ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 24-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
92.690 |
93.215 |
0.525 |
0.6% |
93.035 |
High |
93.480 |
93.340 |
-0.140 |
-0.1% |
93.480 |
Low |
92.565 |
92.830 |
0.265 |
0.3% |
92.110 |
Close |
93.240 |
93.289 |
0.049 |
0.1% |
93.240 |
Range |
0.915 |
0.510 |
-0.405 |
-44.3% |
1.370 |
ATR |
0.655 |
0.645 |
-0.010 |
-1.6% |
0.000 |
Volume |
25,532 |
16,197 |
-9,335 |
-36.6% |
100,995 |
|
Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.683 |
94.496 |
93.570 |
|
R3 |
94.173 |
93.986 |
93.429 |
|
R2 |
93.663 |
93.663 |
93.383 |
|
R1 |
93.476 |
93.476 |
93.336 |
93.570 |
PP |
93.153 |
93.153 |
93.153 |
93.200 |
S1 |
92.966 |
92.966 |
93.242 |
93.060 |
S2 |
92.643 |
92.643 |
93.196 |
|
S3 |
92.133 |
92.456 |
93.149 |
|
S4 |
91.623 |
91.946 |
93.009 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.053 |
96.517 |
93.994 |
|
R3 |
95.683 |
95.147 |
93.617 |
|
R2 |
94.313 |
94.313 |
93.491 |
|
R1 |
93.777 |
93.777 |
93.366 |
94.045 |
PP |
92.943 |
92.943 |
92.943 |
93.078 |
S1 |
92.407 |
92.407 |
93.114 |
92.675 |
S2 |
91.573 |
91.573 |
92.989 |
|
S3 |
90.203 |
91.037 |
92.863 |
|
S4 |
88.833 |
89.667 |
92.487 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.480 |
92.110 |
1.370 |
1.5% |
0.718 |
0.8% |
86% |
False |
False |
20,945 |
10 |
93.895 |
92.110 |
1.785 |
1.9% |
0.614 |
0.7% |
66% |
False |
False |
19,594 |
20 |
93.980 |
92.110 |
1.870 |
2.0% |
0.648 |
0.7% |
63% |
False |
False |
21,442 |
40 |
97.810 |
92.110 |
5.700 |
6.1% |
0.617 |
0.7% |
21% |
False |
False |
19,403 |
60 |
97.875 |
92.110 |
5.765 |
6.2% |
0.644 |
0.7% |
20% |
False |
False |
17,280 |
80 |
100.600 |
92.110 |
8.490 |
9.1% |
0.617 |
0.7% |
14% |
False |
False |
12,990 |
100 |
101.015 |
92.110 |
8.905 |
9.5% |
0.605 |
0.6% |
13% |
False |
False |
10,400 |
120 |
103.980 |
92.110 |
11.870 |
12.7% |
0.698 |
0.7% |
10% |
False |
False |
8,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.508 |
2.618 |
94.675 |
1.618 |
94.165 |
1.000 |
93.850 |
0.618 |
93.655 |
HIGH |
93.340 |
0.618 |
93.145 |
0.500 |
93.085 |
0.382 |
93.025 |
LOW |
92.830 |
0.618 |
92.515 |
1.000 |
92.320 |
1.618 |
92.005 |
2.618 |
91.495 |
4.250 |
90.663 |
|
|
Fisher Pivots for day following 24-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
93.221 |
93.200 |
PP |
93.153 |
93.111 |
S1 |
93.085 |
93.023 |
|