ICE US Dollar Index Future March 2021

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	90.535	90.185	-0.350	-0.4%	90.730
High	90.580	90.310	-0.270	-0.3%	90.845
Low	90.050	90.075	0.025	0.0%	89.640
Close	90.340	90.250	-0.090	-0.1%	89.953
Range	0.530	0.235	-0.295	-55.7%	1.205
ATR	0.537	0.518	-0.019	-3.6%	0.000
Volume	27,553	10,826	-16,727	-60.7%	121,523

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	90.917	90.818	90.379
R3	90.682	90.583	90.315
R2	90.447	90.447	90.293
R1	90.348	90.348	90.272	90.398
PP	90.212	90.212	90.212	90.236
S1	90.113	90.113	90.228	90.163
S2	89.977	89.977	90.207
S3	89.742	89.878	90.185
S4	89.507	89.643	90.121

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	89.755	1.195	1.3%	0.552	0.6%	41%	False	False	23,486
10	90.975	89.640	1.335	1.5%	0.525	0.6%	46%	False	False	24,252
20	91.980	89.640	2.340	2.6%	0.513	0.6%	26%	False	False	15,799
40	94.250	89.640	4.610	5.1%	0.493	0.5%	13%	False	False	8,006
60	94.250	89.640	4.610	5.1%	0.462	0.5%	13%	False	False	5,373
80	94.690	89.640	5.050	5.6%	0.444	0.5%	12%	False	False	4,047

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.111
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	91.309
2.618	90.925
1.618	90.690
1.000	90.545
0.618	90.455
HIGH	90.310
0.618	90.220
0.500	90.193
0.382	90.165
LOW	90.075
0.618	89.930
1.000	89.840
1.618	89.695
2.618	89.460
4.250	89.076

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	90.231	90.285
PP	90.212	90.273
S1	90.193	90.262

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

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