ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 92.170 92.265 0.095 0.1% 93.215
High 92.400 92.875 0.475 0.5% 93.375
Low 91.725 92.235 0.510 0.6% 92.180
Close 92.337 92.834 0.497 0.5% 92.379
Range 0.675 0.640 -0.035 -5.2% 1.195
ATR 0.654 0.653 -0.001 -0.2% 0.000
Volume 33,197 24,027 -9,170 -27.6% 133,584
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 94.568 94.341 93.186
R3 93.928 93.701 93.010
R2 93.288 93.288 92.951
R1 93.061 93.061 92.893 93.175
PP 92.648 92.648 92.648 92.705
S1 92.421 92.421 92.775 92.535
S2 92.008 92.008 92.717
S3 91.368 91.781 92.658
S4 90.728 91.141 92.482
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 93.350 91.725 1.625 1.8% 0.740 0.8% 68% False False 33,731
10 93.480 91.725 1.755 1.9% 0.659 0.7% 63% False False 26,513
20 93.895 91.725 2.170 2.3% 0.634 0.7% 51% False False 23,278
40 96.960 91.725 5.235 5.6% 0.635 0.7% 21% False False 21,687
60 97.810 91.725 6.085 6.6% 0.641 0.7% 18% False False 20,185
80 100.600 91.725 8.875 9.6% 0.626 0.7% 12% False False 15,530
100 100.900 91.725 9.175 9.9% 0.606 0.7% 12% False False 12,434
120 103.980 91.725 12.255 13.2% 0.685 0.7% 9% False False 10,369
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 0.175
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.595
2.618 94.551
1.618 93.911
1.000 93.515
0.618 93.271
HIGH 92.875
0.618 92.631
0.500 92.555
0.382 92.479
LOW 92.235
0.618 91.839
1.000 91.595
1.618 91.199
2.618 90.559
4.250 89.515
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 92.741 92.656
PP 92.648 92.478
S1 92.555 92.300

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

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