ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	92.715	92.485	-0.230	-0.2%	92.230
High	92.850	92.605	-0.245	-0.3%	93.190
Low	92.435	92.250	-0.185	-0.2%	92.120
Close	92.630	92.398	-0.232	-0.3%	92.750
Range	0.415	0.355	-0.060	-14.5%	1.070
ATR	0.558	0.545	-0.013	-2.3%	0.000
Volume	29,487	17,590	-11,897	-40.3%	130,010

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.483	93.295	92.593
R3	93.128	92.940	92.496
R2	92.773	92.773	92.463
R1	92.585	92.585	92.431	92.502
PP	92.418	92.418	92.418	92.376
S1	92.230	92.230	92.365	92.147
S2	92.063	92.063	92.333
S3	91.708	91.875	92.300
S4	91.353	91.520	92.203

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.897	95.393	93.339
R3	94.827	94.323	93.044
R2	93.757	93.757	92.946
R1	93.253	93.253	92.848	93.505
PP	92.687	92.687	92.687	92.813
S1	92.183	92.183	92.652	92.435
S2	91.617	91.617	92.554
S3	90.547	91.113	92.456
S4	89.477	90.043	92.162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.190	92.250	0.940	1.0%	0.408	0.4%	16%	False	True	21,645
10	94.330	92.120	2.210	2.4%	0.609	0.7%	13%	False	False	28,196
20	94.330	92.120	2.210	2.4%	0.561	0.6%	13%	False	False	23,427
40	94.795	92.120	2.675	2.9%	0.518	0.6%	10%	False	False	22,415
60	94.795	91.750	3.045	3.3%	0.540	0.6%	21%	False	False	19,675
80	94.795	91.750	3.045	3.3%	0.557	0.6%	21%	False	False	14,816
100	97.785	91.750	6.035	6.5%	0.549	0.6%	11%	False	False	11,872
120	97.905	91.750	6.155	6.7%	0.547	0.6%	11%	False	False	9,900

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	0.149
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.114
2.618	93.534
1.618	93.179
1.000	92.960
0.618	92.824
HIGH	92.605
0.618	92.469
0.500	92.428
0.382	92.386
LOW	92.250
0.618	92.031
1.000	91.895
1.618	91.676
2.618	91.321
4.250	90.741

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	92.428	92.628
PP	92.418	92.551
S1	92.408	92.475

Download as Excel Spreadsheet

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

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