ICE US Dollar Index Future September 2020

Trading Metrics calculated at close of trading on 08-Sep-2020

Day Change Summary
	Previous	Current
	04-Sep-2020	08-Sep-2020	Change	Change %	Previous Week
Open	92.825	93.050	0.225	0.2%	92.300
High	93.245	93.520	0.275	0.3%	93.245
Low	92.665	93.000	0.335	0.4%	91.725
Close	92.719	93.441	0.722	0.8%	92.719
Range	0.580	0.520	-0.060	-10.3%	1.520
ATR	0.631	0.643	0.012	1.9%	0.000
Volume	25,875	30,042	4,167	16.1%	132,923

Daily Pivots for day following 08-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.880	94.681	93.727
R3	94.360	94.161	93.584
R2	93.840	93.840	93.536
R1	93.641	93.641	93.489	93.741
PP	93.320	93.320	93.320	93.370
S1	93.121	93.121	93.393	93.221
S2	92.800	92.800	93.346
S3	92.280	92.601	93.298
S4	91.760	92.081	93.155

Weekly Pivots for week ending 04-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	97.123	96.441	93.555
R3	95.603	94.921	93.137
R2	94.083	94.083	92.998
R1	93.401	93.401	92.858	93.742
PP	92.563	92.563	92.563	92.734
S1	91.881	91.881	92.580	92.222
S2	91.043	91.043	92.440
S3	89.523	90.361	92.301
S4	88.003	88.841	91.883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.520	91.725	1.795	1.9%	0.563	0.6%	96%	True	False	26,775
10	93.520	91.725	1.795	1.9%	0.613	0.7%	96%	True	False	28,035
20	93.895	91.725	2.170	2.3%	0.613	0.7%	79%	False	False	23,814
40	96.670	91.725	4.945	5.3%	0.633	0.7%	35%	False	False	22,170
60	97.810	91.725	6.085	6.5%	0.621	0.7%	28%	False	False	20,336
80	99.885	91.725	8.160	8.7%	0.625	0.7%	21%	False	False	16,486
100	100.900	91.725	9.175	9.8%	0.606	0.6%	19%	False	False	13,200
120	103.970	91.725	12.245	13.1%	0.643	0.7%	14%	False	False	11,007

Crabel Price Patterns
NR	True
NR4	False
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	0.147
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.730
2.618	94.881
1.618	94.361
1.000	94.040
0.618	93.841
HIGH	93.520
0.618	93.321
0.500	93.260
0.382	93.199
LOW	93.000
0.618	92.679
1.000	92.480
1.618	92.159
2.618	91.639
4.250	90.790

Fisher Pivots for day following 08-Sep-2020
Pivot	1 day	3 day
R1	93.381	93.325
PP	93.320	93.209
S1	93.260	93.093

Download as Excel Spreadsheet

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

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