ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 01-Oct-2020

Day Change Summary
	Previous	Current
	30-Sep-2020	01-Oct-2020	Change	Change %	Previous Week
Open	93.900	93.865	-0.035	0.0%	93.005
High	94.250	93.980	-0.270	-0.3%	94.795
Low	93.700	93.565	-0.135	-0.1%	92.755
Close	93.927	93.762	-0.165	-0.2%	94.682
Range	0.550	0.415	-0.135	-24.5%	2.040
ATR	0.569	0.558	-0.011	-1.9%	0.000
Volume	20,007	24,773	4,766	23.8%	129,191

Daily Pivots for day following 01-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.014	94.803	93.990
R3	94.599	94.388	93.876
R2	94.184	94.184	93.838
R1	93.973	93.973	93.800	93.871
PP	93.769	93.769	93.769	93.718
S1	93.558	93.558	93.724	93.456
S2	93.354	93.354	93.686
S3	92.939	93.143	93.648
S4	92.524	92.728	93.534

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	93.565	1.230	1.3%	0.504	0.5%	16%	False	True	20,257
10	94.795	92.755	2.040	2.2%	0.544	0.6%	49%	False	False	22,725
20	94.795	92.660	2.135	2.3%	0.534	0.6%	52%	False	False	21,675
40	94.795	91.750	3.045	3.2%	0.569	0.6%	66%	False	False	11,073
60	96.935	91.750	5.185	5.5%	0.569	0.6%	39%	False	False	7,436
80	97.785	91.750	6.035	6.4%	0.557	0.6%	33%	False	False	5,590
100	100.522	91.750	8.772	9.4%	0.507	0.5%	23%	False	False	4,474
120	100.710	91.750	8.960	9.6%	0.457	0.5%	22%	False	False	3,728

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.136
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	95.744
2.618	95.066
1.618	94.651
1.000	94.395
0.618	94.236
HIGH	93.980
0.618	93.821
0.500	93.773
0.382	93.724
LOW	93.565
0.618	93.309
1.000	93.150
1.618	92.894
2.618	92.479
4.250	91.801

Fisher Pivots for day following 01-Oct-2020
Pivot	1 day	3 day
R1	93.773	93.958
PP	93.769	93.892
S1	93.766	93.827

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

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