ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 93.030 92.300 -0.730 -0.8% 93.215
High 93.100 92.490 -0.610 -0.7% 93.375
Low 92.180 91.990 -0.190 -0.2% 92.180
Close 92.379 92.131 -0.248 -0.3% 92.379
Range 0.920 0.500 -0.420 -45.7% 1.195
ATR 0.665 0.653 -0.012 -1.8% 0.000
Volume 35,365 29,089 -6,276 -17.7% 133,584
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 93.704 93.417 92.406
R3 93.204 92.917 92.269
R2 92.704 92.704 92.223
R1 92.417 92.417 92.177 92.311
PP 92.204 92.204 92.204 92.150
S1 91.917 91.917 92.085 91.811
S2 91.704 91.704 92.039
S3 91.204 91.417 91.994
S4 90.704 90.917 91.856
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 91.990 1.385 1.5% 0.663 0.7% 10% False True 29,295
10 93.480 91.990 1.490 1.6% 0.691 0.7% 9% False True 25,120
20 93.895 91.990 1.905 2.1% 0.633 0.7% 7% False True 22,323
40 97.105 91.990 5.115 5.6% 0.633 0.7% 3% False True 21,136
60 97.810 91.990 5.820 6.3% 0.649 0.7% 2% False True 19,553
80 100.600 91.990 8.610 9.3% 0.626 0.7% 2% False True 14,816
100 100.900 91.990 8.910 9.7% 0.606 0.7% 2% False True 11,863
120 103.980 91.990 11.990 13.0% 0.690 0.7% 1% False True 9,894
Crabel Price Patterns
NR True
NR4 True
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 0.156
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.615
2.618 93.799
1.618 93.299
1.000 92.990
0.618 92.799
HIGH 92.490
0.618 92.299
0.500 92.240
0.382 92.181
LOW 91.990
0.618 91.681
1.000 91.490
1.618 91.181
2.618 90.681
4.250 89.865
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 92.240 92.670
PP 92.204 92.490
S1 92.167 92.311

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

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