ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 06-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.145 |
92.780 |
-0.365 |
-0.4% |
94.345 |
High |
93.235 |
93.085 |
-0.150 |
-0.2% |
94.375 |
Low |
92.535 |
92.475 |
-0.060 |
-0.1% |
92.510 |
Close |
92.850 |
92.768 |
-0.082 |
-0.1% |
93.321 |
Range |
0.700 |
0.610 |
-0.090 |
-12.9% |
1.865 |
ATR |
0.670 |
0.666 |
-0.004 |
-0.6% |
0.000 |
Volume |
20,130 |
24,332 |
4,202 |
20.9% |
127,408 |
|
Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.606 |
94.297 |
93.104 |
|
R3 |
93.996 |
93.687 |
92.936 |
|
R2 |
93.386 |
93.386 |
92.880 |
|
R1 |
93.077 |
93.077 |
92.824 |
92.927 |
PP |
92.776 |
92.776 |
92.776 |
92.701 |
S1 |
92.467 |
92.467 |
92.712 |
92.317 |
S2 |
92.166 |
92.166 |
92.656 |
|
S3 |
91.556 |
91.857 |
92.600 |
|
S4 |
90.946 |
91.247 |
92.433 |
|
|
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 |
92.475 |
1.505 |
1.6% |
0.722 |
0.8% |
19% |
False |
True |
23,205 |
10 |
94.780 |
92.475 |
2.305 |
2.5% |
0.716 |
0.8% |
13% |
False |
True |
23,310 |
20 |
96.960 |
92.475 |
4.485 |
4.8% |
0.638 |
0.7% |
7% |
False |
True |
20,217 |
40 |
97.810 |
92.475 |
5.335 |
5.8% |
0.637 |
0.7% |
5% |
False |
True |
18,614 |
60 |
100.500 |
92.475 |
8.025 |
8.7% |
0.628 |
0.7% |
4% |
False |
True |
13,353 |
80 |
100.900 |
92.475 |
8.425 |
9.1% |
0.599 |
0.6% |
3% |
False |
True |
10,027 |
100 |
103.980 |
92.475 |
11.505 |
12.4% |
0.675 |
0.7% |
3% |
False |
True |
8,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.678 |
2.618 |
94.682 |
1.618 |
94.072 |
1.000 |
93.695 |
0.618 |
93.462 |
HIGH |
93.085 |
0.618 |
92.852 |
0.500 |
92.780 |
0.382 |
92.708 |
LOW |
92.475 |
0.618 |
92.098 |
1.000 |
91.865 |
1.618 |
91.488 |
2.618 |
90.878 |
4.250 |
89.883 |
|
|
Fisher Pivots for day following 06-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
92.780 |
93.145 |
PP |
92.776 |
93.019 |
S1 |
92.772 |
92.894 |
|