ICE US Dollar Index Future December 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	93.090	93.305	0.215	0.2%	93.230
High	93.415	93.495	0.080	0.1%	93.530
Low	93.045	93.195	0.150	0.2%	92.965
Close	93.335	93.381	0.046	0.0%	93.335
Range	0.370	0.300	-0.070	-18.9%	0.565
ATR	0.389	0.383	-0.006	-1.6%	0.000
Volume	17,035	21,078	4,043	23.7%	114,496

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	94.257	94.119	93.546
R3	93.957	93.819	93.464
R2	93.657	93.657	93.436
R1	93.519	93.519	93.409	93.588
PP	93.357	93.357	93.357	93.392
S1	93.219	93.219	93.354	93.288
S2	93.057	93.057	93.326
S3	92.757	92.919	93.299
S4	92.457	92.619	93.216

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	94.972	94.718	93.646
R3	94.407	94.153	93.490
R2	93.842	93.842	93.439
R1	93.588	93.588	93.387	93.715
PP	93.277	93.277	93.277	93.340
S1	93.023	93.023	93.283	93.150
S2	92.712	92.712	93.231
S3	92.147	92.458	93.180
S4	91.582	91.893	93.024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.530	92.965	0.565	0.6%	0.404	0.4%	74%	False	False	22,841
10	93.530	92.290	1.240	1.3%	0.394	0.4%	88%	False	False	22,866
20	93.530	91.935	1.595	1.7%	0.372	0.4%	91%	False	False	17,193
40	93.710	91.800	1.910	2.0%	0.357	0.4%	83%	False	False	8,810
60	93.710	91.775	1.935	2.1%	0.373	0.4%	83%	False	False	5,960
80	93.710	89.800	3.910	4.2%	0.382	0.4%	92%	False	False	4,504
100	93.710	89.550	4.160	4.5%	0.375	0.4%	92%	False	False	3,609
120	93.710	89.550	4.160	4.5%	0.361	0.4%	92%	False	False	3,009

Crabel Price Patterns
NR	True
NR4	True
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	0.076
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.770
2.618	94.280
1.618	93.980
1.000	93.795
0.618	93.680
HIGH	93.495
0.618	93.380
0.500	93.345
0.382	93.310
LOW	93.195
0.618	93.010
1.000	92.895
1.618	92.710
2.618	92.410
4.250	91.920

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	93.369	93.337
PP	93.357	93.292
S1	93.345	93.248

Download as Excel Spreadsheet

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

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