ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 17-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.245 |
93.035 |
-0.210 |
-0.2% |
93.415 |
High |
93.410 |
93.115 |
-0.295 |
-0.3% |
93.895 |
Low |
92.995 |
92.750 |
-0.245 |
-0.3% |
92.905 |
Close |
93.085 |
92.847 |
-0.238 |
-0.3% |
93.085 |
Range |
0.415 |
0.365 |
-0.050 |
-12.0% |
0.990 |
ATR |
0.632 |
0.613 |
-0.019 |
-3.0% |
0.000 |
Volume |
15,380 |
12,464 |
-2,916 |
-19.0% |
94,505 |
|
Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.999 |
93.788 |
93.048 |
|
R3 |
93.634 |
93.423 |
92.947 |
|
R2 |
93.269 |
93.269 |
92.914 |
|
R1 |
93.058 |
93.058 |
92.880 |
92.981 |
PP |
92.904 |
92.904 |
92.904 |
92.866 |
S1 |
92.693 |
92.693 |
92.814 |
92.616 |
S2 |
92.539 |
92.539 |
92.780 |
|
S3 |
92.174 |
92.328 |
92.747 |
|
S4 |
91.809 |
91.963 |
92.646 |
|
|
Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.265 |
95.665 |
93.630 |
|
R3 |
95.275 |
94.675 |
93.357 |
|
R2 |
94.285 |
94.285 |
93.267 |
|
R1 |
93.685 |
93.685 |
93.176 |
93.490 |
PP |
93.295 |
93.295 |
93.295 |
93.198 |
S1 |
92.695 |
92.695 |
92.994 |
92.500 |
S2 |
92.305 |
92.305 |
92.904 |
|
S3 |
91.315 |
91.705 |
92.813 |
|
S4 |
90.325 |
90.715 |
92.541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.895 |
92.750 |
1.145 |
1.2% |
0.509 |
0.5% |
8% |
False |
True |
18,243 |
10 |
93.895 |
92.475 |
1.420 |
1.5% |
0.575 |
0.6% |
26% |
False |
False |
19,527 |
20 |
95.870 |
92.475 |
3.395 |
3.7% |
0.655 |
0.7% |
11% |
False |
False |
21,307 |
40 |
97.810 |
92.475 |
5.335 |
5.7% |
0.603 |
0.6% |
7% |
False |
False |
18,784 |
60 |
99.790 |
92.475 |
7.315 |
7.9% |
0.640 |
0.7% |
5% |
False |
False |
15,557 |
80 |
100.600 |
92.475 |
8.125 |
8.8% |
0.605 |
0.7% |
5% |
False |
False |
11,683 |
100 |
101.015 |
92.475 |
8.540 |
9.2% |
0.610 |
0.7% |
4% |
False |
False |
9,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.666 |
2.618 |
94.071 |
1.618 |
93.706 |
1.000 |
93.480 |
0.618 |
93.341 |
HIGH |
93.115 |
0.618 |
92.976 |
0.500 |
92.933 |
0.382 |
92.889 |
LOW |
92.750 |
0.618 |
92.524 |
1.000 |
92.385 |
1.618 |
92.159 |
2.618 |
91.794 |
4.250 |
91.199 |
|
|
Fisher Pivots for day following 17-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
92.933 |
93.080 |
PP |
92.904 |
93.002 |
S1 |
92.876 |
92.925 |
|