ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 23-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
95.090 |
94.955 |
-0.135 |
-0.1% |
96.585 |
High |
95.375 |
95.150 |
-0.225 |
-0.2% |
96.670 |
Low |
94.775 |
94.540 |
-0.235 |
-0.2% |
95.720 |
Close |
94.930 |
94.649 |
-0.281 |
-0.3% |
95.889 |
Range |
0.600 |
0.610 |
0.010 |
1.7% |
0.950 |
ATR |
0.597 |
0.598 |
0.001 |
0.2% |
0.000 |
Volume |
17,679 |
17,883 |
204 |
1.2% |
76,073 |
|
Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.610 |
96.239 |
94.985 |
|
R3 |
96.000 |
95.629 |
94.817 |
|
R2 |
95.390 |
95.390 |
94.761 |
|
R1 |
95.019 |
95.019 |
94.705 |
94.900 |
PP |
94.780 |
94.780 |
94.780 |
94.720 |
S1 |
94.409 |
94.409 |
94.593 |
94.290 |
S2 |
94.170 |
94.170 |
94.537 |
|
S3 |
93.560 |
93.799 |
94.481 |
|
S4 |
92.950 |
93.189 |
94.314 |
|
|
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 |
96.295 |
94.540 |
1.755 |
1.9% |
0.604 |
0.6% |
6% |
False |
True |
18,008 |
10 |
96.960 |
94.540 |
2.420 |
2.6% |
0.560 |
0.6% |
5% |
False |
True |
17,124 |
20 |
97.810 |
94.540 |
3.270 |
3.5% |
0.553 |
0.6% |
3% |
False |
True |
16,492 |
40 |
98.560 |
94.540 |
4.020 |
4.2% |
0.631 |
0.7% |
3% |
False |
True |
14,174 |
60 |
100.600 |
94.540 |
6.060 |
6.4% |
0.592 |
0.6% |
2% |
False |
True |
9,477 |
80 |
101.015 |
94.540 |
6.475 |
6.8% |
0.591 |
0.6% |
2% |
False |
True |
7,118 |
100 |
103.980 |
94.540 |
9.440 |
10.0% |
0.700 |
0.7% |
1% |
False |
True |
5,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.743 |
2.618 |
96.747 |
1.618 |
96.137 |
1.000 |
95.760 |
0.618 |
95.527 |
HIGH |
95.150 |
0.618 |
94.917 |
0.500 |
94.845 |
0.382 |
94.773 |
LOW |
94.540 |
0.618 |
94.163 |
1.000 |
93.930 |
1.618 |
93.553 |
2.618 |
92.943 |
4.250 |
91.948 |
|
|
Fisher Pivots for day following 23-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
94.845 |
95.205 |
PP |
94.780 |
95.020 |
S1 |
94.714 |
94.834 |
|