ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 92.835 93.030 0.195 0.2% 93.215
High 93.350 93.100 -0.250 -0.3% 93.375
Low 92.385 92.180 -0.205 -0.2% 92.180
Close 92.991 92.379 -0.612 -0.7% 92.379
Range 0.965 0.920 -0.045 -4.7% 1.195
ATR 0.645 0.665 0.020 3.0% 0.000
Volume 46,978 35,365 -11,613 -24.7% 133,584
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 95.313 94.766 92.885
R3 94.393 93.846 92.632
R2 93.473 93.473 92.548
R1 92.926 92.926 92.463 92.740
PP 92.553 92.553 92.553 92.460
S1 92.006 92.006 92.295 91.820
S2 91.633 91.633 92.210
S3 90.713 91.086 92.126
S4 89.793 90.166 91.873
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 96.230 95.499 93.036
R3 95.035 94.304 92.708
R2 93.840 93.840 92.598
R1 93.109 93.109 92.489 92.877
PP 92.645 92.645 92.645 92.529
S1 91.914 91.914 92.269 91.682
S2 91.450 91.450 92.160
S3 90.255 90.719 92.050
S4 89.060 89.524 91.722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.375 92.180 1.195 1.3% 0.665 0.7% 17% False True 26,716
10 93.480 92.110 1.370 1.5% 0.677 0.7% 20% False False 23,457
20 93.980 92.110 1.870 2.0% 0.642 0.7% 14% False False 22,118
40 97.190 92.110 5.080 5.5% 0.638 0.7% 5% False False 20,912
60 97.810 92.110 5.700 6.2% 0.649 0.7% 5% False False 19,177
80 100.600 92.110 8.490 9.2% 0.627 0.7% 3% False False 14,454
100 100.900 92.110 8.790 9.5% 0.605 0.7% 3% False False 11,572
120 103.980 92.110 11.870 12.8% 0.696 0.8% 2% False False 9,654
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 0.145
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.010
2.618 95.509
1.618 94.589
1.000 94.020
0.618 93.669
HIGH 93.100
0.618 92.749
0.500 92.640
0.382 92.531
LOW 92.180
0.618 91.611
1.000 91.260
1.618 90.691
2.618 89.771
4.250 88.270
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 92.640 92.778
PP 92.553 92.645
S1 92.466 92.512

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

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