ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 11-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
96.425 |
96.100 |
-0.325 |
-0.3% |
98.270 |
High |
96.495 |
96.845 |
0.350 |
0.4% |
98.290 |
Low |
95.570 |
95.915 |
0.345 |
0.4% |
96.460 |
Close |
95.897 |
96.723 |
0.826 |
0.9% |
96.892 |
Range |
0.925 |
0.930 |
0.005 |
0.5% |
1.830 |
ATR |
0.645 |
0.667 |
0.022 |
3.4% |
0.000 |
Volume |
13,724 |
25,342 |
11,618 |
84.7% |
3,812 |
|
Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.284 |
98.934 |
97.235 |
|
R3 |
98.354 |
98.004 |
96.979 |
|
R2 |
97.424 |
97.424 |
96.894 |
|
R1 |
97.074 |
97.074 |
96.808 |
97.249 |
PP |
96.494 |
96.494 |
96.494 |
96.582 |
S1 |
96.144 |
96.144 |
96.638 |
96.319 |
S2 |
95.564 |
95.564 |
96.553 |
|
S3 |
94.634 |
95.214 |
96.467 |
|
S4 |
93.704 |
94.284 |
96.212 |
|
|
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 |
97.035 |
95.570 |
1.465 |
1.5% |
0.748 |
0.8% |
79% |
False |
False |
10,510 |
10 |
98.560 |
95.570 |
2.990 |
3.1% |
0.690 |
0.7% |
39% |
False |
False |
5,553 |
20 |
100.500 |
95.570 |
4.930 |
5.1% |
0.610 |
0.6% |
23% |
False |
False |
2,832 |
40 |
100.900 |
95.570 |
5.330 |
5.5% |
0.562 |
0.6% |
22% |
False |
False |
1,441 |
60 |
103.980 |
95.570 |
8.410 |
8.7% |
0.700 |
0.7% |
14% |
False |
False |
974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.798 |
2.618 |
99.280 |
1.618 |
98.350 |
1.000 |
97.775 |
0.618 |
97.420 |
HIGH |
96.845 |
0.618 |
96.490 |
0.500 |
96.380 |
0.382 |
96.270 |
LOW |
95.915 |
0.618 |
95.340 |
1.000 |
94.985 |
1.618 |
94.410 |
2.618 |
93.480 |
4.250 |
91.963 |
|
|
Fisher Pivots for day following 11-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
96.609 |
96.578 |
PP |
96.494 |
96.433 |
S1 |
96.380 |
96.288 |
|