ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 16-Oct-2020

Day Change Summary
	Previous	Current
	15-Oct-2020	16-Oct-2020	Change	Change %	Previous Week
Open	93.395	93.770	0.375	0.4%	93.115
High	93.850	93.810	-0.040	0.0%	93.850
Low	93.385	93.505	0.120	0.1%	93.010
Close	93.829	93.644	-0.185	-0.2%	93.644
Range	0.465	0.305	-0.160	-34.4%	0.840
ATR	0.418	0.411	-0.007	-1.6%	0.000
Volume	71	102	31	43.7%	521

Daily Pivots for day following 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.568	94.411	93.812
R3	94.263	94.106	93.728
R2	93.958	93.958	93.700
R1	93.801	93.801	93.672	93.727
PP	93.653	93.653	93.653	93.616
S1	93.496	93.496	93.616	93.422
S2	93.348	93.348	93.588
S3	93.043	93.191	93.560
S4	92.738	92.886	93.476

Weekly Pivots for week ending 16-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.021	95.673	94.106
R3	95.181	94.833	93.875
R2	94.341	94.341	93.798
R1	93.993	93.993	93.721	94.167
PP	93.501	93.501	93.501	93.589
S1	93.153	93.153	93.567	93.327
S2	92.661	92.661	93.490
S3	91.821	92.313	93.413
S4	90.981	91.473	93.182

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.850	93.010	0.840	0.9%	0.356	0.4%	75%	False	False	104
10	93.940	92.975	0.965	1.0%	0.371	0.4%	69%	False	False	111
20	94.690	92.975	1.715	1.8%	0.418	0.4%	39%	False	False	111

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.106
2.618	94.608
1.618	94.303
1.000	94.115
0.618	93.998
HIGH	93.810
0.618	93.693
0.500	93.658
0.382	93.622
LOW	93.505
0.618	93.317
1.000	93.200
1.618	93.012
2.618	92.707
4.250	92.209

Fisher Pivots for day following 16-Oct-2020
Pivot	1 day	3 day
R1	93.658	93.612
PP	93.653	93.580
S1	93.649	93.548

Download as Excel Spreadsheet

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

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