ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	93.815	93.720	-0.095	-0.1%	93.110
High	93.885	93.775	-0.110	-0.1%	93.925
Low	93.520	93.195	-0.325	-0.3%	93.025
Close	93.679	93.429	-0.250	-0.3%	93.679
Range	0.365	0.580	0.215	58.9%	0.900
ATR	0.497	0.503	0.006	1.2%	0.000
Volume	19,361	21,623	2,262	11.7%	107,214

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.206	94.898	93.748
R3	94.626	94.318	93.589
R2	94.046	94.046	93.535
R1	93.738	93.738	93.482	93.602
PP	93.466	93.466	93.466	93.399
S1	93.158	93.158	93.376	93.022
S2	92.886	92.886	93.323
S3	92.306	92.578	93.270
S4	91.726	91.998	93.110

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.243	95.861	94.174
R3	95.343	94.961	93.927
R2	94.443	94.443	93.844
R1	94.061	94.061	93.762	94.252
PP	93.543	93.543	93.543	93.639
S1	93.161	93.161	93.597	93.352
S2	92.643	92.643	93.514
S3	91.743	92.261	93.432
S4	90.843	91.361	93.184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.925	93.045	0.880	0.9%	0.501	0.5%	44%	False	False	22,275
10	93.975	93.000	0.975	1.0%	0.457	0.5%	44%	False	False	21,047
20	94.795	93.000	1.795	1.9%	0.478	0.5%	24%	False	False	21,455
40	94.795	91.750	3.045	3.3%	0.528	0.6%	55%	False	False	17,247
60	94.795	91.750	3.045	3.3%	0.561	0.6%	55%	False	False	11,577
80	97.785	91.750	6.035	6.5%	0.544	0.6%	28%	False	False	8,705
100	98.000	91.750	6.250	6.7%	0.541	0.6%	27%	False	False	6,971
120	100.522	91.750	8.772	9.4%	0.483	0.5%	19%	False	False	5,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.080
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	96.240
2.618	95.293
1.618	94.713
1.000	94.355
0.618	94.133
HIGH	93.775
0.618	93.553
0.500	93.485
0.382	93.417
LOW	93.195
0.618	92.837
1.000	92.615
1.618	92.257
2.618	91.677
4.250	90.730

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	93.485	93.560
PP	93.466	93.516
S1	93.448	93.473

Download as Excel Spreadsheet

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

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