ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 16-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.070 |
93.130 |
0.060 |
0.1% |
93.055 |
High |
93.185 |
93.300 |
0.115 |
0.1% |
93.640 |
Low |
92.790 |
92.800 |
0.010 |
0.0% |
92.680 |
Close |
93.085 |
93.231 |
0.146 |
0.2% |
93.338 |
Range |
0.395 |
0.500 |
0.105 |
26.6% |
0.960 |
ATR |
0.578 |
0.572 |
-0.006 |
-1.0% |
0.000 |
Volume |
18,636 |
35,510 |
16,874 |
90.5% |
88,684 |
|
Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.610 |
94.421 |
93.506 |
|
R3 |
94.110 |
93.921 |
93.369 |
|
R2 |
93.610 |
93.610 |
93.323 |
|
R1 |
93.421 |
93.421 |
93.277 |
93.516 |
PP |
93.110 |
93.110 |
93.110 |
93.158 |
S1 |
92.921 |
92.921 |
93.185 |
93.016 |
S2 |
92.610 |
92.610 |
93.139 |
|
S3 |
92.110 |
92.421 |
93.094 |
|
S4 |
91.610 |
91.921 |
92.956 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.099 |
95.679 |
93.866 |
|
R3 |
95.139 |
94.719 |
93.602 |
|
R2 |
94.179 |
94.179 |
93.514 |
|
R1 |
93.759 |
93.759 |
93.426 |
93.969 |
PP |
93.219 |
93.219 |
93.219 |
93.325 |
S1 |
92.799 |
92.799 |
93.250 |
93.009 |
S2 |
92.259 |
92.259 |
93.162 |
|
S3 |
91.299 |
91.839 |
93.074 |
|
S4 |
90.339 |
90.879 |
92.810 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.445 |
92.680 |
0.765 |
0.8% |
0.492 |
0.5% |
72% |
False |
False |
27,929 |
10 |
93.640 |
92.265 |
1.375 |
1.5% |
0.511 |
0.5% |
70% |
False |
False |
17,640 |
20 |
93.640 |
91.750 |
1.890 |
2.0% |
0.587 |
0.6% |
78% |
False |
False |
9,128 |
40 |
95.360 |
91.750 |
3.610 |
3.9% |
0.593 |
0.6% |
41% |
False |
False |
4,676 |
60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.552 |
0.6% |
25% |
False |
False |
3,139 |
80 |
99.063 |
91.750 |
7.313 |
7.8% |
0.540 |
0.6% |
20% |
False |
False |
2,362 |
100 |
100.522 |
91.750 |
8.772 |
9.4% |
0.467 |
0.5% |
17% |
False |
False |
1,890 |
120 |
100.770 |
91.750 |
9.020 |
9.7% |
0.421 |
0.5% |
16% |
False |
False |
1,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.425 |
2.618 |
94.609 |
1.618 |
94.109 |
1.000 |
93.800 |
0.618 |
93.609 |
HIGH |
93.300 |
0.618 |
93.109 |
0.500 |
93.050 |
0.382 |
92.991 |
LOW |
92.800 |
0.618 |
92.491 |
1.000 |
92.300 |
1.618 |
91.991 |
2.618 |
91.491 |
4.250 |
90.675 |
|
|
Fisher Pivots for day following 16-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.171 |
93.176 |
PP |
93.110 |
93.120 |
S1 |
93.050 |
93.065 |
|