ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 93.595 93.655 0.060 0.1% 93.390
High 93.735 93.895 0.160 0.2% 93.980
Low 93.140 93.210 0.070 0.1% 92.475
Close 93.600 93.408 -0.192 -0.2% 93.412
Range 0.595 0.685 0.090 15.1% 1.505
ATR 0.657 0.659 0.002 0.3% 0.000
Volume 23,497 20,587 -2,910 -12.4% 113,292
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 95.559 95.169 93.785
R3 94.874 94.484 93.596
R2 94.189 94.189 93.534
R1 93.799 93.799 93.471 93.652
PP 93.504 93.504 93.504 93.431
S1 93.114 93.114 93.345 92.967
S2 92.819 92.819 93.282
S3 92.134 92.429 93.220
S4 91.449 91.744 93.031
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 93.895 92.475 1.420 1.5% 0.637 0.7% 66% True False 22,001
10 93.980 92.475 1.505 1.6% 0.693 0.7% 62% False False 22,864
20 96.380 92.475 3.905 4.2% 0.664 0.7% 24% False False 21,354
40 97.810 92.475 5.335 5.7% 0.620 0.7% 17% False False 18,770
60 99.885 92.475 7.410 7.9% 0.634 0.7% 13% False False 14,775
80 100.900 92.475 8.425 9.0% 0.609 0.7% 11% False False 11,096
100 101.960 92.475 9.485 10.2% 0.636 0.7% 10% False False 8,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.195
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.806
2.618 95.688
1.618 95.003
1.000 94.580
0.618 94.318
HIGH 93.895
0.618 93.633
0.500 93.553
0.382 93.472
LOW 93.210
0.618 92.787
1.000 92.525
1.618 92.102
2.618 91.417
4.250 90.299
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 93.553 93.518
PP 93.504 93.481
S1 93.456 93.445

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

View Archives - Comment on this page... - Back to Index of Symbols