ICE US Dollar Index Future September 2020

Trading Metrics calculated at close of trading on 25-Mar-2020

Day Change Summary
	Previous	Current
	24-Mar-2020	25-Mar-2020	Change	Change %	Previous Week
Open	102.800	101.825	-0.975	-0.9%	98.200
High	102.800	101.960	-0.840	-0.8%	103.980
Low	101.610	100.855	-0.755	-0.7%	97.785
Close	102.312	101.055	-1.257	-1.2%	103.582
Range	1.190	1.105	-0.085	-7.1%	6.195
ATR	1.330	1.339	0.009	0.7%	0.000
Volume	87	31	-56	-64.4%	294

Daily Pivots for day following 25-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	104.605	103.935	101.663
R3	103.500	102.830	101.359
R2	102.395	102.395	101.258
R1	101.725	101.725	101.156	101.508
PP	101.290	101.290	101.290	101.181
S1	100.620	100.620	100.954	100.403
S2	100.185	100.185	100.852
S3	99.080	99.515	100.751
S4	97.975	98.410	100.447

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	120.367	118.170	106.989
R3	114.172	111.975	105.286
R2	107.977	107.977	104.718
R1	105.780	105.780	104.150	106.879
PP	101.782	101.782	101.782	102.332
S1	99.585	99.585	103.014	100.684
S2	95.587	95.587	102.446
S3	89.392	93.390	101.878
S4	83.197	87.195	100.175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.980	100.855	3.125	3.1%	1.521	1.5%	6%	False	True	44
10	103.980	96.315	7.665	7.6%	1.530	1.5%	62%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.137
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	106.656
2.618	104.853
1.618	103.748
1.000	103.065
0.618	102.643
HIGH	101.960
0.618	101.538
0.500	101.408
0.382	101.277
LOW	100.855
0.618	100.172
1.000	99.750
1.618	99.067
2.618	97.962
4.250	96.159

Fisher Pivots for day following 25-Mar-2020
Pivot	1 day	3 day
R1	101.408	102.413
PP	101.290	101.960
S1	101.173	101.508

Download as Excel Spreadsheet

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

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