ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 03-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 03-Jul-2020 Change Change % Previous Week
Open 97.140 97.210 0.070 0.1% 97.475
High 97.335 97.350 0.015 0.0% 97.810
Low 96.790 97.145 0.355 0.4% 96.790
Close 97.301 97.301 0.000 0.0% 97.301
Range 0.545 0.205 -0.340 -62.4% 1.020
ATR 0.648 0.616 -0.032 -4.9% 0.000
Volume 17,418 5,240 -12,178 -69.9% 70,637
Daily Pivots for day following 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 97.880 97.796 97.414
R3 97.675 97.591 97.357
R2 97.470 97.470 97.339
R1 97.386 97.386 97.320 97.428
PP 97.265 97.265 97.265 97.287
S1 97.181 97.181 97.282 97.223
S2 97.060 97.060 97.263
S3 96.855 96.976 97.245
S4 96.650 96.771 97.188
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 100.360 99.851 97.862
R3 99.340 98.831 97.582
R2 98.320 98.320 97.488
R1 97.811 97.811 97.395 97.556
PP 97.300 97.300 97.300 97.173
S1 96.791 96.791 97.208 96.536
S2 96.280 96.280 97.114
S3 95.260 95.771 97.021
S4 94.240 94.751 96.740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.810 96.790 1.020 1.0% 0.506 0.5% 50% False False 14,127
10 97.810 96.320 1.490 1.5% 0.577 0.6% 66% False False 15,219
20 97.810 95.570 2.240 2.3% 0.671 0.7% 77% False False 15,708
40 100.600 95.570 5.030 5.2% 0.616 0.6% 34% False False 7,996
60 100.900 95.570 5.330 5.5% 0.584 0.6% 32% False False 5,346
80 103.980 95.570 8.410 8.6% 0.725 0.7% 21% False False 4,025
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.157
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 98.221
2.618 97.887
1.618 97.682
1.000 97.555
0.618 97.477
HIGH 97.350
0.618 97.272
0.500 97.248
0.382 97.223
LOW 97.145
0.618 97.018
1.000 96.940
1.618 96.813
2.618 96.608
4.250 96.274
Fisher Pivots for day following 03-Jul-2020
Pivot 1 day 3 day
R1 97.283 97.268
PP 97.265 97.235
S1 97.248 97.203

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

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