ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 31-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
93.030 |
92.300 |
-0.730 |
-0.8% |
93.215 |
High |
93.100 |
92.490 |
-0.610 |
-0.7% |
93.375 |
Low |
92.180 |
91.990 |
-0.190 |
-0.2% |
92.180 |
Close |
92.379 |
92.131 |
-0.248 |
-0.3% |
92.379 |
Range |
0.920 |
0.500 |
-0.420 |
-45.7% |
1.195 |
ATR |
0.665 |
0.653 |
-0.012 |
-1.8% |
0.000 |
Volume |
35,365 |
29,089 |
-6,276 |
-17.7% |
133,584 |
|
Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.704 |
93.417 |
92.406 |
|
R3 |
93.204 |
92.917 |
92.269 |
|
R2 |
92.704 |
92.704 |
92.223 |
|
R1 |
92.417 |
92.417 |
92.177 |
92.311 |
PP |
92.204 |
92.204 |
92.204 |
92.150 |
S1 |
91.917 |
91.917 |
92.085 |
91.811 |
S2 |
91.704 |
91.704 |
92.039 |
|
S3 |
91.204 |
91.417 |
91.994 |
|
S4 |
90.704 |
90.917 |
91.856 |
|
|
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 |
91.990 |
1.385 |
1.5% |
0.663 |
0.7% |
10% |
False |
True |
29,295 |
10 |
93.480 |
91.990 |
1.490 |
1.6% |
0.691 |
0.7% |
9% |
False |
True |
25,120 |
20 |
93.895 |
91.990 |
1.905 |
2.1% |
0.633 |
0.7% |
7% |
False |
True |
22,323 |
40 |
97.105 |
91.990 |
5.115 |
5.6% |
0.633 |
0.7% |
3% |
False |
True |
21,136 |
60 |
97.810 |
91.990 |
5.820 |
6.3% |
0.649 |
0.7% |
2% |
False |
True |
19,553 |
80 |
100.600 |
91.990 |
8.610 |
9.3% |
0.626 |
0.7% |
2% |
False |
True |
14,816 |
100 |
100.900 |
91.990 |
8.910 |
9.7% |
0.606 |
0.7% |
2% |
False |
True |
11,863 |
120 |
103.980 |
91.990 |
11.990 |
13.0% |
0.690 |
0.7% |
1% |
False |
True |
9,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.615 |
2.618 |
93.799 |
1.618 |
93.299 |
1.000 |
92.990 |
0.618 |
92.799 |
HIGH |
92.490 |
0.618 |
92.299 |
0.500 |
92.240 |
0.382 |
92.181 |
LOW |
91.990 |
0.618 |
91.681 |
1.000 |
91.490 |
1.618 |
91.181 |
2.618 |
90.681 |
4.250 |
89.865 |
|
|
Fisher Pivots for day following 31-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
92.240 |
92.670 |
PP |
92.204 |
92.490 |
S1 |
92.167 |
92.311 |
|