ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 11-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.415 |
93.595 |
0.180 |
0.2% |
93.390 |
High |
93.685 |
93.735 |
0.050 |
0.1% |
93.980 |
Low |
93.275 |
93.140 |
-0.135 |
-0.1% |
92.475 |
Close |
93.569 |
93.600 |
0.031 |
0.0% |
93.412 |
Range |
0.410 |
0.595 |
0.185 |
45.1% |
1.505 |
ATR |
0.662 |
0.657 |
-0.005 |
-0.7% |
0.000 |
Volume |
15,751 |
23,497 |
7,746 |
49.2% |
113,292 |
|
Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.277 |
95.033 |
93.927 |
|
R3 |
94.682 |
94.438 |
93.764 |
|
R2 |
94.087 |
94.087 |
93.709 |
|
R1 |
93.843 |
93.843 |
93.655 |
93.965 |
PP |
93.492 |
93.492 |
93.492 |
93.553 |
S1 |
93.248 |
93.248 |
93.545 |
93.370 |
S2 |
92.897 |
92.897 |
93.491 |
|
S3 |
92.302 |
92.653 |
93.436 |
|
S4 |
91.707 |
92.058 |
93.273 |
|
|
Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.804 |
97.113 |
94.240 |
|
R3 |
96.299 |
95.608 |
93.826 |
|
R2 |
94.794 |
94.794 |
93.688 |
|
R1 |
94.103 |
94.103 |
93.550 |
94.449 |
PP |
93.289 |
93.289 |
93.289 |
93.462 |
S1 |
92.598 |
92.598 |
93.274 |
92.944 |
S2 |
91.784 |
91.784 |
93.136 |
|
S3 |
90.279 |
91.093 |
92.998 |
|
S4 |
88.774 |
89.588 |
92.584 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.735 |
92.475 |
1.260 |
1.3% |
0.640 |
0.7% |
89% |
True |
False |
21,909 |
10 |
93.980 |
92.475 |
1.505 |
1.6% |
0.690 |
0.7% |
75% |
False |
False |
23,281 |
20 |
96.380 |
92.475 |
3.905 |
4.2% |
0.655 |
0.7% |
29% |
False |
False |
21,051 |
40 |
97.810 |
92.475 |
5.335 |
5.7% |
0.618 |
0.7% |
21% |
False |
False |
18,641 |
60 |
99.885 |
92.475 |
7.410 |
7.9% |
0.631 |
0.7% |
15% |
False |
False |
14,433 |
80 |
100.900 |
92.475 |
8.425 |
9.0% |
0.608 |
0.6% |
13% |
False |
False |
10,839 |
100 |
102.800 |
92.475 |
10.325 |
11.0% |
0.641 |
0.7% |
11% |
False |
False |
8,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.264 |
2.618 |
95.293 |
1.618 |
94.698 |
1.000 |
94.330 |
0.618 |
94.103 |
HIGH |
93.735 |
0.618 |
93.508 |
0.500 |
93.438 |
0.382 |
93.367 |
LOW |
93.140 |
0.618 |
92.772 |
1.000 |
92.545 |
1.618 |
92.177 |
2.618 |
91.582 |
4.250 |
90.611 |
|
|
Fisher Pivots for day following 11-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
93.546 |
93.479 |
PP |
93.492 |
93.358 |
S1 |
93.438 |
93.238 |
|