ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 13-Oct-2020

Day Change Summary
	Previous	Current
	12-Oct-2020	13-Oct-2020	Change	Change %	Previous Week
Open	93.115	93.045	-0.070	-0.1%	93.845
High	93.205	93.580	0.375	0.4%	93.940
Low	93.010	93.045	0.035	0.0%	92.975
Close	93.066	93.501	0.435	0.5%	93.040
Range	0.195	0.535	0.340	174.4%	0.965
ATR	0.413	0.422	0.009	2.1%	0.000
Volume	62	148	86	138.7%	597

Daily Pivots for day following 13-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.980	94.776	93.795
R3	94.445	94.241	93.648
R2	93.910	93.910	93.599
R1	93.706	93.706	93.550	93.808
PP	93.375	93.375	93.375	93.427
S1	93.171	93.171	93.452	93.273
S2	92.840	92.840	93.403
S3	92.305	92.636	93.354
S4	91.770	92.101	93.207

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%	0.348	0.4%	55%	False	False	105
10	94.190	92.975	1.215	1.3%	0.380	0.4%	43%	False	False	110
20	94.690	92.760	1.930	2.1%	0.421	0.4%	38%	False	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.055
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	95.854
2.618	94.981
1.618	94.446
1.000	94.115
0.618	93.911
HIGH	93.580
0.618	93.376
0.500	93.313
0.382	93.249
LOW	93.045
0.618	92.714
1.000	92.510
1.618	92.179
2.618	91.644
4.250	90.771

Fisher Pivots for day following 13-Oct-2020
Pivot	1 day	3 day
R1	93.438	93.427
PP	93.375	93.352
S1	93.313	93.278

Download as Excel Spreadsheet

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

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