ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 05-Oct-2020

Day Change Summary
	Previous	Current
	02-Oct-2020	05-Oct-2020	Change	Change %	Previous Week
Open	93.755	93.845	0.090	0.1%	94.550
High	94.030	93.845	-0.185	-0.2%	94.560
Low	93.705	93.395	-0.310	-0.3%	93.580
Close	93.874	93.530	-0.344	-0.4%	93.874
Range	0.325	0.450	0.125	38.5%	0.980
ATR	0.426	0.430	0.004	0.9%	0.000
Volume	95	132	37	38.9%	554

Daily Pivots for day following 05-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.940	94.685	93.778
R3	94.490	94.235	93.654
R2	94.040	94.040	93.613
R1	93.785	93.785	93.571	93.688
PP	93.590	93.590	93.590	93.541
S1	93.335	93.335	93.489	93.238
S2	93.140	93.140	93.448
S3	92.690	92.885	93.406
S4	92.240	92.435	93.283

Weekly Pivots for week ending 02-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.945	96.389	94.413
R3	95.965	95.409	94.144
R2	94.985	94.985	94.054
R1	94.429	94.429	93.964	94.217
PP	94.005	94.005	94.005	93.899
S1	93.449	93.449	93.784	93.237
S2	93.025	93.025	93.694
S3	92.045	92.469	93.605
S4	91.065	91.489	93.335

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.280	93.395	0.885	0.9%	0.402	0.4%	15%	False	True	112
10	94.690	93.395	1.295	1.4%	0.435	0.5%	10%	False	True	120
20	94.690	92.640	2.050	2.2%	0.405	0.4%	43%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.071
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	95.758
2.618	95.023
1.618	94.573
1.000	94.295
0.618	94.123
HIGH	93.845
0.618	93.673
0.500	93.620
0.382	93.567
LOW	93.395
0.618	93.117
1.000	92.945
1.618	92.667
2.618	92.217
4.250	91.483

Fisher Pivots for day following 05-Oct-2020
Pivot	1 day	3 day
R1	93.620	93.713
PP	93.590	93.652
S1	93.560	93.591

Download as Excel Spreadsheet

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

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