ICE US Dollar Index Future March 2021


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 92.665 92.970 0.305 0.3% 94.105
High 93.165 93.045 -0.120 -0.1% 94.250
Low 92.600 92.730 0.130 0.1% 92.130
Close 92.994 92.915 -0.079 -0.1% 92.195
Range 0.565 0.315 -0.250 -44.2% 2.120
ATR 0.534 0.518 -0.016 -2.9% 0.000
Volume 168 210 42 25.0% 875
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 93.842 93.693 93.088
R3 93.527 93.378 93.002
R2 93.212 93.212 92.973
R1 93.063 93.063 92.944 92.980
PP 92.897 92.897 92.897 92.855
S1 92.748 92.748 92.886 92.665
S2 92.582 92.582 92.857
S3 92.267 92.433 92.828
S4 91.952 92.118 92.742
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 93.165 92.120 1.045 1.1% 0.531 0.6% 76% False False 233
10 94.250 92.120 2.130 2.3% 0.569 0.6% 37% False False 188
20 94.250 92.120 2.130 2.3% 0.499 0.5% 37% False False 144
40 94.690 92.120 2.570 2.8% 0.455 0.5% 31% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.080
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.384
2.618 93.870
1.618 93.555
1.000 93.360
0.618 93.240
HIGH 93.045
0.618 92.925
0.500 92.888
0.382 92.850
LOW 92.730
0.618 92.535
1.000 92.415
1.618 92.220
2.618 91.905
4.250 91.391
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 92.906 92.902
PP 92.897 92.888
S1 92.888 92.875

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

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