ICE US Dollar Index Future March 2021


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 92.915 93.125 0.210 0.2% 93.690
High 93.000 93.615 0.615 0.7% 93.690
Low 92.790 93.125 0.335 0.4% 92.460
Close 92.897 93.379 0.482 0.5% 92.730
Range 0.210 0.490 0.280 133.3% 1.230
ATR 0.407 0.429 0.022 5.5% 0.000
Volume 95 157 62 65.3% 478
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 94.843 94.601 93.649
R3 94.353 94.111 93.514
R2 93.863 93.863 93.469
R1 93.621 93.621 93.424 93.742
PP 93.373 93.373 93.373 93.434
S1 93.131 93.131 93.334 93.252
S2 92.883 92.883 93.289
S3 92.393 92.641 93.244
S4 91.903 92.151 93.109
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 96.650 95.920 93.407
R3 95.420 94.690 93.068
R2 94.190 94.190 92.956
R1 93.460 93.460 92.843 93.210
PP 92.960 92.960 92.960 92.835
S1 92.230 92.230 92.617 91.980
S2 91.730 91.730 92.505
S3 90.500 91.000 92.392
S4 89.270 89.770 92.054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.615 92.610 1.005 1.1% 0.357 0.4% 77% True False 86
10 93.850 92.460 1.390 1.5% 0.401 0.4% 66% False False 94
20 94.030 92.460 1.570 1.7% 0.381 0.4% 59% False False 105
40 94.690 92.460 2.230 2.4% 0.383 0.4% 41% False False 86
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 0.026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.698
2.618 94.898
1.618 94.408
1.000 94.105
0.618 93.918
HIGH 93.615
0.618 93.428
0.500 93.370
0.382 93.312
LOW 93.125
0.618 92.822
1.000 92.635
1.618 92.332
2.618 91.842
4.250 91.042
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 93.376 93.308
PP 93.373 93.236
S1 93.370 93.165

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

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