ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 99.980 100.400 0.420 0.4% 99.260
High 100.300 100.600 0.300 0.3% 100.465
Low 99.700 100.285 0.585 0.6% 99.260
Close 100.286 100.502 0.216 0.2% 99.775
Range 0.600 0.315 -0.285 -47.5% 1.205
ATR 0.665 0.640 -0.025 -3.8% 0.000
Volume 33 20 -13 -39.4% 357
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 101.407 101.270 100.675
R3 101.092 100.955 100.589
R2 100.777 100.777 100.560
R1 100.640 100.640 100.531 100.709
PP 100.462 100.462 100.462 100.497
S1 100.325 100.325 100.473 100.394
S2 100.147 100.147 100.444
S3 99.832 100.010 100.415
S4 99.517 99.695 100.329
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
5 100.600 99.485 1.115 1.1% 0.536 0.5% 91% True False 63
10 100.600 98.855 1.745 1.7% 0.501 0.5% 94% True False 55
20 100.900 98.855 2.045 2.0% 0.513 0.5% 81% False False 50
40 103.980 98.345 5.635 5.6% 0.745 0.7% 38% False False 46
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 True
Bear Hook False
Bull Hook False
Stretch 0.094
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 101.939
2.618 101.425
1.618 101.110
1.000 100.915
0.618 100.795
HIGH 100.600
0.618 100.480
0.500 100.443
0.382 100.405
LOW 100.285
0.618 100.090
1.000 99.970
1.618 99.775
2.618 99.460
4.250 98.946
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 100.482 100.385
PP 100.462 100.267
S1 100.443 100.150

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

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