ICE US Dollar Index Future December 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 93.365 93.335 -0.030 0.0% 93.055
High 93.400 93.340 -0.060 -0.1% 93.640
Low 93.075 92.865 -0.210 -0.2% 92.680
Close 93.338 93.060 -0.278 -0.3% 93.338
Range 0.325 0.475 0.150 46.2% 0.960
ATR 0.601 0.592 -0.009 -1.5% 0.000
Volume 27,441 24,009 -3,432 -12.5% 88,684
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 94.513 94.262 93.321
R3 94.038 93.787 93.191
R2 93.563 93.563 93.147
R1 93.312 93.312 93.104 93.200
PP 93.088 93.088 93.088 93.033
S1 92.837 92.837 93.016 92.725
S2 92.613 92.613 92.973
S3 92.138 92.362 92.929
S4 91.663 91.887 92.799
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 96.099 95.679 93.866
R3 95.139 94.719 93.602
R2 94.179 94.179 93.514
R1 93.759 93.759 93.426 93.969
PP 93.219 93.219 93.219 93.325
S1 92.799 92.799 93.250 93.009
S2 92.259 92.259 93.162
S3 91.299 91.839 93.074
S4 90.339 90.879 92.810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.640 92.680 0.960 1.0% 0.526 0.6% 40% False False 22,538
10 93.640 91.750 1.890 2.0% 0.536 0.6% 69% False False 12,468
20 93.640 91.750 1.890 2.0% 0.593 0.6% 69% False False 6,454
40 96.115 91.750 4.365 4.7% 0.601 0.6% 30% False False 3,327
60 97.785 91.750 6.035 6.5% 0.551 0.6% 22% False False 2,237
80 99.895 91.750 8.145 8.8% 0.539 0.6% 16% False False 1,685
100 100.522 91.750 8.772 9.4% 0.463 0.5% 15% False False 1,349
120 100.770 91.750 9.020 9.7% 0.420 0.5% 15% False False 1,124
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 0.104
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.359
2.618 94.584
1.618 94.109
1.000 93.815
0.618 93.634
HIGH 93.340
0.618 93.159
0.500 93.103
0.382 93.046
LOW 92.865
0.618 92.571
1.000 92.390
1.618 92.096
2.618 91.621
4.250 90.846
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 93.103 93.063
PP 93.088 93.062
S1 93.074 93.061

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

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