ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
94.345 |
93.490 |
-0.855 |
-0.9% |
96.000 |
High |
94.375 |
93.965 |
-0.410 |
-0.4% |
96.145 |
Low |
93.420 |
93.450 |
0.030 |
0.0% |
94.100 |
Close |
93.615 |
93.647 |
0.032 |
0.0% |
94.380 |
Range |
0.955 |
0.515 |
-0.440 |
-46.1% |
2.045 |
ATR |
0.629 |
0.621 |
-0.008 |
-1.3% |
0.000 |
Volume |
23,555 |
23,582 |
27 |
0.1% |
96,688 |
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.232 |
94.955 |
93.930 |
|
R3 |
94.717 |
94.440 |
93.789 |
|
R2 |
94.202 |
94.202 |
93.741 |
|
R1 |
93.925 |
93.925 |
93.694 |
94.064 |
PP |
93.687 |
93.687 |
93.687 |
93.757 |
S1 |
93.410 |
93.410 |
93.600 |
93.549 |
S2 |
93.172 |
93.172 |
93.553 |
|
S3 |
92.657 |
92.895 |
93.505 |
|
S4 |
92.142 |
92.380 |
93.364 |
|
|
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 |
95.375 |
93.420 |
1.955 |
2.1% |
0.672 |
0.7% |
12% |
False |
False |
20,189 |
10 |
96.380 |
93.420 |
2.960 |
3.2% |
0.620 |
0.7% |
8% |
False |
False |
18,822 |
20 |
97.615 |
93.420 |
4.195 |
4.5% |
0.581 |
0.6% |
5% |
False |
False |
17,627 |
40 |
97.810 |
93.420 |
4.390 |
4.7% |
0.643 |
0.7% |
5% |
False |
False |
15,779 |
60 |
100.600 |
93.420 |
7.180 |
7.7% |
0.605 |
0.6% |
3% |
False |
False |
10,565 |
80 |
100.900 |
93.420 |
7.480 |
8.0% |
0.596 |
0.6% |
3% |
False |
False |
7,934 |
100 |
103.980 |
93.420 |
10.560 |
11.3% |
0.708 |
0.8% |
2% |
False |
False |
6,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.154 |
2.618 |
95.313 |
1.618 |
94.798 |
1.000 |
94.480 |
0.618 |
94.283 |
HIGH |
93.965 |
0.618 |
93.768 |
0.500 |
93.708 |
0.382 |
93.647 |
LOW |
93.450 |
0.618 |
93.132 |
1.000 |
92.935 |
1.618 |
92.617 |
2.618 |
92.102 |
4.250 |
91.261 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
93.708 |
94.100 |
PP |
93.687 |
93.949 |
S1 |
93.667 |
93.798 |
|