ICE US Dollar Index Future September 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	91.860	92.280	0.420	0.5%	90.490
High	92.395	92.360	-0.035	0.0%	92.395
Low	91.805	91.820	0.015	0.0%	90.310
Close	92.209	91.881	-0.328	-0.4%	92.209
Range	0.590	0.540	-0.050	-8.5%	2.085
ATR	0.486	0.490	0.004	0.8%	0.000
Volume	26,122	20,045	-6,077	-23.3%	144,970

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	93.640	93.301	92.178
R3	93.100	92.761	92.030
R2	92.560	92.560	91.980
R1	92.221	92.221	91.931	92.121
PP	92.020	92.020	92.020	91.970
S1	91.681	91.681	91.832	91.581
S2	91.480	91.480	91.782
S3	90.940	91.141	91.733
S4	90.400	90.601	91.584

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	97.893	97.136	93.356
R3	95.808	95.051	92.782
R2	93.723	93.723	92.591
R1	92.966	92.966	92.400	93.345
PP	91.638	91.638	91.638	91.827
S1	90.881	90.881	92.018	91.260
S2	89.553	89.553	91.827
S3	87.468	88.796	91.636
S4	85.383	86.711	91.062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.395	90.310	2.085	2.3%	0.629	0.7%	75%	False	False	30,948
10	92.395	89.795	2.600	2.8%	0.490	0.5%	80%	False	False	24,478
20	92.395	89.545	2.850	3.1%	0.453	0.5%	82%	False	False	13,531
40	92.395	89.545	2.850	3.1%	0.449	0.5%	82%	False	False	6,942
60	93.430	89.545	3.885	4.2%	0.427	0.5%	60%	False	False	4,678
80	93.430	89.545	3.885	4.2%	0.422	0.5%	60%	False	False	3,531

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.090
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.655
2.618	93.774
1.618	93.234
1.000	92.900
0.618	92.694
HIGH	92.360
0.618	92.154
0.500	92.090
0.382	92.026
LOW	91.820
0.618	91.486
1.000	91.280
1.618	90.946
2.618	90.406
4.250	89.525

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	92.090	91.867
PP	92.020	91.854
S1	91.951	91.840

Download as Excel Spreadsheet

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

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