ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 26-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.270 |
93.020 |
-0.250 |
-0.3% |
93.035 |
High |
93.350 |
93.375 |
0.025 |
0.0% |
93.480 |
Low |
92.960 |
92.835 |
-0.125 |
-0.1% |
92.110 |
Close |
93.019 |
92.996 |
-0.023 |
0.0% |
93.240 |
Range |
0.390 |
0.540 |
0.150 |
38.5% |
1.370 |
ATR |
0.626 |
0.620 |
-0.006 |
-1.0% |
0.000 |
Volume |
16,287 |
18,757 |
2,470 |
15.2% |
100,995 |
|
Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.689 |
94.382 |
93.293 |
|
R3 |
94.149 |
93.842 |
93.145 |
|
R2 |
93.609 |
93.609 |
93.095 |
|
R1 |
93.302 |
93.302 |
93.046 |
93.186 |
PP |
93.069 |
93.069 |
93.069 |
93.010 |
S1 |
92.762 |
92.762 |
92.947 |
92.646 |
S2 |
92.529 |
92.529 |
92.897 |
|
S3 |
91.989 |
92.222 |
92.848 |
|
S4 |
91.449 |
91.682 |
92.699 |
|
|
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 |
92.565 |
0.915 |
1.0% |
0.578 |
0.6% |
47% |
False |
False |
19,295 |
10 |
93.480 |
92.110 |
1.370 |
1.5% |
0.579 |
0.6% |
65% |
False |
False |
18,690 |
20 |
93.980 |
92.110 |
1.870 |
2.0% |
0.636 |
0.7% |
47% |
False |
False |
20,777 |
40 |
97.350 |
92.110 |
5.240 |
5.6% |
0.609 |
0.7% |
17% |
False |
False |
19,419 |
60 |
97.810 |
92.110 |
5.700 |
6.1% |
0.644 |
0.7% |
16% |
False |
False |
17,845 |
80 |
100.600 |
92.110 |
8.490 |
9.1% |
0.616 |
0.7% |
10% |
False |
False |
13,427 |
100 |
100.900 |
92.110 |
8.790 |
9.5% |
0.601 |
0.6% |
10% |
False |
False |
10,750 |
120 |
103.980 |
92.110 |
11.870 |
12.8% |
0.697 |
0.7% |
7% |
False |
False |
8,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.670 |
2.618 |
94.789 |
1.618 |
94.249 |
1.000 |
93.915 |
0.618 |
93.709 |
HIGH |
93.375 |
0.618 |
93.169 |
0.500 |
93.105 |
0.382 |
93.041 |
LOW |
92.835 |
0.618 |
92.501 |
1.000 |
92.295 |
1.618 |
91.961 |
2.618 |
91.421 |
4.250 |
90.540 |
|
|
Fisher Pivots for day following 26-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
93.105 |
93.103 |
PP |
93.069 |
93.067 |
S1 |
93.032 |
93.032 |
|