ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 04-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
92.705 |
92.825 |
0.120 |
0.1% |
92.300 |
High |
93.085 |
93.245 |
0.160 |
0.2% |
93.245 |
Low |
92.685 |
92.665 |
-0.020 |
0.0% |
91.725 |
Close |
92.733 |
92.719 |
-0.014 |
0.0% |
92.719 |
Range |
0.400 |
0.580 |
0.180 |
45.0% |
1.520 |
ATR |
0.635 |
0.631 |
-0.004 |
-0.6% |
0.000 |
Volume |
20,735 |
25,875 |
5,140 |
24.8% |
132,923 |
|
Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.616 |
94.248 |
93.038 |
|
R3 |
94.036 |
93.668 |
92.879 |
|
R2 |
93.456 |
93.456 |
92.825 |
|
R1 |
93.088 |
93.088 |
92.772 |
92.982 |
PP |
92.876 |
92.876 |
92.876 |
92.824 |
S1 |
92.508 |
92.508 |
92.666 |
92.402 |
S2 |
92.296 |
92.296 |
92.613 |
|
S3 |
91.716 |
91.928 |
92.560 |
|
S4 |
91.136 |
91.348 |
92.400 |
|
|
Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.123 |
96.441 |
93.555 |
|
R3 |
95.603 |
94.921 |
93.137 |
|
R2 |
94.083 |
94.083 |
92.998 |
|
R1 |
93.401 |
93.401 |
92.858 |
93.742 |
PP |
92.563 |
92.563 |
92.563 |
92.734 |
S1 |
91.881 |
91.881 |
92.580 |
92.222 |
S2 |
91.043 |
91.043 |
92.440 |
|
S3 |
89.523 |
90.361 |
92.301 |
|
S4 |
88.003 |
88.841 |
91.883 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.245 |
91.725 |
1.520 |
1.6% |
0.559 |
0.6% |
65% |
True |
False |
26,584 |
10 |
93.375 |
91.725 |
1.650 |
1.8% |
0.612 |
0.7% |
60% |
False |
False |
26,650 |
20 |
93.895 |
91.725 |
2.170 |
2.3% |
0.608 |
0.7% |
46% |
False |
False |
23,100 |
40 |
96.670 |
91.725 |
4.945 |
5.3% |
0.631 |
0.7% |
20% |
False |
False |
21,886 |
60 |
97.810 |
91.725 |
6.085 |
6.6% |
0.626 |
0.7% |
16% |
False |
False |
20,144 |
80 |
100.500 |
91.725 |
8.775 |
9.5% |
0.630 |
0.7% |
11% |
False |
False |
16,112 |
100 |
100.900 |
91.725 |
9.175 |
9.9% |
0.604 |
0.7% |
11% |
False |
False |
12,900 |
120 |
103.970 |
91.725 |
12.245 |
13.2% |
0.649 |
0.7% |
8% |
False |
False |
10,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.710 |
2.618 |
94.763 |
1.618 |
94.183 |
1.000 |
93.825 |
0.618 |
93.603 |
HIGH |
93.245 |
0.618 |
93.023 |
0.500 |
92.955 |
0.382 |
92.887 |
LOW |
92.665 |
0.618 |
92.307 |
1.000 |
92.085 |
1.618 |
91.727 |
2.618 |
91.147 |
4.250 |
90.200 |
|
|
Fisher Pivots for day following 04-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
92.955 |
92.740 |
PP |
92.876 |
92.733 |
S1 |
92.798 |
92.726 |
|