ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	92.750	92.155	-0.595	-0.6%	94.105
High	92.750	92.925	0.175	0.2%	94.250
Low	92.130	92.120	-0.010	0.0%	92.130
Close	92.195	92.685	0.490	0.5%	92.195
Range	0.620	0.805	0.185	29.8%	2.120
ATR	0.525	0.545	0.020	3.8%	0.000
Volume	230	398	168	73.0%	875

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.992	94.643	93.128
R3	94.187	93.838	92.906
R2	93.382	93.382	92.833
R1	93.033	93.033	92.759	93.208
PP	92.577	92.577	92.577	92.664
S1	92.228	92.228	92.611	92.403
S2	91.772	91.772	92.537
S3	90.967	91.423	92.464
S4	90.162	90.618	92.242

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	99.218	97.827	93.361
R3	97.098	95.707	92.778
R2	94.978	94.978	92.584
R1	93.587	93.587	92.389	93.223
PP	92.858	92.858	92.858	92.676
S1	91.467	91.467	92.001	91.103
S2	90.738	90.738	91.806
S3	88.618	89.347	91.612
S4	86.498	87.227	91.029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.250	92.120	2.130	2.3%	0.800	0.9%	27%	False	True	225
10	94.250	92.120	2.130	2.3%	0.591	0.6%	27%	False	True	173
20	94.250	92.120	2.130	2.3%	0.501	0.5%	27%	False	True	135
40	94.690	92.120	2.570	2.8%	0.448	0.5%	22%	False	True	113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.069
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.346
2.618	95.032
1.618	94.227
1.000	93.730
0.618	93.422
HIGH	92.925
0.618	92.617
0.500	92.523
0.382	92.428
LOW	92.120
0.618	91.623
1.000	91.315
1.618	90.818
2.618	90.013
4.250	88.699

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	92.631	92.743
PP	92.577	92.723
S1	92.523	92.704

Download as Excel Spreadsheet

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

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