ICE US Dollar Index Future December 2020

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

Day Change Summary
	Previous	Current
	10-Dec-2020	11-Dec-2020	Change	Change %	Previous Week
Open	91.065	90.750	-0.315	-0.3%	90.795
High	91.155	91.050	-0.105	-0.1%	91.240
Low	90.655	90.630	-0.025	0.0%	90.610
Close	90.820	90.970	0.150	0.2%	90.970
Range	0.500	0.420	-0.080	-16.0%	0.630
ATR	0.506	0.500	-0.006	-1.2%	0.000
Volume	20,892	11,622	-9,270	-44.4%	116,862

Daily Pivots for day following 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	92.143	91.977	91.201
R3	91.723	91.557	91.086
R2	91.303	91.303	91.047
R1	91.137	91.137	91.009	91.220
PP	90.883	90.883	90.883	90.925
S1	90.717	90.717	90.932	90.800
S2	90.463	90.463	90.893
S3	90.043	90.297	90.855
S4	89.623	89.877	90.739

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	92.830	92.530	91.317
R3	92.200	91.900	91.143
R2	91.570	91.570	91.086
R1	91.270	91.270	91.028	91.420
PP	90.940	90.940	90.940	91.015
S1	90.640	90.640	90.912	90.790
S2	90.310	90.310	90.854
S3	89.680	90.010	90.797
S4	89.050	89.380	90.623

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.240	90.610	0.630	0.7%	0.468	0.5%	57%	False	False	23,372
10	92.040	90.470	1.570	1.7%	0.517	0.6%	32%	False	False	25,858
20	93.005	90.470	2.535	2.8%	0.459	0.5%	20%	False	False	23,119
40	94.330	90.470	3.860	4.2%	0.520	0.6%	13%	False	False	23,322
60	94.795	90.470	4.325	4.8%	0.513	0.6%	12%	False	False	22,815
80	94.795	90.470	4.325	4.8%	0.530	0.6%	12%	False	False	19,780
100	95.135	90.470	4.665	5.1%	0.546	0.6%	11%	False	False	15,868
120	97.785	90.470	7.315	8.0%	0.533	0.6%	7%	False	False	13,236

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	0.139
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	92.835
2.618	92.150
1.618	91.730
1.000	91.470
0.618	91.310
HIGH	91.050
0.618	90.890
0.500	90.840
0.382	90.790
LOW	90.630
0.618	90.370
1.000	90.210
1.618	89.950
2.618	89.530
4.250	88.845

Fisher Pivots for day following 11-Dec-2020
Pivot	1 day	3 day
R1	90.927	90.953
PP	90.883	90.935
S1	90.840	90.918

Download as Excel Spreadsheet

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

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