ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 16-Jun-2020

Day Change Summary
	Previous	Current
	15-Jun-2020	16-Jun-2020	Change	Change %	Previous Week
Open	97.300	96.485	-0.815	-0.8%	96.700
High	97.300	97.170	-0.130	-0.1%	97.380
Low	96.565	96.455	-0.110	-0.1%	95.615
Close	96.605	96.903	0.298	0.3%	97.305
Range	0.735	0.715	-0.020	-2.7%	1.765
ATR	0.563	0.574	0.011	1.9%	0.000
Volume	23	51	28	121.7%	316

Daily Pivots for day following 16-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	98.988	98.660	97.296
R3	98.273	97.945	97.100
R2	97.558	97.558	97.034
R1	97.230	97.230	96.969	97.394
PP	96.843	96.843	96.843	96.925
S1	96.515	96.515	96.837	96.679
S2	96.128	96.128	96.772
S3	95.413	95.800	96.706
S4	94.698	95.085	96.510

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%	0.718	0.7%	73%	False	False	75
10	97.550	95.615	1.935	2.0%	0.641	0.7%	67%	False	False	47
20	99.895	95.615	4.280	4.4%	0.437	0.5%	30%	False	False	25
40	100.710	95.615	5.095	5.3%	0.312	0.3%	25%	False	False	14

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	True
Bull Hook	False
Stretch	0.084
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.209
2.618	99.042
1.618	98.327
1.000	97.885
0.618	97.612
HIGH	97.170
0.618	96.897
0.500	96.813
0.382	96.728
LOW	96.455
0.618	96.013
1.000	95.740
1.618	95.298
2.618	94.583
4.250	93.416

Fisher Pivots for day following 16-Jun-2020
Pivot	1 day	3 day
R1	96.873	96.918
PP	96.843	96.913
S1	96.813	96.908

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