ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 15-Jun-2020

Day Change Summary
	Previous	Current
	12-Jun-2020	15-Jun-2020	Change	Change %	Previous Week
Open	96.800	97.300	0.500	0.5%	96.700
High	97.380	97.300	-0.080	-0.1%	97.380
Low	96.600	96.565	-0.035	0.0%	95.615
Close	97.305	96.605	-0.700	-0.7%	97.305
Range	0.780	0.735	-0.045	-5.8%	1.765
ATR	0.549	0.563	0.014	2.5%	0.000
Volume	24	23	-1	-4.2%	316

Daily Pivots for day following 15-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	99.028	98.552	97.009
R3	98.293	97.817	96.807
R2	97.558	97.558	96.740
R1	97.082	97.082	96.672	96.953
PP	96.823	96.823	96.823	96.759
S1	96.347	96.347	96.538	96.218
S2	96.088	96.088	96.470
S3	95.353	95.612	96.403
S4	94.618	94.877	96.201

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	102.062	101.448	98.276
R3	100.297	99.683	97.790
R2	98.532	98.532	97.629
R1	97.918	97.918	97.467	98.225
PP	96.767	96.767	96.767	96.920
S1	96.153	96.153	97.143	96.460
S2	95.002	95.002	96.981
S3	93.237	94.388	96.820
S4	91.472	92.623	96.334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.380	95.615	1.765	1.8%	0.716	0.7%	56%	False	False	66
10	97.905	95.615	2.290	2.4%	0.620	0.6%	43%	False	False	43
20	99.895	95.615	4.280	4.4%	0.402	0.4%	23%	False	False	23
40	100.710	95.615	5.095	5.3%	0.295	0.3%	19%	False	False	12

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	0.081
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.424
2.618	99.224
1.618	98.489
1.000	98.035
0.618	97.754
HIGH	97.300
0.618	97.019
0.500	96.933
0.382	96.846
LOW	96.565
0.618	96.111
1.000	95.830
1.618	95.376
2.618	94.641
4.250	93.441

Fisher Pivots for day following 15-Jun-2020
Pivot	1 day	3 day
R1	96.933	96.668
PP	96.823	96.647
S1	96.714	96.626

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols