	100.522	91.750	8.772	9.4%	0.475	0.5%	14%	False	False	2,358
120	100.770	91.750	9.020	9.7%	0.420	0.5%	13%	False	False	1,965

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.128
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	94.214
2.618	93.765
1.618	93.490
1.000	93.320
0.618	93.215
HIGH	93.045
0.618	92.940
0.500	92.908
0.382	92.875
LOW	92.770
0.618	92.600
1.000	92.495
1.618	92.325
2.618	92.050
4.250	91.601

Fisher Pivots for day following 18-Sep-2020
Pivot	1 day	3 day
R1	92.937	93.200
PP	92.922	93.117
S1	92.908	93.035

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

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