ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 16-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
97.250 |
96.490 |
-0.760 |
-0.8% |
96.835 |
High |
97.380 |
97.240 |
-0.140 |
-0.1% |
97.465 |
Low |
96.550 |
96.385 |
-0.165 |
-0.2% |
95.570 |
Close |
96.650 |
96.933 |
0.283 |
0.3% |
97.330 |
Range |
0.830 |
0.855 |
0.025 |
3.0% |
1.895 |
ATR |
0.699 |
0.710 |
0.011 |
1.6% |
0.000 |
Volume |
18,517 |
21,707 |
3,190 |
17.2% |
74,927 |
|
Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.418 |
99.030 |
97.403 |
|
R3 |
98.563 |
98.175 |
97.168 |
|
R2 |
97.708 |
97.708 |
97.090 |
|
R1 |
97.320 |
97.320 |
97.011 |
97.514 |
PP |
96.853 |
96.853 |
96.853 |
96.950 |
S1 |
96.465 |
96.465 |
96.855 |
96.659 |
S2 |
95.998 |
95.998 |
96.776 |
|
S3 |
95.143 |
95.610 |
96.698 |
|
S4 |
94.288 |
94.755 |
96.463 |
|
|
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% |
0.904 |
0.9% |
72% |
False |
False |
20,609 |
10 |
97.605 |
95.570 |
2.035 |
2.1% |
0.792 |
0.8% |
67% |
False |
False |
11,832 |
20 |
99.885 |
95.570 |
4.315 |
4.5% |
0.658 |
0.7% |
32% |
False |
False |
6,016 |
40 |
100.900 |
95.570 |
5.330 |
5.5% |
0.598 |
0.6% |
26% |
False |
False |
3,038 |
60 |
102.800 |
95.570 |
7.230 |
7.5% |
0.656 |
0.7% |
19% |
False |
False |
2,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.874 |
2.618 |
99.478 |
1.618 |
98.623 |
1.000 |
98.095 |
0.618 |
97.768 |
HIGH |
97.240 |
0.618 |
96.913 |
0.500 |
96.813 |
0.382 |
96.712 |
LOW |
96.385 |
0.618 |
95.857 |
1.000 |
95.530 |
1.618 |
95.002 |
2.618 |
94.147 |
4.250 |
92.751 |
|
|
Fisher Pivots for day following 16-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
96.893 |
96.930 |
PP |
96.853 |
96.928 |
S1 |
96.813 |
96.925 |
|