ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 20-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
96.260 |
96.000 |
-0.260 |
-0.3% |
96.585 |
High |
96.295 |
96.145 |
-0.150 |
-0.2% |
96.670 |
Low |
95.845 |
95.675 |
-0.170 |
-0.2% |
95.720 |
Close |
95.889 |
95.772 |
-0.117 |
-0.1% |
95.889 |
Range |
0.450 |
0.470 |
0.020 |
4.4% |
0.950 |
ATR |
0.582 |
0.574 |
-0.008 |
-1.4% |
0.000 |
Volume |
11,602 |
18,204 |
6,602 |
56.9% |
76,073 |
|
Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.274 |
96.993 |
96.031 |
|
R3 |
96.804 |
96.523 |
95.901 |
|
R2 |
96.334 |
96.334 |
95.858 |
|
R1 |
96.053 |
96.053 |
95.815 |
95.959 |
PP |
95.864 |
95.864 |
95.864 |
95.817 |
S1 |
95.583 |
95.583 |
95.729 |
95.489 |
S2 |
95.394 |
95.394 |
95.686 |
|
S3 |
94.924 |
95.113 |
95.643 |
|
S4 |
94.454 |
94.643 |
95.514 |
|
|
Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.943 |
98.366 |
96.412 |
|
R3 |
97.993 |
97.416 |
96.150 |
|
R2 |
97.043 |
97.043 |
96.063 |
|
R1 |
96.466 |
96.466 |
95.976 |
96.280 |
PP |
96.093 |
96.093 |
96.093 |
96.000 |
S1 |
95.516 |
95.516 |
95.802 |
95.329 |
S2 |
95.143 |
95.143 |
95.715 |
|
S3 |
94.193 |
94.566 |
95.628 |
|
S4 |
93.243 |
93.616 |
95.366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.670 |
95.675 |
0.995 |
1.0% |
0.499 |
0.5% |
10% |
False |
True |
15,113 |
10 |
97.105 |
95.675 |
1.430 |
1.5% |
0.531 |
0.6% |
7% |
False |
True |
16,812 |
20 |
97.810 |
95.675 |
2.135 |
2.2% |
0.550 |
0.6% |
5% |
False |
True |
16,262 |
40 |
99.790 |
95.570 |
4.220 |
4.4% |
0.632 |
0.7% |
5% |
False |
False |
12,683 |
60 |
100.600 |
95.570 |
5.030 |
5.3% |
0.588 |
0.6% |
4% |
False |
False |
8,475 |
80 |
101.015 |
95.570 |
5.445 |
5.7% |
0.598 |
0.6% |
4% |
False |
False |
6,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.143 |
2.618 |
97.375 |
1.618 |
96.905 |
1.000 |
96.615 |
0.618 |
96.435 |
HIGH |
96.145 |
0.618 |
95.965 |
0.500 |
95.910 |
0.382 |
95.855 |
LOW |
95.675 |
0.618 |
95.385 |
1.000 |
95.205 |
1.618 |
94.915 |
2.618 |
94.445 |
4.250 |
93.678 |
|
|
Fisher Pivots for day following 20-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
95.910 |
96.028 |
PP |
95.864 |
95.942 |
S1 |
95.818 |
95.857 |
|