ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
94.750 |
94.345 |
-0.405 |
-0.4% |
96.000 |
High |
94.780 |
94.375 |
-0.405 |
-0.4% |
96.145 |
Low |
94.100 |
93.420 |
-0.680 |
-0.7% |
94.100 |
Close |
94.380 |
93.615 |
-0.765 |
-0.8% |
94.380 |
Range |
0.680 |
0.955 |
0.275 |
40.4% |
2.045 |
ATR |
0.604 |
0.629 |
0.025 |
4.2% |
0.000 |
Volume |
18,247 |
23,555 |
5,308 |
29.1% |
96,688 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.668 |
96.097 |
94.140 |
|
R3 |
95.713 |
95.142 |
93.878 |
|
R2 |
94.758 |
94.758 |
93.790 |
|
R1 |
94.187 |
94.187 |
93.703 |
93.995 |
PP |
93.803 |
93.803 |
93.803 |
93.708 |
S1 |
93.232 |
93.232 |
93.527 |
93.040 |
S2 |
92.848 |
92.848 |
93.440 |
|
S3 |
91.893 |
92.277 |
93.352 |
|
S4 |
90.938 |
91.322 |
93.090 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.010 |
99.740 |
95.505 |
|
R3 |
98.965 |
97.695 |
94.942 |
|
R2 |
96.920 |
96.920 |
94.755 |
|
R1 |
95.650 |
95.650 |
94.567 |
95.263 |
PP |
94.875 |
94.875 |
94.875 |
94.681 |
S1 |
93.605 |
93.605 |
94.193 |
93.218 |
S2 |
92.830 |
92.830 |
94.005 |
|
S3 |
90.785 |
91.560 |
93.818 |
|
S4 |
88.740 |
89.515 |
93.255 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.870 |
93.420 |
2.450 |
2.6% |
0.747 |
0.8% |
8% |
False |
True |
20,407 |
10 |
96.670 |
93.420 |
3.250 |
3.5% |
0.623 |
0.7% |
6% |
False |
True |
17,760 |
20 |
97.810 |
93.420 |
4.390 |
4.7% |
0.587 |
0.6% |
4% |
False |
True |
17,365 |
40 |
97.875 |
93.420 |
4.455 |
4.8% |
0.642 |
0.7% |
4% |
False |
True |
15,199 |
60 |
100.600 |
93.420 |
7.180 |
7.7% |
0.606 |
0.6% |
3% |
False |
True |
10,173 |
80 |
101.015 |
93.420 |
7.595 |
8.1% |
0.594 |
0.6% |
3% |
False |
True |
7,640 |
100 |
103.980 |
93.420 |
10.560 |
11.3% |
0.708 |
0.8% |
2% |
False |
True |
6,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.434 |
2.618 |
96.875 |
1.618 |
95.920 |
1.000 |
95.330 |
0.618 |
94.965 |
HIGH |
94.375 |
0.618 |
94.010 |
0.500 |
93.898 |
0.382 |
93.785 |
LOW |
93.420 |
0.618 |
92.830 |
1.000 |
92.465 |
1.618 |
91.875 |
2.618 |
90.920 |
4.250 |
89.361 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
93.898 |
94.285 |
PP |
93.803 |
94.062 |
S1 |
93.709 |
93.838 |
|