ICE US Dollar Index Future September 2020


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 92.265 92.705 0.440 0.5% 93.215
High 92.875 93.085 0.210 0.2% 93.375
Low 92.235 92.685 0.450 0.5% 92.180
Close 92.834 92.733 -0.101 -0.1% 92.379
Range 0.640 0.400 -0.240 -37.5% 1.195
ATR 0.653 0.635 -0.018 -2.8% 0.000
Volume 24,027 20,735 -3,292 -13.7% 133,584
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 94.034 93.784 92.953
R3 93.634 93.384 92.843
R2 93.234 93.234 92.806
R1 92.984 92.984 92.770 93.109
PP 92.834 92.834 92.834 92.897
S1 92.584 92.584 92.696 92.709
S2 92.434 92.434 92.660
S3 92.034 92.184 92.623
S4 91.634 91.784 92.513
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 93.100 91.725 1.375 1.5% 0.627 0.7% 73% False False 28,482
10 93.480 91.725 1.755 1.9% 0.646 0.7% 57% False False 26,616
20 93.895 91.725 2.170 2.3% 0.623 0.7% 46% False False 23,098
40 96.960 91.725 5.235 5.6% 0.630 0.7% 19% False False 21,658
60 97.810 91.725 6.085 6.6% 0.632 0.7% 17% False False 20,108
80 100.500 91.725 8.775 9.5% 0.627 0.7% 11% False False 15,789
100 100.900 91.725 9.175 9.9% 0.604 0.7% 11% False False 12,641
120 103.980 91.725 12.255 13.2% 0.666 0.7% 8% False False 10,541
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.151
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.785
2.618 94.132
1.618 93.732
1.000 93.485
0.618 93.332
HIGH 93.085
0.618 92.932
0.500 92.885
0.382 92.838
LOW 92.685
0.618 92.438
1.000 92.285
1.618 92.038
2.618 91.638
4.250 90.985
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 92.885 92.624
PP 92.834 92.514
S1 92.784 92.405

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

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