ICE US Dollar Index Future December 2020

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

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	92.440	92.505	0.065	0.1%	92.230
High	92.510	92.720	0.210	0.2%	93.190
Low	92.195	92.225	0.030	0.0%	92.120
Close	92.311	92.284	-0.027	0.0%	92.750
Range	0.315	0.495	0.180	57.1%	1.070
ATR	0.529	0.526	-0.002	-0.5%	0.000
Volume	14,660	20,049	5,389	36.8%	130,010

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.895	93.584	92.556
R3	93.400	93.089	92.420
R2	92.905	92.905	92.375
R1	92.594	92.594	92.329	92.502
PP	92.410	92.410	92.410	92.364
S1	92.099	92.099	92.239	92.007
S2	91.915	91.915	92.193
S3	91.420	91.604	92.148
S4	90.925	91.109	92.012

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	93.005	92.195	0.810	0.9%	0.377	0.4%	11%	False	False	19,216
10	93.190	92.120	1.070	1.2%	0.474	0.5%	15%	False	False	24,467
20	94.330	92.120	2.210	2.4%	0.553	0.6%	7%	False	False	23,336
40	94.795	92.120	2.675	2.9%	0.514	0.6%	6%	False	False	21,916
60	94.795	91.750	3.045	3.3%	0.538	0.6%	18%	False	False	20,234
80	94.795	91.750	3.045	3.3%	0.554	0.6%	18%	False	False	15,245
100	97.320	91.750	5.570	6.0%	0.546	0.6%	10%	False	False	12,218
120	97.785	91.750	6.035	6.5%	0.548	0.6%	9%	False	False	10,189

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.122
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	94.824
2.618	94.016
1.618	93.521
1.000	93.215
0.618	93.026
HIGH	92.720
0.618	92.531
0.500	92.473
0.382	92.414
LOW	92.225
0.618	91.919
1.000	91.730
1.618	91.424
2.618	90.929
4.250	90.121

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	92.473	92.458
PP	92.410	92.400
S1	92.347	92.342

Download as Excel Spreadsheet

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

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