ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 16-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
96.120 |
95.975 |
-0.145 |
-0.2% |
97.190 |
High |
96.215 |
96.380 |
0.165 |
0.2% |
97.190 |
Low |
95.720 |
95.845 |
0.125 |
0.1% |
96.180 |
Close |
96.039 |
96.319 |
0.280 |
0.3% |
96.614 |
Range |
0.495 |
0.535 |
0.040 |
8.1% |
1.010 |
ATR |
0.595 |
0.591 |
-0.004 |
-0.7% |
0.000 |
Volume |
14,528 |
18,268 |
3,740 |
25.7% |
93,937 |
|
Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.786 |
97.588 |
96.613 |
|
R3 |
97.251 |
97.053 |
96.466 |
|
R2 |
96.716 |
96.716 |
96.417 |
|
R1 |
96.518 |
96.518 |
96.368 |
96.617 |
PP |
96.181 |
96.181 |
96.181 |
96.231 |
S1 |
95.983 |
95.983 |
96.270 |
96.082 |
S2 |
95.646 |
95.646 |
96.221 |
|
S3 |
95.111 |
95.448 |
96.172 |
|
S4 |
94.576 |
94.913 |
96.025 |
|
|
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% |
0.515 |
0.5% |
48% |
False |
False |
16,239 |
10 |
97.350 |
95.720 |
1.630 |
1.7% |
0.528 |
0.5% |
37% |
False |
False |
16,364 |
20 |
97.810 |
95.720 |
2.090 |
2.2% |
0.572 |
0.6% |
29% |
False |
False |
16,434 |
40 |
99.885 |
95.570 |
4.315 |
4.5% |
0.620 |
0.6% |
17% |
False |
False |
11,940 |
60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.590 |
0.6% |
14% |
False |
False |
7,980 |
80 |
101.015 |
95.570 |
5.445 |
5.7% |
0.621 |
0.6% |
14% |
False |
False |
5,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.654 |
2.618 |
97.781 |
1.618 |
97.246 |
1.000 |
96.915 |
0.618 |
96.711 |
HIGH |
96.380 |
0.618 |
96.176 |
0.500 |
96.113 |
0.382 |
96.049 |
LOW |
95.845 |
0.618 |
95.514 |
1.000 |
95.310 |
1.618 |
94.979 |
2.618 |
94.444 |
4.250 |
93.571 |
|
|
Fisher Pivots for day following 16-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
96.250 |
96.278 |
PP |
96.181 |
96.236 |
S1 |
96.113 |
96.195 |
|