ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	92.715	92.665	-0.050	-0.1%	94.105
High	92.935	93.165	0.230	0.2%	94.250
Low	92.585	92.600	0.015	0.0%	92.130
Close	92.706	92.994	0.288	0.3%	92.195
Range	0.350	0.565	0.215	61.4%	2.120
ATR	0.531	0.534	0.002	0.5%	0.000
Volume	162	168	6	3.7%	875

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.615	94.369	93.305
R3	94.050	93.804	93.149
R2	93.485	93.485	93.098
R1	93.239	93.239	93.046	93.362
PP	92.920	92.920	92.920	92.981
S1	92.674	92.674	92.942	92.797
S2	92.355	92.355	92.890
S3	91.790	92.109	92.839
S4	91.225	91.544	92.683

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	93.365	92.120	1.245	1.3%	0.644	0.7%	70%	False	False	247
10	94.250	92.120	2.130	2.3%	0.612	0.7%	41%	False	False	180
20	94.250	92.120	2.130	2.3%	0.506	0.5%	41%	False	False	137
40	94.690	92.120	2.570	2.8%	0.460	0.5%	34%	False	False	121

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	0.080
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.566
2.618	94.644
1.618	94.079
1.000	93.730
0.618	93.514
HIGH	93.165
0.618	92.949
0.500	92.883
0.382	92.816
LOW	92.600
0.618	92.251
1.000	92.035
1.618	91.686
2.618	91.121
4.250	90.199

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	92.957	92.877
PP	92.920	92.760
S1	92.883	92.643

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols