ICE US Dollar Index Future September 2020

Trading Metrics calculated at close of trading on 10-Sep-2020

Day Change Summary
	Previous	Current
	09-Sep-2020	10-Sep-2020	Change	Change %	Previous Week
Open	93.535	93.270	-0.265	-0.3%	92.300
High	93.665	93.450	-0.215	-0.2%	93.245
Low	93.125	92.700	-0.425	-0.5%	91.725
Close	93.258	93.331	0.073	0.1%	92.719
Range	0.540	0.750	0.210	38.9%	1.520
ATR	0.636	0.644	0.008	1.3%	0.000
Volume	24,803	21,152	-3,651	-14.7%	132,923

Daily Pivots for day following 10-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.410	95.121	93.744
R3	94.660	94.371	93.537
R2	93.910	93.910	93.469
R1	93.621	93.621	93.400	93.766
PP	93.160	93.160	93.160	93.233
S1	92.871	92.871	93.262	93.016
S2	92.410	92.410	93.194
S3	91.660	92.121	93.125
S4	90.910	91.371	92.919

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	93.665	92.665	1.000	1.1%	0.558	0.6%	67%	False	False	24,521
10	93.665	91.725	1.940	2.1%	0.649	0.7%	83%	False	False	29,126
20	93.665	91.725	1.940	2.1%	0.614	0.7%	83%	False	False	23,908
40	96.380	91.725	4.655	5.0%	0.639	0.7%	35%	False	False	22,631
60	97.810	91.725	6.085	6.5%	0.618	0.7%	26%	False	False	20,483
80	99.885	91.725	8.160	8.7%	0.629	0.7%	20%	False	False	17,058
100	100.900	91.725	9.175	9.8%	0.610	0.7%	18%	False	False	13,659
120	101.960	91.725	10.235	11.0%	0.632	0.7%	16%	False	False	11,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.151
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	96.638
2.618	95.414
1.618	94.664
1.000	94.200
0.618	93.914
HIGH	93.450
0.618	93.164
0.500	93.075
0.382	92.987
LOW	92.700
0.618	92.237
1.000	91.950
1.618	91.487
2.618	90.737
4.250	89.513

Fisher Pivots for day following 10-Sep-2020
Pivot	1 day	3 day
R1	93.246	93.282
PP	93.160	93.232
S1	93.075	93.183

Download as Excel Spreadsheet

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

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