ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	91.730	91.900	0.170	0.2%	92.345
High	92.040	91.915	-0.125	-0.1%	92.795
Low	91.490	91.140	-0.350	-0.4%	91.740
Close	91.858	91.297	-0.561	-0.6%	91.801
Range	0.550	0.775	0.225	40.9%	1.055
ATR	0.498	0.517	0.020	4.0%	0.000
Volume	31,584	29,578	-2,006	-6.4%	91,456

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.776	93.311	91.723
R3	93.001	92.536	91.510
R2	92.226	92.226	91.439
R1	91.761	91.761	91.368	91.606
PP	91.451	91.451	91.451	91.373
S1	90.986	90.986	91.226	90.831
S2	90.676	90.676	91.155
S3	89.901	90.211	91.084
S4	89.126	89.436	90.871

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.277	94.594	92.381
R3	94.222	93.539	92.091
R2	93.167	93.167	91.994
R1	92.484	92.484	91.898	92.298
PP	92.112	92.112	92.112	92.019
S1	91.429	91.429	91.704	91.243
S2	91.057	91.057	91.608
S3	90.002	90.374	91.511
S4	88.947	89.319	91.221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.555	91.140	1.415	1.5%	0.484	0.5%	11%	False	True	23,402
10	92.795	91.140	1.655	1.8%	0.462	0.5%	9%	False	True	22,117
20	94.330	91.140	3.190	3.5%	0.556	0.6%	5%	False	True	25,189
40	94.330	91.140	3.190	3.5%	0.515	0.6%	5%	False	True	22,624
60	94.795	91.140	3.655	4.0%	0.520	0.6%	4%	False	True	22,824
80	94.795	91.140	3.655	4.0%	0.535	0.6%	4%	False	True	17,334
100	96.615	91.140	5.475	6.0%	0.547	0.6%	3%	False	True	13,903
120	97.785	91.140	6.645	7.3%	0.537	0.6%	2%	False	True	11,593

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	0.130
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	95.209
2.618	93.944
1.618	93.169
1.000	92.690
0.618	92.394
HIGH	91.915
0.618	91.619
0.500	91.528
0.382	91.436
LOW	91.140
0.618	90.661
1.000	90.365
1.618	89.886
2.618	89.111
4.250	87.846

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	91.528	91.590
PP	91.451	91.492
S1	91.374	91.395

Download as Excel Spreadsheet

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

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