ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	94.370	94.550	0.180	0.2%	92.995
High	94.690	94.560	-0.130	-0.1%	94.690
Low	94.215	94.145	-0.070	-0.1%	92.995
Close	94.647	94.269	-0.378	-0.4%	94.647
Range	0.475	0.415	-0.060	-12.6%	1.695
ATR	0.435	0.440	0.005	1.1%	0.000
Volume	80	124	44	55.0%	565

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.570	95.334	94.497
R3	95.155	94.919	94.383
R2	94.740	94.740	94.345
R1	94.504	94.504	94.307	94.415
PP	94.325	94.325	94.325	94.280
S1	94.089	94.089	94.231	94.000
S2	93.910	93.910	94.193
S3	93.495	93.674	94.155
S4	93.080	93.259	94.041

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	99.196	98.616	95.579
R3	97.501	96.921	95.113
R2	95.806	95.806	94.958
R1	95.226	95.226	94.802	95.516
PP	94.111	94.111	94.111	94.256
S1	93.531	93.531	94.492	93.821
S2	92.416	92.416	94.336
S3	90.721	91.836	94.181
S4	89.026	90.141	93.715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.690	93.460	1.230	1.3%	0.469	0.5%	66%	False	False	129
10	94.690	92.760	1.930	2.0%	0.419	0.4%	78%	False	False	75
20	94.690	91.785	2.905	3.1%	0.375	0.4%	86%	False	False	56

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	0.055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.324
2.618	95.646
1.618	95.231
1.000	94.975
0.618	94.816
HIGH	94.560
0.618	94.401
0.500	94.353
0.382	94.304
LOW	94.145
0.618	93.889
1.000	93.730
1.618	93.474
2.618	93.059
4.250	92.381

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	94.353	94.418
PP	94.325	94.368
S1	94.297	94.319

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

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