ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 99.790 99.080 -0.710 -0.7% 100.375
High 99.790 99.310 -0.480 -0.5% 100.500
Low 98.915 98.710 -0.205 -0.2% 99.020
Close 98.919 99.048 0.129 0.1% 99.880
Range 0.875 0.600 -0.275 -31.4% 1.480
ATR 0.595 0.595 0.000 0.1% 0.000
Volume 175 188 13 7.4% 494
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 100.823 100.535 99.378
R3 100.223 99.935 99.213
R2 99.623 99.623 99.158
R1 99.335 99.335 99.103 99.179
PP 99.023 99.023 99.023 98.945
S1 98.735 98.735 98.993 98.579
S2 98.423 98.423 98.938
S3 97.823 98.135 98.883
S4 97.223 97.535 98.718
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 104.240 103.540 100.694
R3 102.760 102.060 100.287
R2 101.280 101.280 100.151
R1 100.580 100.580 100.016 100.190
PP 99.800 99.800 99.800 99.605
S1 99.100 99.100 99.744 98.710
S2 98.320 98.320 99.609
S3 96.840 97.620 99.473
S4 95.360 96.140 99.066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.885 98.710 1.175 1.2% 0.482 0.5% 29% False True 107
10 100.600 98.710 1.890 1.9% 0.493 0.5% 18% False True 92
20 100.600 98.710 1.890 1.9% 0.519 0.5% 18% False True 76
40 101.015 98.710 2.305 2.3% 0.553 0.6% 15% False True 58
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 False
Bear Hook False
Bull Hook False
Stretch 0.099
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.860
2.618 100.881
1.618 100.281
1.000 99.910
0.618 99.681
HIGH 99.310
0.618 99.081
0.500 99.010
0.382 98.939
LOW 98.710
0.618 98.339
1.000 98.110
1.618 97.739
2.618 97.139
4.250 96.160
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 99.035 99.295
PP 99.023 99.213
S1 99.010 99.130

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

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