ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	90.045	90.100	0.055	0.1%	90.730
High	90.950	90.620	-0.330	-0.4%	90.845
Low	89.925	89.950	0.025	0.0%	89.640
Close	89.949	90.546	0.597	0.7%	89.953
Range	1.025	0.670	-0.355	-34.6%	1.205
ATR	0.527	0.538	0.010	1.9%	0.000
Volume	39,253	21,871	-17,382	-44.3%	121,523

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	92.382	92.134	90.915
R3	91.712	91.464	90.730
R2	91.042	91.042	90.669
R1	90.794	90.794	90.607	90.918
PP	90.372	90.372	90.372	90.434
S1	90.124	90.124	90.485	90.248
S2	89.702	89.702	90.423
S3	89.032	89.454	90.362
S4	88.362	88.784	90.178

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.761	93.062	90.616
R3	92.556	91.857	90.284
R2	91.351	91.351	90.174
R1	90.652	90.652	90.063	90.399
PP	90.146	90.146	90.146	90.020
S1	89.447	89.447	89.843	89.194
S2	88.941	88.941	89.732
S3	87.736	88.242	89.622
S4	86.531	87.037	89.290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.950	89.640	1.310	1.4%	0.625	0.7%	69%	False	False	27,363
10	91.120	89.640	1.480	1.6%	0.552	0.6%	61%	False	False	24,524
20	92.195	89.640	2.555	2.8%	0.508	0.6%	35%	False	False	13,917
40	94.250	89.640	4.610	5.1%	0.505	0.6%	20%	False	False	7,054
60	94.250	89.640	4.610	5.1%	0.463	0.5%	20%	False	False	4,736
80	94.690	89.640	5.050	5.6%	0.439	0.5%	18%	False	False	3,568

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.127
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.468
2.618	92.374
1.618	91.704
1.000	91.290
0.618	91.034
HIGH	90.620
0.618	90.364
0.500	90.285
0.382	90.206
LOW	89.950
0.618	89.536
1.000	89.280
1.618	88.866
2.618	88.196
4.250	87.103

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	90.459	90.482
PP	90.372	90.417
S1	90.285	90.353

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

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