ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 04-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
97.585 |
97.260 |
-0.325 |
-0.3% |
99.760 |
High |
97.585 |
97.605 |
0.020 |
0.0% |
99.880 |
Low |
97.140 |
96.540 |
-0.600 |
-0.6% |
97.930 |
Close |
97.231 |
96.624 |
-0.607 |
-0.6% |
98.323 |
Range |
0.445 |
1.065 |
0.620 |
139.3% |
1.950 |
ATR |
0.586 |
0.621 |
0.034 |
5.8% |
0.000 |
Volume |
743 |
1,051 |
308 |
41.5% |
1,138 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.118 |
99.436 |
97.210 |
|
R3 |
99.053 |
98.371 |
96.917 |
|
R2 |
97.988 |
97.988 |
96.819 |
|
R1 |
97.306 |
97.306 |
96.722 |
97.115 |
PP |
96.923 |
96.923 |
96.923 |
96.827 |
S1 |
96.241 |
96.241 |
96.526 |
96.050 |
S2 |
95.858 |
95.858 |
96.429 |
|
S3 |
94.793 |
95.176 |
96.331 |
|
S4 |
93.728 |
94.111 |
96.038 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.561 |
103.392 |
99.396 |
|
R3 |
102.611 |
101.442 |
98.859 |
|
R2 |
100.661 |
100.661 |
98.681 |
|
R1 |
99.492 |
99.492 |
98.502 |
99.102 |
PP |
98.711 |
98.711 |
98.711 |
98.516 |
S1 |
97.542 |
97.542 |
98.144 |
97.152 |
S2 |
96.761 |
96.761 |
97.966 |
|
S3 |
94.811 |
95.592 |
97.787 |
|
S4 |
92.861 |
93.642 |
97.251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.560 |
96.540 |
2.020 |
2.1% |
0.632 |
0.7% |
4% |
False |
True |
596 |
10 |
99.885 |
96.540 |
3.345 |
3.5% |
0.576 |
0.6% |
3% |
False |
True |
364 |
20 |
100.600 |
96.540 |
4.060 |
4.2% |
0.557 |
0.6% |
2% |
False |
True |
220 |
40 |
100.900 |
96.540 |
4.360 |
4.5% |
0.551 |
0.6% |
2% |
False |
True |
131 |
60 |
103.980 |
96.315 |
7.665 |
7.9% |
0.766 |
0.8% |
4% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.131 |
2.618 |
100.393 |
1.618 |
99.328 |
1.000 |
98.670 |
0.618 |
98.263 |
HIGH |
97.605 |
0.618 |
97.198 |
0.500 |
97.073 |
0.382 |
96.947 |
LOW |
96.540 |
0.618 |
95.882 |
1.000 |
95.475 |
1.618 |
94.817 |
2.618 |
93.752 |
4.250 |
92.014 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
97.073 |
97.208 |
PP |
96.923 |
97.013 |
S1 |
96.774 |
96.819 |
|