ICE US Dollar Index Future June 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	91.850	91.420	-0.430	-0.5%	91.900
High	91.895	91.960	0.065	0.1%	92.530
Low	91.340	91.380	0.040	0.0%	91.340
Close	91.415	91.677	0.262	0.3%	91.677
Range	0.555	0.580	0.025	4.5%	1.190
ATR	0.520	0.524	0.004	0.8%	0.000
Volume	42,132	29,367	-12,765	-30.3%	106,906

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	93.412	93.125	91.996
R3	92.832	92.545	91.837
R2	92.252	92.252	91.783
R1	91.965	91.965	91.730	92.109
PP	91.672	91.672	91.672	91.744
S1	91.385	91.385	91.624	91.529
S2	91.092	91.092	91.571
S3	90.512	90.805	91.518
S4	89.932	90.225	91.358

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	95.419	94.738	92.332
R3	94.229	93.548	92.004
R2	93.039	93.039	91.895
R1	92.358	92.358	91.786	92.104
PP	91.849	91.849	91.849	91.722
S1	91.168	91.168	91.568	90.914
S2	90.659	90.659	91.459
S3	89.469	89.978	91.350
S4	88.279	88.788	91.023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.530	91.340	1.190	1.3%	0.568	0.6%	28%	False	False	21,381
10	92.530	90.620	1.910	2.1%	0.565	0.6%	55%	False	False	11,962
20	92.530	89.655	2.875	3.1%	0.525	0.6%	70%	False	False	6,306
40	92.530	89.655	2.875	3.1%	0.464	0.5%	70%	False	False	3,255
60	92.530	89.155	3.375	3.7%	0.462	0.5%	75%	False	False	2,210
80	92.690	89.155	3.535	3.9%	0.415	0.5%	71%	False	False	1,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.126
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.425
2.618	93.478
1.618	92.898
1.000	92.540
0.618	92.318
HIGH	91.960
0.618	91.738
0.500	91.670
0.382	91.602
LOW	91.380
0.618	91.022
1.000	90.800
1.618	90.442
2.618	89.862
4.250	88.915

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	91.675	91.800
PP	91.672	91.759
S1	91.670	91.718

Download as Excel Spreadsheet

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

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