ICE US Dollar Index Future September 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	93.070	92.905	-0.165	-0.2%	92.150
High	93.205	93.045	-0.160	-0.2%	92.845
Low	92.800	92.845	0.045	0.0%	91.820
Close	92.918	93.038	0.120	0.1%	92.800
Range	0.405	0.200	-0.205	-50.6%	1.025
ATR	0.401	0.387	-0.014	-3.6%	0.000
Volume	18,561	14,188	-4,373	-23.6%	77,742

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	93.576	93.507	93.148
R3	93.376	93.307	93.093
R2	93.176	93.176	93.075
R1	93.107	93.107	93.056	93.142
PP	92.976	92.976	92.976	92.993
S1	92.907	92.907	93.020	92.942
S2	92.776	92.776	93.001
S3	92.576	92.707	92.983
S4	92.376	92.507	92.928

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	95.563	95.207	93.364
R3	94.538	94.182	93.082
R2	93.513	93.513	92.988
R1	93.157	93.157	92.894	93.335
PP	92.488	92.488	92.488	92.578
S1	92.132	92.132	92.706	92.310
S2	91.463	91.463	92.612
S3	90.438	91.107	92.518
S4	89.413	90.082	92.236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.205	92.265	0.940	1.0%	0.332	0.4%	82%	False	False	17,720
10	93.205	91.780	1.425	1.5%	0.335	0.4%	88%	False	False	16,256
20	93.205	91.780	1.425	1.5%	0.374	0.4%	88%	False	False	18,217
40	93.205	91.285	1.920	2.1%	0.422	0.5%	91%	False	False	19,204
60	93.205	89.545	3.660	3.9%	0.428	0.5%	95%	False	False	15,758
80	93.205	89.545	3.660	3.9%	0.427	0.5%	95%	False	False	11,899
100	93.430	89.545	3.885	4.2%	0.415	0.4%	90%	False	False	9,548

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.087
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.895
2.618	93.569
1.618	93.369
1.000	93.245
0.618	93.169
HIGH	93.045
0.618	92.969
0.500	92.945
0.382	92.921
LOW	92.845
0.618	92.721
1.000	92.645
1.618	92.521
2.618	92.321
4.250	91.995

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	93.007	93.026
PP	92.976	93.014
S1	92.945	93.003

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