ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 01-Sep-2020
Day Change Summary
Previous Current
31-Aug-2020 01-Sep-2020 Change Change % Previous Week
Open 92.300 92.170 -0.130 -0.1% 93.215
High 92.490 92.400 -0.090 -0.1% 93.375
Low 91.990 91.725 -0.265 -0.3% 92.180
Close 92.131 92.337 0.206 0.2% 92.379
Range 0.500 0.675 0.175 35.0% 1.195
ATR 0.653 0.654 0.002 0.2% 0.000
Volume 29,089 33,197 4,108 14.1% 133,584
Daily Pivots for day following 01-Sep-2020
Classic Woodie Camarilla DeMark
R4 94.179 93.933 92.708
R3 93.504 93.258 92.523
R2 92.829 92.829 92.461
R1 92.583 92.583 92.399 92.706
PP 92.154 92.154 92.154 92.216
S1 91.908 91.908 92.275 92.031
S2 91.479 91.479 92.213
S3 90.804 91.233 92.151
S4 90.129 90.558 91.966
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 91.725 1.650 1.8% 0.720 0.8% 37% False True 32,677
10 93.480 91.725 1.755 1.9% 0.687 0.7% 35% False True 26,269
20 93.895 91.725 2.170 2.4% 0.637 0.7% 28% False True 23,083
40 97.005 91.725 5.280 5.7% 0.636 0.7% 12% False True 21,559
60 97.810 91.725 6.085 6.6% 0.646 0.7% 10% False True 20,014
80 100.600 91.725 8.875 9.6% 0.625 0.7% 7% False True 15,230
100 100.900 91.725 9.175 9.9% 0.609 0.7% 7% False True 12,194
120 103.980 91.725 12.255 13.3% 0.692 0.7% 5% False True 10,170
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 0.179
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.269
2.618 94.167
1.618 93.492
1.000 93.075
0.618 92.817
HIGH 92.400
0.618 92.142
0.500 92.063
0.382 91.983
LOW 91.725
0.618 91.308
1.000 91.050
1.618 90.633
2.618 89.958
4.250 88.856
Fisher Pivots for day following 01-Sep-2020
Pivot 1 day 3 day
R1 92.246 92.413
PP 92.154 92.387
S1 92.063 92.362

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

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