ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 12-Oct-2020

Day Change Summary
	Previous	Current
	09-Oct-2020	12-Oct-2020	Change	Change %	Previous Week
Open	93.400	93.115	-0.285	-0.3%	93.845
High	93.405	93.205	-0.200	-0.2%	93.940
Low	92.975	93.010	0.035	0.0%	92.975
Close	93.040	93.066	0.026	0.0%	93.040
Range	0.430	0.195	-0.235	-54.7%	0.965
ATR	0.430	0.413	-0.017	-3.9%	0.000
Volume	81	62	-19	-23.5%	597

Daily Pivots for day following 12-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.679	93.567	93.173
R3	93.484	93.372	93.120
R2	93.289	93.289	93.102
R1	93.177	93.177	93.084	93.136
PP	93.094	93.094	93.094	93.073
S1	92.982	92.982	93.048	92.941
S2	92.899	92.899	93.030
S3	92.704	92.787	93.012
S4	92.509	92.592	92.959

Weekly Pivots for week ending 09-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.213	95.592	93.571
R3	95.248	94.627	93.305
R2	94.283	94.283	93.217
R1	93.662	93.662	93.128	93.490
PP	93.318	93.318	93.318	93.233
S1	92.697	92.697	92.952	92.525
S2	92.353	92.353	92.863
S3	91.388	91.732	92.775
S4	90.423	90.767	92.509

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.940	92.975	0.965	1.0%	0.335	0.4%	9%	False	False	105
10	94.280	92.975	1.305	1.4%	0.368	0.4%	7%	False	False	108
20	94.690	92.760	1.930	2.1%	0.394	0.4%	16%	False	False	92

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	0.059
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	94.034
2.618	93.716
1.618	93.521
1.000	93.400
0.618	93.326
HIGH	93.205
0.618	93.131
0.500	93.108
0.382	93.084
LOW	93.010
0.618	92.889
1.000	92.815
1.618	92.694
2.618	92.499
4.250	92.181

Fisher Pivots for day following 12-Oct-2020
Pivot	1 day	3 day
R1	93.108	93.375
PP	93.094	93.272
S1	93.080	93.169

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols