ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 31-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
93.305 |
92.775 |
-0.530 |
-0.6% |
94.345 |
High |
93.640 |
93.525 |
-0.115 |
-0.1% |
94.375 |
Low |
92.890 |
92.510 |
-0.380 |
-0.4% |
92.510 |
Close |
93.009 |
93.321 |
0.312 |
0.3% |
93.321 |
Range |
0.750 |
1.015 |
0.265 |
35.3% |
1.865 |
ATR |
0.632 |
0.660 |
0.027 |
4.3% |
0.000 |
Volume |
26,945 |
28,572 |
1,627 |
6.0% |
127,408 |
|
Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.164 |
95.757 |
93.879 |
|
R3 |
95.149 |
94.742 |
93.600 |
|
R2 |
94.134 |
94.134 |
93.507 |
|
R1 |
93.727 |
93.727 |
93.414 |
93.931 |
PP |
93.119 |
93.119 |
93.119 |
93.220 |
S1 |
92.712 |
92.712 |
93.228 |
92.916 |
S2 |
92.104 |
92.104 |
93.135 |
|
S3 |
91.089 |
91.697 |
93.042 |
|
S4 |
90.074 |
90.682 |
92.763 |
|
|
Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.997 |
98.024 |
94.347 |
|
R3 |
97.132 |
96.159 |
93.834 |
|
R2 |
95.267 |
95.267 |
93.663 |
|
R1 |
94.294 |
94.294 |
93.492 |
93.848 |
PP |
93.402 |
93.402 |
93.402 |
93.179 |
S1 |
92.429 |
92.429 |
93.150 |
91.983 |
S2 |
91.537 |
91.537 |
92.979 |
|
S3 |
89.672 |
90.564 |
92.808 |
|
S4 |
87.807 |
88.699 |
92.295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.375 |
92.510 |
1.865 |
2.0% |
0.777 |
0.8% |
43% |
False |
True |
25,481 |
10 |
96.145 |
92.510 |
3.635 |
3.9% |
0.713 |
0.8% |
22% |
False |
True |
22,409 |
20 |
97.190 |
92.510 |
4.680 |
5.0% |
0.633 |
0.7% |
17% |
False |
True |
19,705 |
40 |
97.810 |
92.510 |
5.300 |
5.7% |
0.652 |
0.7% |
15% |
False |
True |
17,707 |
60 |
100.600 |
92.510 |
8.090 |
8.7% |
0.621 |
0.7% |
10% |
False |
True |
11,899 |
80 |
100.900 |
92.510 |
8.390 |
9.0% |
0.596 |
0.6% |
10% |
False |
True |
8,936 |
100 |
103.980 |
92.510 |
11.470 |
12.3% |
0.706 |
0.8% |
7% |
False |
True |
7,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.839 |
2.618 |
96.182 |
1.618 |
95.167 |
1.000 |
94.540 |
0.618 |
94.152 |
HIGH |
93.525 |
0.618 |
93.137 |
0.500 |
93.018 |
0.382 |
92.898 |
LOW |
92.510 |
0.618 |
91.883 |
1.000 |
91.495 |
1.618 |
90.868 |
2.618 |
89.853 |
4.250 |
88.196 |
|
|
Fisher Pivots for day following 31-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
93.220 |
93.261 |
PP |
93.119 |
93.200 |
S1 |
93.018 |
93.140 |
|