ICE US Dollar Index Future March 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 90.670 90.730 0.060 0.1% 90.675
High 90.975 90.845 -0.130 -0.1% 91.150
Low 90.545 90.345 -0.200 -0.2% 90.515
Close 90.924 90.655 -0.269 -0.3% 90.924
Range 0.430 0.500 0.070 16.3% 0.635
ATR 0.474 0.481 0.008 1.6% 0.000
Volume 21,498 23,425 1,927 9.0% 81,890
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 92.115 91.885 90.930
R3 91.615 91.385 90.793
R2 91.115 91.115 90.747
R1 90.885 90.885 90.701 90.750
PP 90.615 90.615 90.615 90.548
S1 90.385 90.385 90.609 90.250
S2 90.115 90.115 90.563
S3 89.615 89.885 90.518
S4 89.115 89.385 90.380
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 92.768 92.481 91.273
R3 92.133 91.846 91.099
R2 91.498 91.498 91.040
R1 91.211 91.211 90.982 91.354
PP 90.863 90.863 90.863 90.935
S1 90.576 90.576 90.866 90.720
S2 90.228 90.228 90.808
S3 89.593 89.941 90.749
S4 88.958 89.306 90.575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.120 90.345 0.775 0.9% 0.445 0.5% 40% False True 19,279
10 91.835 90.345 1.490 1.6% 0.512 0.6% 21% False True 11,727
20 92.730 90.345 2.385 2.6% 0.451 0.5% 13% False True 6,026
40 94.250 90.345 3.905 4.3% 0.472 0.5% 8% False True 3,086
60 94.690 90.345 4.345 4.8% 0.450 0.5% 7% False True 2,096
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 True
Bear Hook False
Bull Hook False
Stretch 0.126
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.970
2.618 92.154
1.618 91.654
1.000 91.345
0.618 91.154
HIGH 90.845
0.618 90.654
0.500 90.595
0.382 90.536
LOW 90.345
0.618 90.036
1.000 89.845
1.618 89.536
2.618 89.036
4.250 88.220
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 90.635 90.713
PP 90.615 90.693
S1 90.595 90.674

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

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