ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 93.415 93.595 0.180 0.2% 93.390
High 93.685 93.735 0.050 0.1% 93.980
Low 93.275 93.140 -0.135 -0.1% 92.475
Close 93.569 93.600 0.031 0.0% 93.412
Range 0.410 0.595 0.185 45.1% 1.505
ATR 0.662 0.657 -0.005 -0.7% 0.000
Volume 15,751 23,497 7,746 49.2% 113,292
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 95.277 95.033 93.927
R3 94.682 94.438 93.764
R2 94.087 94.087 93.709
R1 93.843 93.843 93.655 93.965
PP 93.492 93.492 93.492 93.553
S1 93.248 93.248 93.545 93.370
S2 92.897 92.897 93.491
S3 92.302 92.653 93.436
S4 91.707 92.058 93.273
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 97.804 97.113 94.240
R3 96.299 95.608 93.826
R2 94.794 94.794 93.688
R1 94.103 94.103 93.550 94.449
PP 93.289 93.289 93.289 93.462
S1 92.598 92.598 93.274 92.944
S2 91.784 91.784 93.136
S3 90.279 91.093 92.998
S4 88.774 89.588 92.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.735 92.475 1.260 1.3% 0.640 0.7% 89% True False 21,909
10 93.980 92.475 1.505 1.6% 0.690 0.7% 75% False False 23,281
20 96.380 92.475 3.905 4.2% 0.655 0.7% 29% False False 21,051
40 97.810 92.475 5.335 5.7% 0.618 0.7% 21% False False 18,641
60 99.885 92.475 7.410 7.9% 0.631 0.7% 15% False False 14,433
80 100.900 92.475 8.425 9.0% 0.608 0.6% 13% False False 10,839
100 102.800 92.475 10.325 11.0% 0.641 0.7% 11% False False 8,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.177
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.264
2.618 95.293
1.618 94.698
1.000 94.330
0.618 94.103
HIGH 93.735
0.618 93.508
0.500 93.438
0.382 93.367
LOW 93.140
0.618 92.772
1.000 92.545
1.618 92.177
2.618 91.582
4.250 90.611
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 93.546 93.479
PP 93.492 93.358
S1 93.438 93.238

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

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