ICE US Dollar Index Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 92.895 93.005 0.110 0.1% 93.335
High 93.045 93.815 0.770 0.8% 93.630
Low 92.770 92.755 -0.015 0.0% 92.770
Close 92.952 93.684 0.732 0.8% 92.952
Range 0.275 1.060 0.785 285.4% 0.860
ATR 0.563 0.599 0.035 6.3% 0.000
Volume 15,652 32,237 16,585 106.0% 124,945
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 96.598 96.201 94.267
R3 95.538 95.141 93.976
R2 94.478 94.478 93.878
R1 94.081 94.081 93.781 94.280
PP 93.418 93.418 93.418 93.517
S1 93.021 93.021 93.587 93.220
S2 92.358 92.358 93.490
S3 91.298 91.961 93.393
S4 90.238 90.901 93.101
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 95.697 95.185 93.425
R3 94.837 94.325 93.189
R2 93.977 93.977 93.110
R1 93.465 93.465 93.031 93.291
PP 93.117 93.117 93.117 93.031
S1 92.605 92.605 92.873 92.431
S2 92.257 92.257 92.794
S3 91.397 91.745 92.716
S4 90.537 90.885 92.479
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.815 92.755 1.060 1.1% 0.597 0.6% 88% True True 26,634
10 93.815 92.680 1.135 1.2% 0.562 0.6% 88% True False 24,586
20 93.815 91.750 2.065 2.2% 0.578 0.6% 94% True False 13,038
40 94.295 91.750 2.545 2.7% 0.603 0.6% 76% False False 6,638
60 97.785 91.750 6.035 6.4% 0.565 0.6% 32% False False 4,455
80 98.000 91.750 6.250 6.7% 0.557 0.6% 31% False False 3,350
100 100.522 91.750 8.772 9.4% 0.484 0.5% 22% False False 2,680
120 100.770 91.750 9.020 9.6% 0.427 0.5% 21% False False 2,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.136
Widest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 98.320
2.618 96.590
1.618 95.530
1.000 94.875
0.618 94.470
HIGH 93.815
0.618 93.410
0.500 93.285
0.382 93.160
LOW 92.755
0.618 92.100
1.000 91.695
1.618 91.040
2.618 89.980
4.250 88.250
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 93.551 93.551
PP 93.418 93.418
S1 93.285 93.285

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

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