ICE US Dollar Index Future December 2020


Trading Metrics calculated at close of trading on 24-Sep-2020
Day Change Summary
Previous Current
23-Sep-2020 24-Sep-2020 Change Change % Previous Week
Open 94.030 94.440 0.410 0.4% 93.335
High 94.495 94.655 0.160 0.2% 93.630
Low 93.965 94.225 0.260 0.3% 92.770
Close 94.443 94.394 -0.049 -0.1% 92.952
Range 0.530 0.430 -0.100 -18.9% 0.860
ATR 0.595 0.583 -0.012 -2.0% 0.000
Volume 30,722 23,950 -6,772 -22.0% 124,945
Daily Pivots for day following 24-Sep-2020
Classic Woodie Camarilla DeMark
R4 95.715 95.484 94.631
R3 95.285 95.054 94.512
R2 94.855 94.855 94.473
R1 94.624 94.624 94.433 94.525
PP 94.425 94.425 94.425 94.375
S1 94.194 94.194 94.355 94.095
S2 93.995 93.995 94.315
S3 93.565 93.764 94.276
S4 93.135 93.334 94.158
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 94.655 92.755 1.900 2.0% 0.583 0.6% 86% True False 25,192
10 94.655 92.755 1.900 2.0% 0.537 0.6% 86% True False 26,269
20 94.655 91.750 2.905 3.1% 0.587 0.6% 91% True False 16,871
40 94.655 91.750 2.905 3.1% 0.594 0.6% 91% True False 8,574
60 97.320 91.750 5.570 5.9% 0.568 0.6% 47% False False 5,753
80 97.785 91.750 6.035 6.4% 0.565 0.6% 44% False False 4,325
100 100.522 91.750 8.772 9.3% 0.497 0.5% 30% False False 3,461
120 100.710 91.750 8.960 9.5% 0.440 0.5% 30% False False 2,884
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 False
Bull Hook False
Stretch 0.138
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.483
2.618 95.781
1.618 95.351
1.000 95.085
0.618 94.921
HIGH 94.655
0.618 94.491
0.500 94.440
0.382 94.389
LOW 94.225
0.618 93.959
1.000 93.795
1.618 93.529
2.618 93.099
4.250 92.398
Fisher Pivots for day following 24-Sep-2020
Pivot 1 day 3 day
R1 94.440 94.289
PP 94.425 94.183
S1 94.409 94.078

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

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