ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 17-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.130 |
93.190 |
0.060 |
0.1% |
93.055 |
High |
93.300 |
93.630 |
0.330 |
0.4% |
93.640 |
Low |
92.800 |
92.875 |
0.075 |
0.1% |
92.680 |
Close |
93.231 |
92.969 |
-0.262 |
-0.3% |
93.338 |
Range |
0.500 |
0.755 |
0.255 |
51.0% |
0.960 |
ATR |
0.572 |
0.586 |
0.013 |
2.3% |
0.000 |
Volume |
35,510 |
31,138 |
-4,372 |
-12.3% |
88,684 |
|
Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.423 |
94.951 |
93.384 |
|
R3 |
94.668 |
94.196 |
93.177 |
|
R2 |
93.913 |
93.913 |
93.107 |
|
R1 |
93.441 |
93.441 |
93.038 |
93.300 |
PP |
93.158 |
93.158 |
93.158 |
93.087 |
S1 |
92.686 |
92.686 |
92.900 |
92.545 |
S2 |
92.403 |
92.403 |
92.831 |
|
S3 |
91.648 |
91.931 |
92.761 |
|
S4 |
90.893 |
91.176 |
92.554 |
|
|
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 |
93.630 |
92.790 |
0.840 |
0.9% |
0.490 |
0.5% |
21% |
True |
False |
27,346 |
10 |
93.640 |
92.660 |
0.980 |
1.1% |
0.525 |
0.6% |
32% |
False |
False |
20,625 |
20 |
93.640 |
91.750 |
1.890 |
2.0% |
0.581 |
0.6% |
64% |
False |
False |
10,675 |
40 |
95.135 |
91.750 |
3.385 |
3.6% |
0.597 |
0.6% |
36% |
False |
False |
5,449 |
60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.554 |
0.6% |
20% |
False |
False |
3,658 |
80 |
98.575 |
91.750 |
6.825 |
7.3% |
0.547 |
0.6% |
18% |
False |
False |
2,751 |
100 |
100.522 |
91.750 |
8.772 |
9.4% |
0.473 |
0.5% |
14% |
False |
False |
2,201 |
120 |
100.770 |
91.750 |
9.020 |
9.7% |
0.418 |
0.5% |
14% |
False |
False |
1,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.839 |
2.618 |
95.607 |
1.618 |
94.852 |
1.000 |
94.385 |
0.618 |
94.097 |
HIGH |
93.630 |
0.618 |
93.342 |
0.500 |
93.253 |
0.382 |
93.163 |
LOW |
92.875 |
0.618 |
92.408 |
1.000 |
92.120 |
1.618 |
91.653 |
2.618 |
90.898 |
4.250 |
89.666 |
|
|
Fisher Pivots for day following 17-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.253 |
93.210 |
PP |
93.158 |
93.130 |
S1 |
93.064 |
93.049 |
|