ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 19-Oct-2020

Day Change Summary
	Previous	Current
	16-Oct-2020	19-Oct-2020	Change	Change %	Previous Week
Open	93.770	93.690	-0.080	-0.1%	93.115
High	93.810	93.690	-0.120	-0.1%	93.850
Low	93.505	93.185	-0.320	-0.3%	93.010
Close	93.644	93.394	-0.250	-0.3%	93.644
Range	0.305	0.505	0.200	65.6%	0.840
ATR	0.411	0.418	0.007	1.6%	0.000
Volume	102	118	16	15.7%	521

Daily Pivots for day following 19-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.938	94.671	93.672
R3	94.433	94.166	93.533
R2	93.928	93.928	93.487
R1	93.661	93.661	93.440	93.542
PP	93.423	93.423	93.423	93.364
S1	93.156	93.156	93.348	93.037
S2	92.918	92.918	93.301
S3	92.413	92.651	93.255
S4	91.908	92.146	93.116

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	93.045	0.805	0.9%	0.418	0.4%	43%	False	False	115
10	93.940	92.975	0.965	1.0%	0.376	0.4%	43%	False	False	110
20	94.690	92.975	1.715	1.8%	0.406	0.4%	24%	False	False	115

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	0.035
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.836
2.618	95.012
1.618	94.507
1.000	94.195
0.618	94.002
HIGH	93.690
0.618	93.497
0.500	93.438
0.382	93.378
LOW	93.185
0.618	92.873
1.000	92.680
1.618	92.368
2.618	91.863
4.250	91.039

Fisher Pivots for day following 19-Oct-2020
Pivot	1 day	3 day
R1	93.438	93.518
PP	93.423	93.476
S1	93.409	93.435

Download as Excel Spreadsheet

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

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