ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 15-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
96.845 |
97.250 |
0.405 |
0.4% |
96.835 |
High |
97.465 |
97.380 |
-0.085 |
-0.1% |
97.465 |
Low |
96.485 |
96.550 |
0.065 |
0.1% |
95.570 |
Close |
97.330 |
96.650 |
-0.680 |
-0.7% |
97.330 |
Range |
0.980 |
0.830 |
-0.150 |
-15.3% |
1.895 |
ATR |
0.689 |
0.699 |
0.010 |
1.5% |
0.000 |
Volume |
23,759 |
18,517 |
-5,242 |
-22.1% |
74,927 |
|
Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.350 |
98.830 |
97.107 |
|
R3 |
98.520 |
98.000 |
96.878 |
|
R2 |
97.690 |
97.690 |
96.802 |
|
R1 |
97.170 |
97.170 |
96.726 |
97.015 |
PP |
96.860 |
96.860 |
96.860 |
96.783 |
S1 |
96.340 |
96.340 |
96.574 |
96.185 |
S2 |
96.030 |
96.030 |
96.498 |
|
S3 |
95.200 |
95.510 |
96.422 |
|
S4 |
94.370 |
94.680 |
96.194 |
|
|
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 |
2.0% |
0.898 |
0.9% |
57% |
False |
False |
17,383 |
10 |
97.875 |
95.570 |
2.305 |
2.4% |
0.754 |
0.8% |
47% |
False |
False |
9,701 |
20 |
99.885 |
95.570 |
4.315 |
4.5% |
0.640 |
0.7% |
25% |
False |
False |
4,938 |
40 |
100.900 |
95.570 |
5.330 |
5.5% |
0.585 |
0.6% |
20% |
False |
False |
2,496 |
60 |
103.970 |
95.570 |
8.400 |
8.7% |
0.666 |
0.7% |
13% |
False |
False |
1,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.908 |
2.618 |
99.553 |
1.618 |
98.723 |
1.000 |
98.210 |
0.618 |
97.893 |
HIGH |
97.380 |
0.618 |
97.063 |
0.500 |
96.965 |
0.382 |
96.867 |
LOW |
96.550 |
0.618 |
96.037 |
1.000 |
95.720 |
1.618 |
95.207 |
2.618 |
94.377 |
4.250 |
93.023 |
|
|
Fisher Pivots for day following 15-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
96.965 |
96.690 |
PP |
96.860 |
96.677 |
S1 |
96.755 |
96.663 |
|