ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	93.800	93.915	0.115	0.1%	94.630
High	94.090	93.955	-0.135	-0.1%	94.670
Low	93.735	93.415	-0.320	-0.3%	93.565
Close	93.909	93.545	-0.364	-0.4%	93.909
Range	0.355	0.540	0.185	52.1%	1.105
ATR	0.544	0.544	0.000	-0.1%	0.000
Volume	21,820	17,459	-4,361	-20.0%	104,228

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.258	94.942	93.842
R3	94.718	94.402	93.694
R2	94.178	94.178	93.644
R1	93.862	93.862	93.595	93.750
PP	93.638	93.638	93.638	93.583
S1	93.322	93.322	93.496	93.210
S2	93.098	93.098	93.446
S3	92.558	92.782	93.397
S4	92.018	92.242	93.248

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	97.363	96.741	94.517
R3	96.258	95.636	94.213
R2	95.153	95.153	94.112
R1	94.531	94.531	94.010	94.290
PP	94.048	94.048	94.048	93.927
S1	93.426	93.426	93.808	93.184
S2	92.943	92.943	93.706
S3	91.838	92.321	93.605
S4	90.733	91.216	93.301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.350	93.415	0.935	1.0%	0.470	0.5%	14%	False	True	20,290
10	94.795	93.415	1.380	1.5%	0.500	0.5%	9%	False	True	21,864
20	94.795	92.680	2.115	2.3%	0.531	0.6%	41%	False	False	23,225
40	94.795	91.750	3.045	3.3%	0.556	0.6%	59%	False	False	12,043
60	96.615	91.750	4.865	5.2%	0.569	0.6%	37%	False	False	8,089
80	97.785	91.750	6.035	6.5%	0.548	0.6%	30%	False	False	6,078
100	100.150	91.750	8.400	9.0%	0.516	0.6%	21%	False	False	4,866
120	100.710	91.750	8.960	9.6%	0.460	0.5%	20%	False	False	4,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.109
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.250
2.618	95.369
1.618	94.829
1.000	94.495
0.618	94.289
HIGH	93.955
0.618	93.749
0.500	93.685
0.382	93.621
LOW	93.415
0.618	93.081
1.000	92.875
1.618	92.541
2.618	92.001
4.250	91.120

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	93.685	93.753
PP	93.638	93.683
S1	93.592	93.614

Download as Excel Spreadsheet

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

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