ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
92.690 |
92.825 |
0.135 |
0.1% |
92.230 |
High |
93.075 |
93.245 |
0.170 |
0.2% |
93.245 |
Low |
92.690 |
92.660 |
-0.030 |
0.0% |
91.750 |
Close |
92.735 |
92.709 |
-0.026 |
0.0% |
92.709 |
Range |
0.385 |
0.585 |
0.200 |
51.9% |
1.495 |
ATR |
0.604 |
0.602 |
-0.001 |
-0.2% |
0.000 |
Volume |
2,507 |
5,766 |
3,259 |
130.0% |
11,995 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.626 |
94.253 |
93.031 |
|
R3 |
94.041 |
93.668 |
92.870 |
|
R2 |
93.456 |
93.456 |
92.816 |
|
R1 |
93.083 |
93.083 |
92.763 |
92.977 |
PP |
92.871 |
92.871 |
92.871 |
92.819 |
S1 |
92.498 |
92.498 |
92.655 |
92.392 |
S2 |
92.286 |
92.286 |
92.602 |
|
S3 |
91.701 |
91.913 |
92.548 |
|
S4 |
91.116 |
91.328 |
92.387 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.053 |
96.376 |
93.531 |
|
R3 |
95.558 |
94.881 |
93.120 |
|
R2 |
94.063 |
94.063 |
92.983 |
|
R1 |
93.386 |
93.386 |
92.846 |
93.725 |
PP |
92.568 |
92.568 |
92.568 |
92.737 |
S1 |
91.891 |
91.891 |
92.572 |
92.230 |
S2 |
91.073 |
91.073 |
92.435 |
|
S3 |
89.578 |
90.396 |
92.298 |
|
S4 |
88.083 |
88.901 |
91.887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.245 |
91.750 |
1.495 |
1.6% |
0.546 |
0.6% |
64% |
True |
False |
2,399 |
10 |
93.395 |
91.750 |
1.645 |
1.8% |
0.594 |
0.6% |
58% |
False |
False |
1,490 |
20 |
93.915 |
91.750 |
2.165 |
2.3% |
0.582 |
0.6% |
44% |
False |
False |
862 |
40 |
96.615 |
91.750 |
4.865 |
5.2% |
0.588 |
0.6% |
20% |
False |
False |
521 |
60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.554 |
0.6% |
16% |
False |
False |
362 |
80 |
100.150 |
91.750 |
8.400 |
9.1% |
0.513 |
0.6% |
11% |
False |
False |
277 |
100 |
100.710 |
91.750 |
8.960 |
9.7% |
0.446 |
0.5% |
11% |
False |
False |
222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.731 |
2.618 |
94.777 |
1.618 |
94.192 |
1.000 |
93.830 |
0.618 |
93.607 |
HIGH |
93.245 |
0.618 |
93.022 |
0.500 |
92.953 |
0.382 |
92.883 |
LOW |
92.660 |
0.618 |
92.298 |
1.000 |
92.075 |
1.618 |
91.713 |
2.618 |
91.128 |
4.250 |
90.174 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
92.953 |
92.755 |
PP |
92.871 |
92.740 |
S1 |
92.790 |
92.724 |
|