ICE US Dollar Index Future December 2020

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

Day Change Summary
	Previous	Current
	04-Nov-2020	05-Nov-2020	Change	Change %	Previous Week
Open	93.660	93.400	-0.260	-0.3%	92.750
High	94.330	93.540	-0.790	-0.8%	94.140
Low	93.245	92.470	-0.775	-0.8%	92.730
Close	93.411	92.516	-0.895	-1.0%	94.042
Range	1.085	1.070	-0.015	-1.4%	1.410
ATR	0.567	0.603	0.036	6.3%	0.000
Volume	36,544	35,450	-1,094	-3.0%	99,373

Daily Pivots for day following 05-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.052	95.354	93.105
R3	94.982	94.284	92.810
R2	93.912	93.912	92.712
R1	93.214	93.214	92.614	93.028
PP	92.842	92.842	92.842	92.749
S1	92.144	92.144	92.418	91.958
S2	91.772	91.772	92.320
S3	90.702	91.074	92.222
S4	89.632	90.004	91.928

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	97.867	97.365	94.818
R3	96.457	95.955	94.430
R2	95.047	95.047	94.301
R1	94.545	94.545	94.171	94.796
PP	93.637	93.637	93.637	93.763
S1	93.135	93.135	93.913	93.386
S2	92.227	92.227	93.783
S3	90.817	91.725	93.654
S4	89.407	90.315	93.266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.330	92.470	1.860	2.0%	0.738	0.8%	2%	False	True	24,691
10	94.330	92.470	1.860	2.0%	0.631	0.7%	2%	False	True	22,204
20	94.330	92.460	1.870	2.0%	0.560	0.6%	3%	False	False	21,484
40	94.795	92.460	2.335	2.5%	0.529	0.6%	2%	False	False	22,366
60	94.795	91.750	3.045	3.3%	0.551	0.6%	25%	False	False	16,209
80	96.300	91.750	4.550	4.9%	0.566	0.6%	17%	False	False	12,205
100	97.785	91.750	6.035	6.5%	0.543	0.6%	13%	False	False	9,775
120	99.895	91.750	8.145	8.8%	0.530	0.6%	9%	False	False	8,150

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	0.130
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.088
2.618	96.341
1.618	95.271
1.000	94.610
0.618	94.201
HIGH	93.540
0.618	93.131
0.500	93.005
0.382	92.879
LOW	92.470
0.618	91.809
1.000	91.400
1.618	90.739
2.618	89.669
4.250	87.923

Fisher Pivots for day following 05-Nov-2020
Pivot	1 day	3 day
R1	93.005	93.400
PP	92.842	93.105
S1	92.679	92.811

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

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