ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 15-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
96.520 |
96.120 |
-0.400 |
-0.4% |
97.190 |
High |
96.670 |
96.215 |
-0.455 |
-0.5% |
97.190 |
Low |
96.125 |
95.720 |
-0.405 |
-0.4% |
96.180 |
Close |
96.207 |
96.039 |
-0.168 |
-0.2% |
96.614 |
Range |
0.545 |
0.495 |
-0.050 |
-9.2% |
1.010 |
ATR |
0.603 |
0.595 |
-0.008 |
-1.3% |
0.000 |
Volume |
12,966 |
14,528 |
1,562 |
12.0% |
93,937 |
|
Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.476 |
97.253 |
96.311 |
|
R3 |
96.981 |
96.758 |
96.175 |
|
R2 |
96.486 |
96.486 |
96.130 |
|
R1 |
96.263 |
96.263 |
96.084 |
96.127 |
PP |
95.991 |
95.991 |
95.991 |
95.924 |
S1 |
95.768 |
95.768 |
95.994 |
95.632 |
S2 |
95.496 |
95.496 |
95.948 |
|
S3 |
95.001 |
95.273 |
95.903 |
|
S4 |
94.506 |
94.778 |
95.767 |
|
|
Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.691 |
99.163 |
97.170 |
|
R3 |
98.681 |
98.153 |
96.892 |
|
R2 |
97.671 |
97.671 |
96.799 |
|
R1 |
97.143 |
97.143 |
96.707 |
96.902 |
PP |
96.661 |
96.661 |
96.661 |
96.541 |
S1 |
96.133 |
96.133 |
96.521 |
95.892 |
S2 |
95.651 |
95.651 |
96.429 |
|
S3 |
94.641 |
95.123 |
96.336 |
|
S4 |
93.631 |
94.113 |
96.059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.960 |
95.720 |
1.240 |
1.3% |
0.528 |
0.5% |
26% |
False |
True |
16,970 |
10 |
97.350 |
95.720 |
1.630 |
1.7% |
0.529 |
0.6% |
20% |
False |
True |
16,279 |
20 |
97.810 |
95.720 |
2.090 |
2.2% |
0.576 |
0.6% |
15% |
False |
True |
16,187 |
40 |
99.885 |
95.570 |
4.315 |
4.5% |
0.619 |
0.6% |
11% |
False |
False |
11,485 |
60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.591 |
0.6% |
9% |
False |
False |
7,677 |
80 |
101.960 |
95.570 |
6.390 |
6.7% |
0.628 |
0.7% |
7% |
False |
False |
5,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.319 |
2.618 |
97.511 |
1.618 |
97.016 |
1.000 |
96.710 |
0.618 |
96.521 |
HIGH |
96.215 |
0.618 |
96.026 |
0.500 |
95.968 |
0.382 |
95.909 |
LOW |
95.720 |
0.618 |
95.414 |
1.000 |
95.225 |
1.618 |
94.919 |
2.618 |
94.424 |
4.250 |
93.616 |
|
|
Fisher Pivots for day following 15-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
96.015 |
96.195 |
PP |
95.991 |
96.143 |
S1 |
95.968 |
96.091 |
|