ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 96.845 97.250 0.405 0.4% 96.835
High 97.465 97.380 -0.085 -0.1% 97.465
Low 96.485 96.550 0.065 0.1% 95.570
Close 97.330 96.650 -0.680 -0.7% 97.330
Range 0.980 0.830 -0.150 -15.3% 1.895
ATR 0.689 0.699 0.010 1.5% 0.000
Volume 23,759 18,517 -5,242 -22.1% 74,927
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 99.350 98.830 97.107
R3 98.520 98.000 96.878
R2 97.690 97.690 96.802
R1 97.170 97.170 96.726 97.015
PP 96.860 96.860 96.860 96.783
S1 96.340 96.340 96.574 96.185
S2 96.030 96.030 96.498
S3 95.200 95.510 96.422
S4 94.370 94.680 96.194
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 102.473 101.797 98.372
R3 100.578 99.902 97.851
R2 98.683 98.683 97.677
R1 98.007 98.007 97.504 98.345
PP 96.788 96.788 96.788 96.958
S1 96.112 96.112 97.156 96.450
S2 94.893 94.893 96.983
S3 92.998 94.217 96.809
S4 91.103 92.322 96.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.465 95.570 1.895 2.0% 0.898 0.9% 57% False False 17,383
10 97.875 95.570 2.305 2.4% 0.754 0.8% 47% False False 9,701
20 99.885 95.570 4.315 4.5% 0.640 0.7% 25% False False 4,938
40 100.900 95.570 5.330 5.5% 0.585 0.6% 20% False False 2,496
60 103.970 95.570 8.400 8.7% 0.666 0.7% 13% False False 1,678
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.196
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.908
2.618 99.553
1.618 98.723
1.000 98.210
0.618 97.893
HIGH 97.380
0.618 97.063
0.500 96.965
0.382 96.867
LOW 96.550
0.618 96.037
1.000 95.720
1.618 95.207
2.618 94.377
4.250 93.023
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 96.965 96.690
PP 96.860 96.677
S1 96.755 96.663

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

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