ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	91.160	91.030	-0.130	-0.1%	92.325
High	91.430	91.030	-0.400	-0.4%	92.730
Low	90.915	90.435	-0.480	-0.5%	91.690
Close	91.052	90.645	-0.407	-0.4%	91.741
Range	0.515	0.595	0.080	15.5%	1.040
ATR	0.471	0.481	0.010	2.2%	0.000
Volume	1,001	1,977	976	97.5%	1,717

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	92.488	92.162	90.972
R3	91.893	91.567	90.809
R2	91.298	91.298	90.754
R1	90.972	90.972	90.700	90.838
PP	90.703	90.703	90.703	90.636
S1	90.377	90.377	90.590	90.243
S2	90.108	90.108	90.536
S3	89.513	89.782	90.481
S4	88.918	89.187	90.318

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	91.980	90.435	1.545	1.7%	0.536	0.6%	14%	False	True	1,018
10	92.730	90.435	2.295	2.5%	0.475	0.5%	9%	False	True	676
20	93.165	90.435	2.730	3.0%	0.455	0.5%	8%	False	True	432
40	94.250	90.435	3.815	4.2%	0.458	0.5%	6%	False	True	271
60	94.690	90.435	4.255	4.7%	0.434	0.5%	5%	False	True	210

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	0.134
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.559
2.618	92.588
1.618	91.993
1.000	91.625
0.618	91.398
HIGH	91.030
0.618	90.803
0.500	90.733
0.382	90.662
LOW	90.435
0.618	90.067
1.000	89.840
1.618	89.472
2.618	88.877
4.250	87.906

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	90.733	91.135
PP	90.703	90.972
S1	90.674	90.808

Download as Excel Spreadsheet

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

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