ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 99.750 100.400 0.650 0.7% 99.260
High 100.300 100.500 0.200 0.2% 100.465
Low 99.750 99.770 0.020 0.0% 99.260
Close 100.260 99.950 -0.310 -0.3% 99.775
Range 0.550 0.730 0.180 32.7% 1.205
ATR 0.666 0.670 0.005 0.7% 0.000
Volume 95 42 -53 -55.8% 357
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 102.263 101.837 100.352
R3 101.533 101.107 100.151
R2 100.803 100.803 100.084
R1 100.377 100.377 100.017 100.225
PP 100.073 100.073 100.073 99.998
S1 99.647 99.647 99.883 99.495
S2 99.343 99.343 99.816
S3 98.613 98.917 99.749
S4 97.883 98.187 99.549
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
5 100.500 99.485 1.015 1.0% 0.536 0.5% 46% True False 74
10 100.500 98.855 1.645 1.6% 0.521 0.5% 67% True False 57
20 100.900 98.855 2.045 2.0% 0.542 0.5% 54% False False 50
40 103.980 98.345 5.635 5.6% 0.825 0.8% 28% False False 48
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 0.088
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.603
2.618 102.411
1.618 101.681
1.000 101.230
0.618 100.951
HIGH 100.500
0.618 100.221
0.500 100.135
0.382 100.049
LOW 99.770
0.618 99.319
1.000 99.040
1.618 98.589
2.618 97.859
4.250 96.668
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 100.135 99.993
PP 100.073 99.978
S1 100.012 99.964

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

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