ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 06-Oct-2020

Day Change Summary
	Previous	Current
	05-Oct-2020	06-Oct-2020	Change	Change %	Previous Week
Open	93.845	93.400	-0.445	-0.5%	94.550
High	93.845	93.870	0.025	0.0%	94.560
Low	93.395	93.400	0.005	0.0%	93.580
Close	93.530	93.719	0.189	0.2%	93.874
Range	0.450	0.470	0.020	4.4%	0.980
ATR	0.430	0.433	0.003	0.7%	0.000
Volume	132	148	16	12.1%	554

Daily Pivots for day following 06-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.073	94.866	93.978
R3	94.603	94.396	93.848
R2	94.133	94.133	93.805
R1	93.926	93.926	93.762	94.030
PP	93.663	93.663	93.663	93.715
S1	93.456	93.456	93.676	93.560
S2	93.193	93.193	93.633
S3	92.723	92.986	93.590
S4	92.253	92.516	93.461

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	94.190	93.395	0.795	0.8%	0.413	0.4%	41%	False	False	116
10	94.690	93.395	1.295	1.4%	0.421	0.4%	25%	False	False	122
20	94.690	92.640	2.050	2.2%	0.409	0.4%	53%	False	False	90

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.061
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.868
2.618	95.100
1.618	94.630
1.000	94.340
0.618	94.160
HIGH	93.870
0.618	93.690
0.500	93.635
0.382	93.580
LOW	93.400
0.618	93.110
1.000	92.930
1.618	92.640
2.618	92.170
4.250	91.403

Fisher Pivots for day following 06-Oct-2020
Pivot	1 day	3 day
R1	93.691	93.717
PP	93.663	93.715
S1	93.635	93.713

Download as Excel Spreadsheet

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

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