ICE US Dollar Index Future March 2021


Trading Metrics calculated at close of trading on 15-Dec-2020
Day Change Summary
Previous Current
14-Dec-2020 15-Dec-2020 Change Change % Previous Week
Open 90.730 90.595 -0.135 -0.1% 90.675
High 90.845 90.780 -0.065 -0.1% 91.150
Low 90.345 90.345 0.000 0.0% 90.515
Close 90.655 90.409 -0.246 -0.3% 90.924
Range 0.500 0.435 -0.065 -13.0% 0.635
ATR 0.481 0.478 -0.003 -0.7% 0.000
Volume 23,425 22,407 -1,018 -4.3% 81,890
Daily Pivots for day following 15-Dec-2020
Classic Woodie Camarilla DeMark
R4 91.816 91.548 90.648
R3 91.381 91.113 90.529
R2 90.946 90.946 90.489
R1 90.678 90.678 90.449 90.595
PP 90.511 90.511 90.511 90.470
S1 90.243 90.243 90.369 90.160
S2 90.076 90.076 90.329
S3 89.641 89.808 90.289
S4 89.206 89.373 90.170
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 92.768 92.481 91.273
R3 92.133 91.846 91.099
R2 91.498 91.498 91.040
R1 91.211 91.211 90.982 91.354
PP 90.863 90.863 90.863 90.935
S1 90.576 90.576 90.866 90.720
S2 90.228 90.228 90.808
S3 89.593 89.941 90.749
S4 88.958 89.306 90.575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.120 90.345 0.775 0.9% 0.479 0.5% 8% False True 21,685
10 91.430 90.345 1.085 1.2% 0.480 0.5% 6% False True 13,867
20 92.730 90.345 2.385 2.6% 0.459 0.5% 3% False True 7,139
40 94.250 90.345 3.905 4.3% 0.470 0.5% 2% False True 3,643
60 94.690 90.345 4.345 4.8% 0.447 0.5% 1% False True 2,467
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 True
Bear Hook False
Bull Hook False
Stretch 0.144
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.629
2.618 91.919
1.618 91.484
1.000 91.215
0.618 91.049
HIGH 90.780
0.618 90.614
0.500 90.563
0.382 90.511
LOW 90.345
0.618 90.076
1.000 89.910
1.618 89.641
2.618 89.206
4.250 88.496
Fisher Pivots for day following 15-Dec-2020
Pivot 1 day 3 day
R1 90.563 90.660
PP 90.511 90.576
S1 90.460 90.493

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

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