ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 21-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
96.000 |
95.700 |
-0.300 |
-0.3% |
96.585 |
High |
96.145 |
95.870 |
-0.275 |
-0.3% |
96.670 |
Low |
95.675 |
94.980 |
-0.695 |
-0.7% |
95.720 |
Close |
95.772 |
95.060 |
-0.712 |
-0.7% |
95.889 |
Range |
0.470 |
0.890 |
0.420 |
89.4% |
0.950 |
ATR |
0.574 |
0.597 |
0.023 |
3.9% |
0.000 |
Volume |
18,204 |
24,675 |
6,471 |
35.5% |
76,073 |
|
Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.973 |
97.407 |
95.550 |
|
R3 |
97.083 |
96.517 |
95.305 |
|
R2 |
96.193 |
96.193 |
95.223 |
|
R1 |
95.627 |
95.627 |
95.142 |
95.465 |
PP |
95.303 |
95.303 |
95.303 |
95.223 |
S1 |
94.737 |
94.737 |
94.978 |
94.575 |
S2 |
94.413 |
94.413 |
94.897 |
|
S3 |
93.523 |
93.847 |
94.815 |
|
S4 |
92.633 |
92.957 |
94.571 |
|
|
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 |
96.380 |
94.980 |
1.400 |
1.5% |
0.568 |
0.6% |
6% |
False |
True |
17,455 |
10 |
97.005 |
94.980 |
2.025 |
2.1% |
0.565 |
0.6% |
4% |
False |
True |
17,651 |
20 |
97.810 |
94.980 |
2.830 |
3.0% |
0.550 |
0.6% |
3% |
False |
True |
16,435 |
40 |
99.310 |
94.980 |
4.330 |
4.6% |
0.633 |
0.7% |
2% |
False |
True |
13,295 |
60 |
100.600 |
94.980 |
5.620 |
5.9% |
0.591 |
0.6% |
1% |
False |
True |
8,886 |
80 |
101.015 |
94.980 |
6.035 |
6.3% |
0.598 |
0.6% |
1% |
False |
True |
6,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.653 |
2.618 |
98.200 |
1.618 |
97.310 |
1.000 |
96.760 |
0.618 |
96.420 |
HIGH |
95.870 |
0.618 |
95.530 |
0.500 |
95.425 |
0.382 |
95.320 |
LOW |
94.980 |
0.618 |
94.430 |
1.000 |
94.090 |
1.618 |
93.540 |
2.618 |
92.650 |
4.250 |
91.198 |
|
|
Fisher Pivots for day following 21-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
95.425 |
95.638 |
PP |
95.303 |
95.445 |
S1 |
95.182 |
95.253 |
|