ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 06-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
97.210 |
97.190 |
-0.020 |
0.0% |
97.475 |
High |
97.350 |
97.190 |
-0.160 |
-0.2% |
97.810 |
Low |
97.145 |
96.500 |
-0.645 |
-0.7% |
96.790 |
Close |
97.301 |
96.682 |
-0.619 |
-0.6% |
97.301 |
Range |
0.205 |
0.690 |
0.485 |
236.6% |
1.020 |
ATR |
0.616 |
0.630 |
0.013 |
2.1% |
0.000 |
Volume |
5,240 |
20,094 |
14,854 |
283.5% |
70,637 |
|
Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.861 |
98.461 |
97.062 |
|
R3 |
98.171 |
97.771 |
96.872 |
|
R2 |
97.481 |
97.481 |
96.809 |
|
R1 |
97.081 |
97.081 |
96.745 |
96.936 |
PP |
96.791 |
96.791 |
96.791 |
96.718 |
S1 |
96.391 |
96.391 |
96.619 |
96.246 |
S2 |
96.101 |
96.101 |
96.556 |
|
S3 |
95.411 |
95.701 |
96.492 |
|
S4 |
94.721 |
95.011 |
96.303 |
|
|
Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.360 |
99.851 |
97.862 |
|
R3 |
99.340 |
98.831 |
97.582 |
|
R2 |
98.320 |
98.320 |
97.488 |
|
R1 |
97.811 |
97.811 |
97.395 |
97.556 |
PP |
97.300 |
97.300 |
97.300 |
97.173 |
S1 |
96.791 |
96.791 |
97.208 |
96.536 |
S2 |
96.280 |
96.280 |
97.114 |
|
S3 |
95.260 |
95.771 |
97.021 |
|
S4 |
94.240 |
94.751 |
96.740 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.810 |
96.500 |
1.310 |
1.4% |
0.539 |
0.6% |
14% |
False |
True |
15,428 |
10 |
97.810 |
96.320 |
1.490 |
1.5% |
0.570 |
0.6% |
24% |
False |
False |
15,712 |
20 |
97.810 |
95.570 |
2.240 |
2.3% |
0.680 |
0.7% |
50% |
False |
False |
16,387 |
40 |
100.600 |
95.570 |
5.030 |
5.2% |
0.619 |
0.6% |
22% |
False |
False |
8,496 |
60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.589 |
0.6% |
21% |
False |
False |
5,681 |
80 |
103.980 |
95.570 |
8.410 |
8.7% |
0.718 |
0.7% |
13% |
False |
False |
4,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.123 |
2.618 |
98.996 |
1.618 |
98.306 |
1.000 |
97.880 |
0.618 |
97.616 |
HIGH |
97.190 |
0.618 |
96.926 |
0.500 |
96.845 |
0.382 |
96.764 |
LOW |
96.500 |
0.618 |
96.074 |
1.000 |
95.810 |
1.618 |
95.384 |
2.618 |
94.694 |
4.250 |
93.568 |
|
|
Fisher Pivots for day following 06-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
96.845 |
96.925 |
PP |
96.791 |
96.844 |
S1 |
96.736 |
96.763 |
|