ICE US Dollar Index Future June 2021

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	91.690	91.130	-0.560	-0.6%	92.105
High	91.772	91.207	-0.565	-0.6%	92.690
Low	91.500	91.130	-0.370	-0.4%	91.721
Close	91.772	91.207	-0.565	-0.6%	91.721
Range	0.272	0.077	-0.195	-71.7%	0.969
ATR	0.283	0.308	0.026	9.1%	0.000
Volume	3	1	-2	-66.7%	33

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	91.412	91.387	91.249
R3	91.335	91.310	91.228
R2	91.258	91.258	91.221
R1	91.233	91.233	91.214	91.246
PP	91.181	91.181	91.181	91.188
S1	91.156	91.156	91.200	91.169
S2	91.104	91.104	91.193
S3	91.027	91.079	91.186
S4	90.950	91.002	91.165

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.951	94.305	92.254
R3	93.982	93.336	91.987
R2	93.013	93.013	91.899
R1	92.367	92.367	91.810	92.206
PP	92.044	92.044	92.044	91.963
S1	91.398	91.398	91.632	91.237
S2	91.075	91.075	91.543
S3	90.106	90.429	91.455
S4	89.137	89.460	91.188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.060	91.130	0.930	1.0%	0.146	0.2%	8%	False	True	2
10	92.690	91.130	1.560	1.7%	0.197	0.2%	5%	False	True	4
20	93.475	91.130	2.345	2.6%	0.175	0.2%	3%	False	True	4

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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.534
2.618	91.409
1.618	91.332
1.000	91.284
0.618	91.255
HIGH	91.207
0.618	91.178
0.500	91.169
0.382	91.159
LOW	91.130
0.618	91.082
1.000	91.053
1.618	91.005
2.618	90.928
4.250	90.803

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	91.194	91.451
PP	91.181	91.370
S1	91.169	91.288

Download as Excel Spreadsheet

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

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