ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 12-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
96.100 |
96.845 |
0.745 |
0.8% |
96.835 |
High |
96.845 |
97.465 |
0.620 |
0.6% |
97.465 |
Low |
95.915 |
96.485 |
0.570 |
0.6% |
95.570 |
Close |
96.723 |
97.330 |
0.607 |
0.6% |
97.330 |
Range |
0.930 |
0.980 |
0.050 |
5.4% |
1.895 |
ATR |
0.667 |
0.689 |
0.022 |
3.4% |
0.000 |
Volume |
25,342 |
23,759 |
-1,583 |
-6.2% |
74,927 |
|
Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.033 |
99.662 |
97.869 |
|
R3 |
99.053 |
98.682 |
97.600 |
|
R2 |
98.073 |
98.073 |
97.510 |
|
R1 |
97.702 |
97.702 |
97.420 |
97.888 |
PP |
97.093 |
97.093 |
97.093 |
97.186 |
S1 |
96.722 |
96.722 |
97.240 |
96.908 |
S2 |
96.113 |
96.113 |
97.150 |
|
S3 |
95.133 |
95.742 |
97.061 |
|
S4 |
94.153 |
94.762 |
96.791 |
|
|
Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.473 |
101.797 |
98.372 |
|
R3 |
100.578 |
99.902 |
97.851 |
|
R2 |
98.683 |
98.683 |
97.677 |
|
R1 |
98.007 |
98.007 |
97.504 |
98.345 |
PP |
96.788 |
96.788 |
96.788 |
96.958 |
S1 |
96.112 |
96.112 |
97.156 |
96.450 |
S2 |
94.893 |
94.893 |
96.983 |
|
S3 |
92.998 |
94.217 |
96.809 |
|
S4 |
91.103 |
92.322 |
96.288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.465 |
95.570 |
1.895 |
1.9% |
0.832 |
0.9% |
93% |
True |
False |
14,985 |
10 |
98.290 |
95.570 |
2.720 |
2.8% |
0.725 |
0.7% |
65% |
False |
False |
7,873 |
20 |
100.500 |
95.570 |
4.930 |
5.1% |
0.642 |
0.7% |
36% |
False |
False |
4,018 |
40 |
100.900 |
95.570 |
5.330 |
5.5% |
0.571 |
0.6% |
33% |
False |
False |
2,034 |
60 |
103.970 |
95.570 |
8.400 |
8.6% |
0.672 |
0.7% |
21% |
False |
False |
1,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.630 |
2.618 |
100.031 |
1.618 |
99.051 |
1.000 |
98.445 |
0.618 |
98.071 |
HIGH |
97.465 |
0.618 |
97.091 |
0.500 |
96.975 |
0.382 |
96.859 |
LOW |
96.485 |
0.618 |
95.879 |
1.000 |
95.505 |
1.618 |
94.899 |
2.618 |
93.919 |
4.250 |
92.320 |
|
|
Fisher Pivots for day following 12-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
97.212 |
97.059 |
PP |
97.093 |
96.788 |
S1 |
96.975 |
96.518 |
|