ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 03-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
92.265 |
92.705 |
0.440 |
0.5% |
93.215 |
High |
92.875 |
93.085 |
0.210 |
0.2% |
93.375 |
Low |
92.235 |
92.685 |
0.450 |
0.5% |
92.180 |
Close |
92.834 |
92.733 |
-0.101 |
-0.1% |
92.379 |
Range |
0.640 |
0.400 |
-0.240 |
-37.5% |
1.195 |
ATR |
0.653 |
0.635 |
-0.018 |
-2.8% |
0.000 |
Volume |
24,027 |
20,735 |
-3,292 |
-13.7% |
133,584 |
|
Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.034 |
93.784 |
92.953 |
|
R3 |
93.634 |
93.384 |
92.843 |
|
R2 |
93.234 |
93.234 |
92.806 |
|
R1 |
92.984 |
92.984 |
92.770 |
93.109 |
PP |
92.834 |
92.834 |
92.834 |
92.897 |
S1 |
92.584 |
92.584 |
92.696 |
92.709 |
S2 |
92.434 |
92.434 |
92.660 |
|
S3 |
92.034 |
92.184 |
92.623 |
|
S4 |
91.634 |
91.784 |
92.513 |
|
|
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 |
93.100 |
91.725 |
1.375 |
1.5% |
0.627 |
0.7% |
73% |
False |
False |
28,482 |
10 |
93.480 |
91.725 |
1.755 |
1.9% |
0.646 |
0.7% |
57% |
False |
False |
26,616 |
20 |
93.895 |
91.725 |
2.170 |
2.3% |
0.623 |
0.7% |
46% |
False |
False |
23,098 |
40 |
96.960 |
91.725 |
5.235 |
5.6% |
0.630 |
0.7% |
19% |
False |
False |
21,658 |
60 |
97.810 |
91.725 |
6.085 |
6.6% |
0.632 |
0.7% |
17% |
False |
False |
20,108 |
80 |
100.500 |
91.725 |
8.775 |
9.5% |
0.627 |
0.7% |
11% |
False |
False |
15,789 |
100 |
100.900 |
91.725 |
9.175 |
9.9% |
0.604 |
0.7% |
11% |
False |
False |
12,641 |
120 |
103.980 |
91.725 |
12.255 |
13.2% |
0.666 |
0.7% |
8% |
False |
False |
10,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.785 |
2.618 |
94.132 |
1.618 |
93.732 |
1.000 |
93.485 |
0.618 |
93.332 |
HIGH |
93.085 |
0.618 |
92.932 |
0.500 |
92.885 |
0.382 |
92.838 |
LOW |
92.685 |
0.618 |
92.438 |
1.000 |
92.285 |
1.618 |
92.038 |
2.618 |
91.638 |
4.250 |
90.985 |
|
|
Fisher Pivots for day following 03-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
92.885 |
92.624 |
PP |
92.834 |
92.514 |
S1 |
92.784 |
92.405 |
|