ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 10-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
96.545 |
96.425 |
-0.120 |
-0.1% |
98.270 |
High |
97.005 |
96.495 |
-0.510 |
-0.5% |
98.290 |
Low |
96.180 |
95.570 |
-0.610 |
-0.6% |
96.460 |
Close |
96.271 |
95.897 |
-0.374 |
-0.4% |
96.892 |
Range |
0.825 |
0.925 |
0.100 |
12.1% |
1.830 |
ATR |
0.623 |
0.645 |
0.022 |
3.5% |
0.000 |
Volume |
5,575 |
13,724 |
8,149 |
146.2% |
3,812 |
|
Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.762 |
98.255 |
96.406 |
|
R3 |
97.837 |
97.330 |
96.151 |
|
R2 |
96.912 |
96.912 |
96.067 |
|
R1 |
96.405 |
96.405 |
95.982 |
96.196 |
PP |
95.987 |
95.987 |
95.987 |
95.883 |
S1 |
95.480 |
95.480 |
95.812 |
95.271 |
S2 |
95.062 |
95.062 |
95.727 |
|
S3 |
94.137 |
94.555 |
95.643 |
|
S4 |
93.212 |
93.630 |
95.388 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.704 |
101.628 |
97.899 |
|
R3 |
100.874 |
99.798 |
97.395 |
|
R2 |
99.044 |
99.044 |
97.228 |
|
R1 |
97.968 |
97.968 |
97.060 |
97.591 |
PP |
97.214 |
97.214 |
97.214 |
97.026 |
S1 |
96.138 |
96.138 |
96.724 |
95.761 |
S2 |
95.384 |
95.384 |
96.557 |
|
S3 |
93.554 |
94.308 |
96.389 |
|
S4 |
91.724 |
92.478 |
95.886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.605 |
95.570 |
2.035 |
2.1% |
0.775 |
0.8% |
16% |
False |
True |
5,652 |
10 |
99.035 |
95.570 |
3.465 |
3.6% |
0.665 |
0.7% |
9% |
False |
True |
3,039 |
20 |
100.600 |
95.570 |
5.030 |
5.2% |
0.579 |
0.6% |
7% |
False |
True |
1,566 |
40 |
100.900 |
95.570 |
5.330 |
5.6% |
0.552 |
0.6% |
6% |
False |
True |
808 |
60 |
103.980 |
95.570 |
8.410 |
8.8% |
0.728 |
0.8% |
4% |
False |
True |
554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.426 |
2.618 |
98.917 |
1.618 |
97.992 |
1.000 |
97.420 |
0.618 |
97.067 |
HIGH |
96.495 |
0.618 |
96.142 |
0.500 |
96.033 |
0.382 |
95.923 |
LOW |
95.570 |
0.618 |
94.998 |
1.000 |
94.645 |
1.618 |
94.073 |
2.618 |
93.148 |
4.250 |
91.639 |
|
|
Fisher Pivots for day following 10-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
96.033 |
96.303 |
PP |
95.987 |
96.167 |
S1 |
95.942 |
96.032 |
|