ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	94.345	94.630	0.285	0.3%	93.005
High	94.795	94.670	-0.125	-0.1%	94.795
Low	94.225	94.175	-0.050	-0.1%	92.755
Close	94.682	94.302	-0.380	-0.4%	94.682
Range	0.570	0.495	-0.075	-13.2%	2.040
ATR	0.583	0.577	-0.005	-0.9%	0.000
Volume	18,880	20,236	1,356	7.2%	129,191

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.867	95.580	94.574
R3	95.372	95.085	94.438
R2	94.877	94.877	94.393
R1	94.590	94.590	94.347	94.486
PP	94.382	94.382	94.382	94.331
S1	94.095	94.095	94.257	93.991
S2	93.887	93.887	94.211
S3	93.392	93.600	94.166
S4	92.897	93.105	94.030

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	100.197	99.480	95.804
R3	98.157	97.440	95.243
R2	96.117	96.117	95.056
R1	95.400	95.400	94.869	95.759
PP	94.077	94.077	94.077	94.257
S1	93.360	93.360	94.495	93.719
S2	92.037	92.037	94.308
S3	89.997	91.320	94.121
S4	87.957	89.280	93.560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.795	93.500	1.295	1.4%	0.529	0.6%	62%	False	False	23,438
10	94.795	92.755	2.040	2.2%	0.563	0.6%	76%	False	False	25,036
20	94.795	91.750	3.045	3.2%	0.550	0.6%	84%	False	False	18,752
40	94.795	91.750	3.045	3.2%	0.578	0.6%	84%	False	False	9,532
60	97.150	91.750	5.400	5.7%	0.574	0.6%	47%	False	False	6,403
80	97.785	91.750	6.035	6.4%	0.560	0.6%	42%	False	False	4,813
100	100.522	91.750	8.772	9.3%	0.505	0.5%	29%	False	False	3,852
120	100.710	91.750	8.960	9.5%	0.445	0.5%	28%	False	False	3,210

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.150
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.774
2.618	95.966
1.618	95.471
1.000	95.165
0.618	94.976
HIGH	94.670
0.618	94.481
0.500	94.423
0.382	94.364
LOW	94.175
0.618	93.869
1.000	93.680
1.618	93.374
2.618	92.879
4.250	92.071

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	94.423	94.485
PP	94.382	94.424
S1	94.342	94.363

Download as Excel Spreadsheet

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

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