ICE US Dollar Index Future September 2020

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

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	93.270	93.345	0.075	0.1%	93.050
High	93.450	93.375	-0.075	-0.1%	93.665
Low	92.700	93.110	0.410	0.4%	92.700
Close	93.331	93.320	-0.011	0.0%	93.320
Range	0.750	0.265	-0.485	-64.7%	0.965
ATR	0.644	0.617	-0.027	-4.2%	0.000
Volume	21,152	11,399	-9,753	-46.1%	87,396

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.063	93.957	93.466
R3	93.798	93.692	93.393
R2	93.533	93.533	93.369
R1	93.427	93.427	93.344	93.348
PP	93.268	93.268	93.268	93.229
S1	93.162	93.162	93.296	93.083
S2	93.003	93.003	93.271
S3	92.738	92.897	93.247
S4	92.473	92.632	93.174

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.123	95.687	93.851
R3	95.158	94.722	93.585
R2	94.193	94.193	93.497
R1	93.757	93.757	93.408	93.975
PP	93.228	93.228	93.228	93.338
S1	92.792	92.792	93.232	93.010
S2	92.263	92.263	93.143
S3	91.298	91.827	93.055
S4	90.333	90.862	92.789

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.665	92.665	1.000	1.1%	0.531	0.6%	66%	False	False	22,654
10	93.665	91.725	1.940	2.1%	0.579	0.6%	82%	False	False	25,568
20	93.665	91.725	1.940	2.1%	0.603	0.6%	82%	False	False	23,513
40	96.295	91.725	4.570	4.9%	0.632	0.7%	35%	False	False	22,459
60	97.810	91.725	6.085	6.5%	0.612	0.7%	26%	False	False	20,451
80	99.885	91.725	8.160	8.7%	0.626	0.7%	20%	False	False	17,200
100	100.900	91.725	9.175	9.8%	0.607	0.7%	17%	False	False	13,772
120	101.015	91.725	9.290	10.0%	0.625	0.7%	17%	False	False	11,484

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.109
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	94.501
2.618	94.069
1.618	93.804
1.000	93.640
0.618	93.539
HIGH	93.375
0.618	93.274
0.500	93.243
0.382	93.211
LOW	93.110
0.618	92.946
1.000	92.845
1.618	92.681
2.618	92.416
4.250	91.984

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	93.294	93.274
PP	93.268	93.228
S1	93.243	93.183

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

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