ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 99.710 99.750 0.040 0.0% 99.260
High 99.970 100.300 0.330 0.3% 100.465
Low 99.485 99.750 0.265 0.3% 99.260
Close 99.775 100.260 0.485 0.5% 99.775
Range 0.485 0.550 0.065 13.4% 1.205
ATR 0.675 0.666 -0.009 -1.3% 0.000
Volume 129 95 -34 -26.4% 357
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 101.753 101.557 100.563
R3 101.203 101.007 100.411
R2 100.653 100.653 100.361
R1 100.457 100.457 100.310 100.555
PP 100.103 100.103 100.103 100.153
S1 99.907 99.907 100.210 100.005
S2 99.553 99.553 100.159
S3 99.003 99.357 100.109
S4 98.453 98.807 99.958
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 103.448 102.817 100.438
R3 102.243 101.612 100.106
R2 101.038 101.038 99.996
R1 100.407 100.407 99.885 100.723
PP 99.833 99.833 99.833 99.991
S1 99.202 99.202 99.665 99.518
S2 98.628 98.628 99.554
S3 97.423 97.997 99.444
S4 96.218 96.792 99.112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.465 99.450 1.015 1.0% 0.513 0.5% 80% False False 82
10 100.465 98.855 1.610 1.6% 0.519 0.5% 87% False False 54
20 100.900 98.780 2.120 2.1% 0.529 0.5% 70% False False 51
40 103.980 97.785 6.195 6.2% 0.817 0.8% 40% False False 49
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 0.081
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.638
2.618 101.740
1.618 101.190
1.000 100.850
0.618 100.640
HIGH 100.300
0.618 100.090
0.500 100.025
0.382 99.960
LOW 99.750
0.618 99.410
1.000 99.200
1.618 98.860
2.618 98.310
4.250 97.413
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 100.182 100.165
PP 100.103 100.070
S1 100.025 99.975

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

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