ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 27-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.030 |
92.850 |
-0.180 |
-0.2% |
93.070 |
High |
93.365 |
93.350 |
-0.015 |
0.0% |
93.500 |
Low |
92.860 |
92.445 |
-0.415 |
-0.4% |
92.135 |
Close |
93.026 |
93.006 |
-0.020 |
0.0% |
93.270 |
Range |
0.505 |
0.905 |
0.400 |
79.2% |
1.365 |
ATR |
0.584 |
0.607 |
0.023 |
3.9% |
0.000 |
Volume |
799 |
565 |
-234 |
-29.3% |
1,503 |
|
Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.649 |
95.232 |
93.504 |
|
R3 |
94.744 |
94.327 |
93.255 |
|
R2 |
93.839 |
93.839 |
93.172 |
|
R1 |
93.422 |
93.422 |
93.089 |
93.631 |
PP |
92.934 |
92.934 |
92.934 |
93.038 |
S1 |
92.517 |
92.517 |
92.923 |
92.726 |
S2 |
92.029 |
92.029 |
92.840 |
|
S3 |
91.124 |
91.612 |
92.757 |
|
S4 |
90.219 |
90.707 |
92.508 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.063 |
96.532 |
94.021 |
|
R3 |
95.698 |
95.167 |
93.645 |
|
R2 |
94.333 |
94.333 |
93.520 |
|
R1 |
93.802 |
93.802 |
93.395 |
94.068 |
PP |
92.968 |
92.968 |
92.968 |
93.101 |
S1 |
92.437 |
92.437 |
93.145 |
92.703 |
S2 |
91.603 |
91.603 |
93.020 |
|
S3 |
90.238 |
91.072 |
92.895 |
|
S4 |
88.873 |
89.707 |
92.519 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.500 |
92.445 |
1.055 |
1.1% |
0.641 |
0.7% |
53% |
False |
True |
463 |
10 |
93.500 |
92.135 |
1.365 |
1.5% |
0.593 |
0.6% |
64% |
False |
False |
356 |
20 |
93.975 |
92.135 |
1.840 |
2.0% |
0.612 |
0.7% |
47% |
False |
False |
289 |
40 |
97.320 |
92.135 |
5.185 |
5.6% |
0.568 |
0.6% |
17% |
False |
False |
205 |
60 |
97.785 |
92.135 |
5.650 |
6.1% |
0.558 |
0.6% |
15% |
False |
False |
152 |
80 |
100.522 |
92.135 |
8.387 |
9.0% |
0.484 |
0.5% |
10% |
False |
False |
115 |
100 |
100.710 |
92.135 |
8.575 |
9.2% |
0.419 |
0.5% |
10% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.196 |
2.618 |
95.719 |
1.618 |
94.814 |
1.000 |
94.255 |
0.618 |
93.909 |
HIGH |
93.350 |
0.618 |
93.004 |
0.500 |
92.898 |
0.382 |
92.791 |
LOW |
92.445 |
0.618 |
91.886 |
1.000 |
91.540 |
1.618 |
90.981 |
2.618 |
90.076 |
4.250 |
88.599 |
|
|
Fisher Pivots for day following 27-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
92.970 |
92.977 |
PP |
92.934 |
92.949 |
S1 |
92.898 |
92.920 |
|