ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 11-Sep-2020

Day Change Summary
	Previous	Current
	10-Sep-2020	11-Sep-2020	Change	Change %	Previous Week
Open	93.255	93.365	0.110	0.1%	93.055
High	93.445	93.400	-0.045	0.0%	93.640
Low	92.680	93.075	0.395	0.4%	92.680
Close	93.316	93.338	0.022	0.0%	93.338
Range	0.765	0.325	-0.440	-57.5%	0.960
ATR	0.622	0.601	-0.021	-3.4%	0.000
Volume	34,051	27,441	-6,610	-19.4%	88,684

Daily Pivots for day following 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.246	94.117	93.517
R3	93.921	93.792	93.427
R2	93.596	93.596	93.398
R1	93.467	93.467	93.368	93.369
PP	93.271	93.271	93.271	93.222
S1	93.142	93.142	93.308	93.044
S2	92.946	92.946	93.278
S3	92.621	92.817	93.249
S4	92.296	92.492	93.159

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.099	95.679	93.866
R3	95.139	94.719	93.602
R2	94.179	94.179	93.514
R1	93.759	93.759	93.426	93.969
PP	93.219	93.219	93.219	93.325
S1	92.799	92.799	93.250	93.009
S2	92.259	92.259	93.162
S3	91.299	91.839	93.074
S4	90.339	90.879	92.810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.640	92.660	0.980	1.0%	0.548	0.6%	69%	False	False	18,890
10	93.640	91.750	1.890	2.0%	0.579	0.6%	84%	False	False	10,161
20	93.640	91.750	1.890	2.0%	0.586	0.6%	84%	False	False	5,258
40	96.270	91.750	4.520	4.8%	0.600	0.6%	35%	False	False	2,728
60	97.785	91.750	6.035	6.5%	0.550	0.6%	26%	False	False	1,837
80	99.895	91.750	8.145	8.7%	0.534	0.6%	19%	False	False	1,385
100	100.710	91.750	8.960	9.6%	0.462	0.5%	18%	False	False	1,109
120	100.770	91.750	9.020	9.7%	0.420	0.5%	18%	False	False	924

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.104
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	94.781
2.618	94.251
1.618	93.926
1.000	93.725
0.618	93.601
HIGH	93.400
0.618	93.276
0.500	93.238
0.382	93.199
LOW	93.075
0.618	92.874
1.000	92.750
1.618	92.549
2.618	92.224
4.250	91.694

Fisher Pivots for day following 11-Sep-2020
Pivot	1 day	3 day
R1	93.305	93.279
PP	93.271	93.219
S1	93.238	93.160

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