ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 99.370 102.070 2.700 2.7% 94.900
High 102.000 103.980 1.980 1.9% 98.825
Low 99.370 101.305 1.935 1.9% 94.671
Close 101.623 103.780 2.157 2.1% 98.819
Range 2.630 2.675 0.045 1.7% 4.154
ATR
Volume 97 29 -68 -70.1% 500
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 111.047 110.088 105.251
R3 108.372 107.413 104.516
R2 105.697 105.697 104.270
R1 104.738 104.738 104.025 105.218
PP 103.022 103.022 103.022 103.261
S1 102.063 102.063 103.535 102.543
S2 100.347 100.347 103.290
S3 97.672 99.388 103.044
S4 94.997 96.713 102.309
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 109.900 108.514 101.104
R3 105.746 104.360 99.961
R2 101.592 101.592 99.581
R1 100.206 100.206 99.200 100.899
PP 97.438 97.438 97.438 97.785
S1 96.052 96.052 98.438 96.745
S2 93.284 93.284 98.057
S3 89.130 91.898 97.677
S4 84.976 87.744 96.534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.980 97.595 6.385 6.2% 1.685 1.6% 97% True False 106
10 103.980 94.671 9.309 9.0% 1.195 1.2% 98% True False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.104
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115.349
2.618 110.983
1.618 108.308
1.000 106.655
0.618 105.633
HIGH 103.980
0.618 102.958
0.500 102.643
0.382 102.327
LOW 101.305
0.618 99.652
1.000 98.630
1.618 96.977
2.618 94.302
4.250 89.936
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 103.401 102.931
PP 103.022 102.082
S1 102.643 101.233

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

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