ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 29-Sep-2020

Day Change Summary
	Previous	Current
	28-Sep-2020	29-Sep-2020	Change	Change %	Previous Week
Open	94.630	94.205	-0.425	-0.4%	93.005
High	94.670	94.350	-0.320	-0.3%	94.795
Low	94.175	93.860	-0.315	-0.3%	92.755
Close	94.302	93.927	-0.375	-0.4%	94.682
Range	0.495	0.490	-0.005	-1.0%	2.040
ATR	0.577	0.571	-0.006	-1.1%	0.000
Volume	20,236	17,392	-2,844	-14.1%	129,191

Daily Pivots for day following 29-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.516	95.211	94.197
R3	95.026	94.721	94.062
R2	94.536	94.536	94.017
R1	94.231	94.231	93.972	94.139
PP	94.046	94.046	94.046	93.999
S1	93.741	93.741	93.882	93.649
S2	93.556	93.556	93.837
S3	93.066	93.251	93.792
S4	92.576	92.761	93.658

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	93.860	0.935	1.0%	0.503	0.5%	7%	False	True	22,236
10	94.795	92.755	2.040	2.2%	0.573	0.6%	57%	False	False	24,911
20	94.795	91.750	3.045	3.2%	0.550	0.6%	71%	False	False	19,556
40	94.795	91.750	3.045	3.2%	0.575	0.6%	71%	False	False	9,962
60	97.100	91.750	5.350	5.7%	0.572	0.6%	41%	False	False	6,691
80	97.785	91.750	6.035	6.4%	0.560	0.6%	36%	False	False	5,031
100	100.522	91.750	8.772	9.3%	0.505	0.5%	25%	False	False	4,026
120	100.710	91.750	8.960	9.5%	0.449	0.5%	24%	False	False	3,355

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	0.153
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.433
2.618	95.633
1.618	95.143
1.000	94.840
0.618	94.653
HIGH	94.350
0.618	94.163
0.500	94.105
0.382	94.047
LOW	93.860
0.618	93.557
1.000	93.370
1.618	93.067
2.618	92.577
4.250	91.778

Fisher Pivots for day following 29-Sep-2020
Pivot	1 day	3 day
R1	94.105	94.328
PP	94.046	94.194
S1	93.986	94.061

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

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