ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 100.400 100.310 -0.090 -0.1% 99.750
High 100.600 100.500 -0.100 -0.1% 100.600
Low 100.285 100.150 -0.135 -0.1% 99.700
Close 100.502 100.429 -0.073 -0.1% 100.429
Range 0.315 0.350 0.035 11.1% 0.900
ATR 0.640 0.620 -0.021 -3.2% 0.000
Volume 20 31 11 55.0% 221
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 101.410 101.269 100.622
R3 101.060 100.919 100.525
R2 100.710 100.710 100.493
R1 100.569 100.569 100.461 100.640
PP 100.360 100.360 100.360 100.395
S1 100.219 100.219 100.397 100.290
S2 100.010 100.010 100.365
S3 99.660 99.869 100.333
S4 99.310 99.519 100.237
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 102.943 102.586 100.924
R3 102.043 101.686 100.677
R2 101.143 101.143 100.594
R1 100.786 100.786 100.512 100.965
PP 100.243 100.243 100.243 100.332
S1 99.886 99.886 100.347 100.065
S2 99.343 99.343 100.264
S3 98.443 98.986 100.182
S4 97.543 98.086 99.934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.600 99.700 0.900 0.9% 0.509 0.5% 81% False False 44
10 100.600 99.260 1.340 1.3% 0.495 0.5% 87% False False 57
20 100.900 98.855 2.045 2.0% 0.501 0.5% 77% False False 49
40 103.970 98.345 5.625 5.6% 0.687 0.7% 37% False False 46
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.110
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.988
2.618 101.416
1.618 101.066
1.000 100.850
0.618 100.716
HIGH 100.500
0.618 100.366
0.500 100.325
0.382 100.284
LOW 100.150
0.618 99.934
1.000 99.800
1.618 99.584
2.618 99.234
4.250 98.663
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 100.394 100.336
PP 100.360 100.243
S1 100.325 100.150

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

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