ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 13-May-2020
Day Change Summary
Previous Current
12-May-2020 13-May-2020 Change Change % Previous Week
Open 100.400 99.980 -0.420 -0.4% 99.260
High 100.500 100.300 -0.200 -0.2% 100.465
Low 99.770 99.700 -0.070 -0.1% 99.260
Close 99.950 100.286 0.336 0.3% 99.775
Range 0.730 0.600 -0.130 -17.8% 1.205
ATR 0.670 0.665 -0.005 -0.7% 0.000
Volume 42 33 -9 -21.4% 357
Daily Pivots for day following 13-May-2020
Classic Woodie Camarilla DeMark
R4 101.895 101.691 100.616
R3 101.295 101.091 100.451
R2 100.695 100.695 100.396
R1 100.491 100.491 100.341 100.593
PP 100.095 100.095 100.095 100.147
S1 99.891 99.891 100.231 99.993
S2 99.495 99.495 100.176
S3 98.895 99.291 100.121
S4 98.295 98.691 99.956
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% 0.587 0.6% 79% False False 75
10 100.500 98.855 1.645 1.6% 0.544 0.5% 87% False False 59
20 100.900 98.855 2.045 2.0% 0.525 0.5% 70% False False 50
40 103.980 98.345 5.635 5.6% 0.803 0.8% 34% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.108
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.850
2.618 101.871
1.618 101.271
1.000 100.900
0.618 100.671
HIGH 100.300
0.618 100.071
0.500 100.000
0.382 99.929
LOW 99.700
0.618 99.329
1.000 99.100
1.618 98.729
2.618 98.129
4.250 97.150
Fisher Pivots for day following 13-May-2020
Pivot 1 day 3 day
R1 100.191 100.224
PP 100.095 100.162
S1 100.000 100.100

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

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