ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 15-Oct-2020

Day Change Summary
	Previous	Current
	14-Oct-2020	15-Oct-2020	Change	Change %	Previous Week
Open	93.525	93.395	-0.130	-0.1%	93.845
High	93.525	93.850	0.325	0.3%	93.940
Low	93.245	93.385	0.140	0.2%	92.975
Close	93.346	93.829	0.483	0.5%	93.040
Range	0.280	0.465	0.185	66.1%	0.965
ATR	0.412	0.418	0.007	1.6%	0.000
Volume	138	71	-67	-48.6%	597

Daily Pivots for day following 15-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.083	94.921	94.085
R3	94.618	94.456	93.957
R2	94.153	94.153	93.914
R1	93.991	93.991	93.872	94.072
PP	93.688	93.688	93.688	93.729
S1	93.526	93.526	93.786	93.607
S2	93.223	93.223	93.744
S3	92.758	93.061	93.701
S4	92.293	92.596	93.573

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	93.850	92.975	0.875	0.9%	0.381	0.4%	98%	True	False	100
10	94.030	92.975	1.055	1.1%	0.373	0.4%	81%	False	False	111
20	94.690	92.770	1.920	2.0%	0.412	0.4%	55%	False	False	107

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	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.826
2.618	95.067
1.618	94.602
1.000	94.315
0.618	94.137
HIGH	93.850
0.618	93.672
0.500	93.618
0.382	93.563
LOW	93.385
0.618	93.098
1.000	92.920
1.618	92.633
2.618	92.168
4.250	91.409

Fisher Pivots for day following 15-Oct-2020
Pivot	1 day	3 day
R1	93.759	93.702
PP	93.688	93.575
S1	93.618	93.448

Download as Excel Spreadsheet

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

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