ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
92.835 |
93.030 |
0.195 |
0.2% |
93.215 |
High |
93.350 |
93.100 |
-0.250 |
-0.3% |
93.375 |
Low |
92.385 |
92.180 |
-0.205 |
-0.2% |
92.180 |
Close |
92.991 |
92.379 |
-0.612 |
-0.7% |
92.379 |
Range |
0.965 |
0.920 |
-0.045 |
-4.7% |
1.195 |
ATR |
0.645 |
0.665 |
0.020 |
3.0% |
0.000 |
Volume |
46,978 |
35,365 |
-11,613 |
-24.7% |
133,584 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.313 |
94.766 |
92.885 |
|
R3 |
94.393 |
93.846 |
92.632 |
|
R2 |
93.473 |
93.473 |
92.548 |
|
R1 |
92.926 |
92.926 |
92.463 |
92.740 |
PP |
92.553 |
92.553 |
92.553 |
92.460 |
S1 |
92.006 |
92.006 |
92.295 |
91.820 |
S2 |
91.633 |
91.633 |
92.210 |
|
S3 |
90.713 |
91.086 |
92.126 |
|
S4 |
89.793 |
90.166 |
91.873 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.230 |
95.499 |
93.036 |
|
R3 |
95.035 |
94.304 |
92.708 |
|
R2 |
93.840 |
93.840 |
92.598 |
|
R1 |
93.109 |
93.109 |
92.489 |
92.877 |
PP |
92.645 |
92.645 |
92.645 |
92.529 |
S1 |
91.914 |
91.914 |
92.269 |
91.682 |
S2 |
91.450 |
91.450 |
92.160 |
|
S3 |
90.255 |
90.719 |
92.050 |
|
S4 |
89.060 |
89.524 |
91.722 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.375 |
92.180 |
1.195 |
1.3% |
0.665 |
0.7% |
17% |
False |
True |
26,716 |
10 |
93.480 |
92.110 |
1.370 |
1.5% |
0.677 |
0.7% |
20% |
False |
False |
23,457 |
20 |
93.980 |
92.110 |
1.870 |
2.0% |
0.642 |
0.7% |
14% |
False |
False |
22,118 |
40 |
97.190 |
92.110 |
5.080 |
5.5% |
0.638 |
0.7% |
5% |
False |
False |
20,912 |
60 |
97.810 |
92.110 |
5.700 |
6.2% |
0.649 |
0.7% |
5% |
False |
False |
19,177 |
80 |
100.600 |
92.110 |
8.490 |
9.2% |
0.627 |
0.7% |
3% |
False |
False |
14,454 |
100 |
100.900 |
92.110 |
8.790 |
9.5% |
0.605 |
0.7% |
3% |
False |
False |
11,572 |
120 |
103.980 |
92.110 |
11.870 |
12.8% |
0.696 |
0.8% |
2% |
False |
False |
9,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.010 |
2.618 |
95.509 |
1.618 |
94.589 |
1.000 |
94.020 |
0.618 |
93.669 |
HIGH |
93.100 |
0.618 |
92.749 |
0.500 |
92.640 |
0.382 |
92.531 |
LOW |
92.180 |
0.618 |
91.611 |
1.000 |
91.260 |
1.618 |
90.691 |
2.618 |
89.771 |
4.250 |
88.270 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
92.640 |
92.778 |
PP |
92.553 |
92.645 |
S1 |
92.466 |
92.512 |
|