ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 12-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.595 |
93.655 |
0.060 |
0.1% |
93.390 |
High |
93.735 |
93.895 |
0.160 |
0.2% |
93.980 |
Low |
93.140 |
93.210 |
0.070 |
0.1% |
92.475 |
Close |
93.600 |
93.408 |
-0.192 |
-0.2% |
93.412 |
Range |
0.595 |
0.685 |
0.090 |
15.1% |
1.505 |
ATR |
0.657 |
0.659 |
0.002 |
0.3% |
0.000 |
Volume |
23,497 |
20,587 |
-2,910 |
-12.4% |
113,292 |
|
Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.559 |
95.169 |
93.785 |
|
R3 |
94.874 |
94.484 |
93.596 |
|
R2 |
94.189 |
94.189 |
93.534 |
|
R1 |
93.799 |
93.799 |
93.471 |
93.652 |
PP |
93.504 |
93.504 |
93.504 |
93.431 |
S1 |
93.114 |
93.114 |
93.345 |
92.967 |
S2 |
92.819 |
92.819 |
93.282 |
|
S3 |
92.134 |
92.429 |
93.220 |
|
S4 |
91.449 |
91.744 |
93.031 |
|
|
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 |
93.895 |
92.475 |
1.420 |
1.5% |
0.637 |
0.7% |
66% |
True |
False |
22,001 |
10 |
93.980 |
92.475 |
1.505 |
1.6% |
0.693 |
0.7% |
62% |
False |
False |
22,864 |
20 |
96.380 |
92.475 |
3.905 |
4.2% |
0.664 |
0.7% |
24% |
False |
False |
21,354 |
40 |
97.810 |
92.475 |
5.335 |
5.7% |
0.620 |
0.7% |
17% |
False |
False |
18,770 |
60 |
99.885 |
92.475 |
7.410 |
7.9% |
0.634 |
0.7% |
13% |
False |
False |
14,775 |
80 |
100.900 |
92.475 |
8.425 |
9.0% |
0.609 |
0.7% |
11% |
False |
False |
11,096 |
100 |
101.960 |
92.475 |
9.485 |
10.2% |
0.636 |
0.7% |
10% |
False |
False |
8,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.806 |
2.618 |
95.688 |
1.618 |
95.003 |
1.000 |
94.580 |
0.618 |
94.318 |
HIGH |
93.895 |
0.618 |
93.633 |
0.500 |
93.553 |
0.382 |
93.472 |
LOW |
93.210 |
0.618 |
92.787 |
1.000 |
92.525 |
1.618 |
92.102 |
2.618 |
91.417 |
4.250 |
90.299 |
|
|
Fisher Pivots for day following 12-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
93.553 |
93.518 |
PP |
93.504 |
93.481 |
S1 |
93.456 |
93.445 |
|