ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 96.100 96.845 0.745 0.8% 96.835
High 96.845 97.465 0.620 0.6% 97.465
Low 95.915 96.485 0.570 0.6% 95.570
Close 96.723 97.330 0.607 0.6% 97.330
Range 0.930 0.980 0.050 5.4% 1.895
ATR 0.667 0.689 0.022 3.4% 0.000
Volume 25,342 23,759 -1,583 -6.2% 74,927
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 100.033 99.662 97.869
R3 99.053 98.682 97.600
R2 98.073 98.073 97.510
R1 97.702 97.702 97.420 97.888
PP 97.093 97.093 97.093 97.186
S1 96.722 96.722 97.240 96.908
S2 96.113 96.113 97.150
S3 95.133 95.742 97.061
S4 94.153 94.762 96.791
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 102.473 101.797 98.372
R3 100.578 99.902 97.851
R2 98.683 98.683 97.677
R1 98.007 98.007 97.504 98.345
PP 96.788 96.788 96.788 96.958
S1 96.112 96.112 97.156 96.450
S2 94.893 94.893 96.983
S3 92.998 94.217 96.809
S4 91.103 92.322 96.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.465 95.570 1.895 1.9% 0.832 0.9% 93% True False 14,985
10 98.290 95.570 2.720 2.8% 0.725 0.7% 65% False False 7,873
20 100.500 95.570 4.930 5.1% 0.642 0.7% 36% False False 4,018
40 100.900 95.570 5.330 5.5% 0.571 0.6% 33% False False 2,034
60 103.970 95.570 8.400 8.6% 0.672 0.7% 21% False False 1,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.185
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.630
2.618 100.031
1.618 99.051
1.000 98.445
0.618 98.071
HIGH 97.465
0.618 97.091
0.500 96.975
0.382 96.859
LOW 96.485
0.618 95.879
1.000 95.505
1.618 94.899
2.618 93.919
4.250 92.320
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 97.212 97.059
PP 97.093 96.788
S1 96.975 96.518

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

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