ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 03-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
92.775 |
93.390 |
0.615 |
0.7% |
94.345 |
High |
93.525 |
93.980 |
0.455 |
0.5% |
94.375 |
Low |
92.510 |
93.295 |
0.785 |
0.8% |
92.510 |
Close |
93.321 |
93.507 |
0.186 |
0.2% |
93.321 |
Range |
1.015 |
0.685 |
-0.330 |
-32.5% |
1.865 |
ATR |
0.660 |
0.661 |
0.002 |
0.3% |
0.000 |
Volume |
28,572 |
24,987 |
-3,585 |
-12.5% |
127,408 |
|
Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.649 |
95.263 |
93.884 |
|
R3 |
94.964 |
94.578 |
93.695 |
|
R2 |
94.279 |
94.279 |
93.633 |
|
R1 |
93.893 |
93.893 |
93.570 |
94.086 |
PP |
93.594 |
93.594 |
93.594 |
93.691 |
S1 |
93.208 |
93.208 |
93.444 |
93.401 |
S2 |
92.909 |
92.909 |
93.381 |
|
S3 |
92.224 |
92.523 |
93.319 |
|
S4 |
91.539 |
91.838 |
93.130 |
|
|
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 |
93.980 |
92.510 |
1.470 |
1.6% |
0.723 |
0.8% |
68% |
True |
False |
25,768 |
10 |
95.870 |
92.510 |
3.360 |
3.6% |
0.735 |
0.8% |
30% |
False |
False |
23,087 |
20 |
97.105 |
92.510 |
4.595 |
4.9% |
0.633 |
0.7% |
22% |
False |
False |
19,949 |
40 |
97.810 |
92.510 |
5.300 |
5.7% |
0.656 |
0.7% |
19% |
False |
False |
18,168 |
60 |
100.600 |
92.510 |
8.090 |
8.7% |
0.624 |
0.7% |
12% |
False |
False |
12,314 |
80 |
100.900 |
92.510 |
8.390 |
9.0% |
0.600 |
0.6% |
12% |
False |
False |
9,248 |
100 |
103.980 |
92.510 |
11.470 |
12.3% |
0.701 |
0.7% |
9% |
False |
False |
7,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.891 |
2.618 |
95.773 |
1.618 |
95.088 |
1.000 |
94.665 |
0.618 |
94.403 |
HIGH |
93.980 |
0.618 |
93.718 |
0.500 |
93.638 |
0.382 |
93.557 |
LOW |
93.295 |
0.618 |
92.872 |
1.000 |
92.610 |
1.618 |
92.187 |
2.618 |
91.502 |
4.250 |
90.384 |
|
|
Fisher Pivots for day following 03-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
93.638 |
93.420 |
PP |
93.594 |
93.332 |
S1 |
93.551 |
93.245 |
|