ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 10-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.545 |
93.255 |
-0.290 |
-0.3% |
92.230 |
High |
93.640 |
93.445 |
-0.195 |
-0.2% |
93.245 |
Low |
93.100 |
92.680 |
-0.420 |
-0.5% |
91.750 |
Close |
93.244 |
93.316 |
0.072 |
0.1% |
92.709 |
Range |
0.540 |
0.765 |
0.225 |
41.7% |
1.495 |
ATR |
0.611 |
0.622 |
0.011 |
1.8% |
0.000 |
Volume |
12,549 |
34,051 |
21,502 |
171.3% |
11,995 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.442 |
95.144 |
93.737 |
|
R3 |
94.677 |
94.379 |
93.526 |
|
R2 |
93.912 |
93.912 |
93.456 |
|
R1 |
93.614 |
93.614 |
93.386 |
93.763 |
PP |
93.147 |
93.147 |
93.147 |
93.222 |
S1 |
92.849 |
92.849 |
93.246 |
92.998 |
S2 |
92.382 |
92.382 |
93.176 |
|
S3 |
91.617 |
92.084 |
93.106 |
|
S4 |
90.852 |
91.319 |
92.895 |
|
|
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 |
93.640 |
92.660 |
0.980 |
1.1% |
0.560 |
0.6% |
67% |
False |
False |
13,903 |
10 |
93.640 |
91.750 |
1.890 |
2.0% |
0.637 |
0.7% |
83% |
False |
False |
7,473 |
20 |
93.640 |
91.750 |
1.890 |
2.0% |
0.593 |
0.6% |
83% |
False |
False |
3,895 |
40 |
96.300 |
91.750 |
4.550 |
4.9% |
0.603 |
0.6% |
34% |
False |
False |
2,044 |
60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.553 |
0.6% |
26% |
False |
False |
1,380 |
80 |
99.895 |
91.750 |
8.145 |
8.7% |
0.530 |
0.6% |
19% |
False |
False |
1,042 |
100 |
100.710 |
91.750 |
8.960 |
9.6% |
0.459 |
0.5% |
17% |
False |
False |
834 |
120 |
101.600 |
91.750 |
9.850 |
10.6% |
0.422 |
0.5% |
16% |
False |
False |
695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.696 |
2.618 |
95.448 |
1.618 |
94.683 |
1.000 |
94.210 |
0.618 |
93.918 |
HIGH |
93.445 |
0.618 |
93.153 |
0.500 |
93.063 |
0.382 |
92.972 |
LOW |
92.680 |
0.618 |
92.207 |
1.000 |
91.915 |
1.618 |
91.442 |
2.618 |
90.677 |
4.250 |
89.429 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.232 |
93.264 |
PP |
93.147 |
93.212 |
S1 |
93.063 |
93.160 |
|