ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	92.810	92.730	-0.080	-0.1%	94.095
High	92.965	93.190	0.225	0.2%	94.330
Low	92.585	92.595	0.010	0.0%	92.165
Close	92.736	93.024	0.288	0.3%	92.225
Range	0.380	0.595	0.215	56.6%	2.165
ATR	0.607	0.606	-0.001	-0.1%	0.000
Volume	22,874	23,547	673	2.9%	137,859

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.721	94.468	93.351
R3	94.126	93.873	93.188
R2	93.531	93.531	93.133
R1	93.278	93.278	93.079	93.405
PP	92.936	92.936	92.936	93.000
S1	92.683	92.683	92.969	92.810
S2	92.341	92.341	92.915
S3	91.746	92.088	92.860
S4	91.151	91.493	92.697

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	99.402	97.978	93.416
R3	97.237	95.813	92.820
R2	95.072	95.072	92.622
R1	93.648	93.648	92.423	93.278
PP	92.907	92.907	92.907	92.721
S1	91.483	91.483	92.027	91.113
S2	90.742	90.742	91.828
S3	88.577	89.318	91.630
S4	86.412	87.153	91.034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.540	92.120	1.420	1.5%	0.711	0.8%	64%	False	False	32,147
10	94.330	92.120	2.210	2.4%	0.696	0.7%	41%	False	False	27,508
20	94.330	92.120	2.210	2.4%	0.591	0.6%	41%	False	False	23,255
40	94.795	92.120	2.675	2.9%	0.549	0.6%	34%	False	False	22,859
60	94.795	91.750	3.045	3.3%	0.562	0.6%	42%	False	False	18,282
80	95.360	91.750	3.610	3.9%	0.571	0.6%	35%	False	False	13,767
100	97.785	91.750	6.035	6.5%	0.551	0.6%	21%	False	False	11,027
120	99.063	91.750	7.313	7.9%	0.543	0.6%	17%	False	False	9,194

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	0.146
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.719
2.618	94.748
1.618	94.153
1.000	93.785
0.618	93.558
HIGH	93.190
0.618	92.963
0.500	92.893
0.382	92.822
LOW	92.595
0.618	92.227
1.000	92.000
1.618	91.632
2.618	91.037
4.250	90.066

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	92.980	92.901
PP	92.936	92.778
S1	92.893	92.655

Download as Excel Spreadsheet

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

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