ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 10-Dec-2020

Day Change Summary
	Previous	Current
	09-Dec-2020	10-Dec-2020	Change	Change %	Previous Week
Open	90.830	91.000	0.170	0.2%	91.695
High	91.120	91.080	-0.040	0.0%	91.955
Low	90.595	90.575	-0.020	0.0%	90.380
Close	91.011	90.751	-0.260	-0.3%	90.609
Range	0.525	0.505	-0.020	-3.8%	1.575
ATR	0.475	0.477	0.002	0.5%	0.000
Volume	14,050	27,045	12,995	92.5%	12,859

Daily Pivots for day following 10-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	92.317	92.039	91.029
R3	91.812	91.534	90.890
R2	91.307	91.307	90.844
R1	91.029	91.029	90.797	90.916
PP	90.802	90.802	90.802	90.745
S1	90.524	90.524	90.705	90.411
S2	90.297	90.297	90.658
S3	89.792	90.019	90.612
S4	89.287	89.514	90.473

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.706	94.733	91.475
R3	94.131	93.158	91.042
R2	92.556	92.556	90.898
R1	91.583	91.583	90.753	91.282
PP	90.981	90.981	90.981	90.831
S1	90.008	90.008	90.465	89.707
S2	89.406	89.406	90.320
S3	87.831	88.433	90.176
S4	86.256	86.858	89.743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.150	90.380	0.770	0.8%	0.466	0.5%	48%	False	False	13,674
10	91.980	90.380	1.600	1.8%	0.501	0.6%	23%	False	False	7,346
20	92.960	90.380	2.580	2.8%	0.438	0.5%	14%	False	False	3,792
40	94.250	90.380	3.870	4.3%	0.469	0.5%	10%	False	False	1,968
60	94.690	90.380	4.310	4.7%	0.450	0.5%	9%	False	False	1,348

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	0.133
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.226
2.618	92.402
1.618	91.897
1.000	91.585
0.618	91.392
HIGH	91.080
0.618	90.887
0.500	90.828
0.382	90.768
LOW	90.575
0.618	90.263
1.000	90.070
1.618	89.758
2.618	89.253
4.250	88.429

Fisher Pivots for day following 10-Dec-2020
Pivot	1 day	3 day
R1	90.828	90.848
PP	90.802	90.815
S1	90.777	90.783

Download as Excel Spreadsheet

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

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