ICE US Dollar Index Future December 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 93.865 93.800 -0.065 -0.1% 94.630
High 93.980 94.090 0.110 0.1% 94.670
Low 93.565 93.735 0.170 0.2% 93.565
Close 93.762 93.909 0.147 0.2% 93.909
Range 0.415 0.355 -0.060 -14.5% 1.105
ATR 0.558 0.544 -0.015 -2.6% 0.000
Volume 24,773 21,820 -2,953 -11.9% 104,228
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 94.976 94.798 94.104
R3 94.621 94.443 94.007
R2 94.266 94.266 93.974
R1 94.088 94.088 93.942 94.177
PP 93.911 93.911 93.911 93.956
S1 93.733 93.733 93.876 93.822
S2 93.556 93.556 93.844
S3 93.201 93.378 93.811
S4 92.846 93.023 93.714
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 97.363 96.741 94.517
R3 96.258 95.636 94.213
R2 95.153 95.153 94.112
R1 94.531 94.531 94.010 94.290
PP 94.048 94.048 94.048 93.927
S1 93.426 93.426 93.808 93.184
S2 92.943 92.943 93.706
S3 91.838 92.321 93.605
S4 90.733 91.216 93.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.670 93.565 1.105 1.2% 0.461 0.5% 31% False False 20,845
10 94.795 92.755 2.040 2.2% 0.552 0.6% 57% False False 23,341
20 94.795 92.660 2.135 2.3% 0.533 0.6% 59% False False 22,640
40 94.795 91.750 3.045 3.2% 0.563 0.6% 71% False False 11,611
60 96.935 91.750 5.185 5.5% 0.565 0.6% 42% False False 7,798
80 97.785 91.750 6.035 6.4% 0.551 0.6% 36% False False 5,860
100 100.449 91.750 8.699 9.3% 0.511 0.5% 25% False False 4,692
120 100.710 91.750 8.960 9.5% 0.456 0.5% 24% False False 3,910
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.130
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 95.599
2.618 95.019
1.618 94.664
1.000 94.445
0.618 94.309
HIGH 94.090
0.618 93.954
0.500 93.913
0.382 93.871
LOW 93.735
0.618 93.516
1.000 93.380
1.618 93.161
2.618 92.806
4.250 92.226
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 93.913 93.909
PP 93.911 93.908
S1 93.910 93.908

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

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