ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	91.825	91.160	-0.665	-0.7%	92.325
High	91.835	91.430	-0.405	-0.4%	92.730
Low	91.085	90.915	-0.170	-0.2%	91.690
Close	91.227	91.052	-0.175	-0.2%	91.741
Range	0.750	0.515	-0.235	-31.3%	1.040
ATR	0.468	0.471	0.003	0.7%	0.000
Volume	1,000	1,001	1	0.1%	1,717

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	92.677	92.380	91.335
R3	92.162	91.865	91.194
R2	91.647	91.647	91.146
R1	91.350	91.350	91.099	91.241
PP	91.132	91.132	91.132	91.078
S1	90.835	90.835	91.005	90.726
S2	90.617	90.617	90.958
S3	90.102	90.320	90.910
S4	89.587	89.805	90.769

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.174	94.497	92.313
R3	94.134	93.457	92.027
R2	93.094	93.094	91.932
R1	92.417	92.417	91.836	92.236
PP	92.054	92.054	92.054	91.963
S1	91.377	91.377	91.646	91.196
S2	91.014	91.014	91.550
S3	89.974	90.337	91.455
S4	88.934	89.297	91.169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.100	90.915	1.185	1.3%	0.480	0.5%	12%	False	True	667
10	92.730	90.915	1.815	2.0%	0.459	0.5%	8%	False	True	497
20	93.365	90.915	2.450	2.7%	0.469	0.5%	6%	False	True	347
40	94.250	90.915	3.335	3.7%	0.449	0.5%	4%	False	True	226
60	94.690	90.915	3.775	4.1%	0.435	0.5%	4%	False	True	182

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.152
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.619
2.618	92.778
1.618	92.263
1.000	91.945
0.618	91.748
HIGH	91.430
0.618	91.233
0.500	91.173
0.382	91.112
LOW	90.915
0.618	90.597
1.000	90.400
1.618	90.082
2.618	89.567
4.250	88.726

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	91.173	91.435
PP	91.132	91.307
S1	91.092	91.180

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