ICE US Dollar Index Future September 2020

Trading Metrics calculated at close of trading on 31-Aug-2020

Day Change Summary
	Previous	Current
	28-Aug-2020	31-Aug-2020	Change	Change %	Previous Week
Open	93.030	92.300	-0.730	-0.8%	93.215
High	93.100	92.490	-0.610	-0.7%	93.375
Low	92.180	91.990	-0.190	-0.2%	92.180
Close	92.379	92.131	-0.248	-0.3%	92.379
Range	0.920	0.500	-0.420	-45.7%	1.195
ATR	0.665	0.653	-0.012	-1.8%	0.000
Volume	35,365	29,089	-6,276	-17.7%	133,584

Daily Pivots for day following 31-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.704	93.417	92.406
R3	93.204	92.917	92.269
R2	92.704	92.704	92.223
R1	92.417	92.417	92.177	92.311
PP	92.204	92.204	92.204	92.150
S1	91.917	91.917	92.085	91.811
S2	91.704	91.704	92.039
S3	91.204	91.417	91.994
S4	90.704	90.917	91.856

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.230	95.499	93.036
R3	95.035	94.304	92.708
R2	93.840	93.840	92.598
R1	93.109	93.109	92.489	92.877
PP	92.645	92.645	92.645	92.529
S1	91.914	91.914	92.269	91.682
S2	91.450	91.450	92.160
S3	90.255	90.719	92.050
S4	89.060	89.524	91.722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.375	91.990	1.385	1.5%	0.663	0.7%	10%	False	True	29,295
10	93.480	91.990	1.490	1.6%	0.691	0.7%	9%	False	True	25,120
20	93.895	91.990	1.905	2.1%	0.633	0.7%	7%	False	True	22,323
40	97.105	91.990	5.115	5.6%	0.633	0.7%	3%	False	True	21,136
60	97.810	91.990	5.820	6.3%	0.649	0.7%	2%	False	True	19,553
80	100.600	91.990	8.610	9.3%	0.626	0.7%	2%	False	True	14,816
100	100.900	91.990	8.910	9.7%	0.606	0.7%	2%	False	True	11,863
120	103.980	91.990	11.990	13.0%	0.690	0.7%	1%	False	True	9,894

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.156
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.615
2.618	93.799
1.618	93.299
1.000	92.990
0.618	92.799
HIGH	92.490
0.618	92.299
0.500	92.240
0.382	92.181
LOW	91.990
0.618	91.681
1.000	91.490
1.618	91.181
2.618	90.681
4.250	89.865

Fisher Pivots for day following 31-Aug-2020
Pivot	1 day	3 day
R1	92.240	92.670
PP	92.204	92.490
S1	92.167	92.311

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

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