ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 05-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.505 |
93.145 |
-0.360 |
-0.4% |
94.345 |
High |
93.815 |
93.235 |
-0.580 |
-0.6% |
94.375 |
Low |
93.215 |
92.535 |
-0.680 |
-0.7% |
92.510 |
Close |
93.378 |
92.850 |
-0.528 |
-0.6% |
93.321 |
Range |
0.600 |
0.700 |
0.100 |
16.7% |
1.865 |
ATR |
0.657 |
0.670 |
0.013 |
2.0% |
0.000 |
Volume |
18,004 |
20,130 |
2,126 |
11.8% |
127,408 |
|
Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.973 |
94.612 |
93.235 |
|
R3 |
94.273 |
93.912 |
93.043 |
|
R2 |
93.573 |
93.573 |
92.978 |
|
R1 |
93.212 |
93.212 |
92.914 |
93.043 |
PP |
92.873 |
92.873 |
92.873 |
92.789 |
S1 |
92.512 |
92.512 |
92.786 |
92.343 |
S2 |
92.173 |
92.173 |
92.722 |
|
S3 |
91.473 |
91.812 |
92.658 |
|
S4 |
90.773 |
91.112 |
92.465 |
|
|
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% |
0.750 |
0.8% |
23% |
False |
False |
23,727 |
10 |
95.150 |
92.510 |
2.640 |
2.8% |
0.716 |
0.8% |
13% |
False |
False |
22,665 |
20 |
96.960 |
92.510 |
4.450 |
4.8% |
0.637 |
0.7% |
8% |
False |
False |
20,096 |
40 |
97.810 |
92.510 |
5.300 |
5.7% |
0.645 |
0.7% |
6% |
False |
False |
18,639 |
60 |
100.600 |
92.510 |
8.090 |
8.7% |
0.623 |
0.7% |
4% |
False |
False |
12,948 |
80 |
100.900 |
92.510 |
8.390 |
9.0% |
0.599 |
0.6% |
4% |
False |
False |
9,723 |
100 |
103.980 |
92.510 |
11.470 |
12.4% |
0.695 |
0.7% |
3% |
False |
False |
7,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.210 |
2.618 |
95.068 |
1.618 |
94.368 |
1.000 |
93.935 |
0.618 |
93.668 |
HIGH |
93.235 |
0.618 |
92.968 |
0.500 |
92.885 |
0.382 |
92.802 |
LOW |
92.535 |
0.618 |
92.102 |
1.000 |
91.835 |
1.618 |
91.402 |
2.618 |
90.702 |
4.250 |
89.560 |
|
|
Fisher Pivots for day following 05-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
92.885 |
93.258 |
PP |
92.873 |
93.122 |
S1 |
92.862 |
92.986 |
|