ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 01-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
97.390 |
97.375 |
-0.015 |
0.0% |
97.630 |
High |
97.810 |
97.615 |
-0.195 |
-0.2% |
97.700 |
Low |
97.185 |
96.985 |
-0.200 |
-0.2% |
96.320 |
Close |
97.349 |
97.155 |
-0.194 |
-0.2% |
97.404 |
Range |
0.625 |
0.630 |
0.005 |
0.8% |
1.380 |
ATR |
0.658 |
0.656 |
-0.002 |
-0.3% |
0.000 |
Volume |
18,344 |
16,047 |
-2,297 |
-12.5% |
81,558 |
|
Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.142 |
98.778 |
97.502 |
|
R3 |
98.512 |
98.148 |
97.328 |
|
R2 |
97.882 |
97.882 |
97.271 |
|
R1 |
97.518 |
97.518 |
97.213 |
97.385 |
PP |
97.252 |
97.252 |
97.252 |
97.185 |
S1 |
96.888 |
96.888 |
97.097 |
96.755 |
S2 |
96.622 |
96.622 |
97.039 |
|
S3 |
95.992 |
96.258 |
96.982 |
|
S4 |
95.362 |
95.628 |
96.808 |
|
|
Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.281 |
100.723 |
98.163 |
|
R3 |
99.901 |
99.343 |
97.784 |
|
R2 |
98.521 |
98.521 |
97.657 |
|
R1 |
97.963 |
97.963 |
97.531 |
97.552 |
PP |
97.141 |
97.141 |
97.141 |
96.936 |
S1 |
96.583 |
96.583 |
97.278 |
96.172 |
S2 |
95.761 |
95.761 |
97.151 |
|
S3 |
94.381 |
95.203 |
97.025 |
|
S4 |
93.001 |
93.823 |
96.645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.810 |
96.985 |
0.825 |
0.8% |
0.532 |
0.5% |
21% |
False |
True |
14,972 |
10 |
97.810 |
96.320 |
1.490 |
1.5% |
0.623 |
0.6% |
56% |
False |
False |
16,094 |
20 |
97.810 |
95.570 |
2.240 |
2.3% |
0.714 |
0.7% |
71% |
False |
False |
14,697 |
40 |
100.600 |
95.570 |
5.030 |
5.2% |
0.623 |
0.6% |
32% |
False |
False |
7,434 |
60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.596 |
0.6% |
30% |
False |
False |
4,970 |
80 |
103.980 |
95.570 |
8.410 |
8.7% |
0.742 |
0.8% |
19% |
False |
False |
3,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.293 |
2.618 |
99.264 |
1.618 |
98.634 |
1.000 |
98.245 |
0.618 |
98.004 |
HIGH |
97.615 |
0.618 |
97.374 |
0.500 |
97.300 |
0.382 |
97.226 |
LOW |
96.985 |
0.618 |
96.596 |
1.000 |
96.355 |
1.618 |
95.966 |
2.618 |
95.336 |
4.250 |
94.307 |
|
|
Fisher Pivots for day following 01-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
97.300 |
97.398 |
PP |
97.252 |
97.317 |
S1 |
97.203 |
97.236 |
|