ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 10-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.535 |
93.270 |
-0.265 |
-0.3% |
92.300 |
High |
93.665 |
93.450 |
-0.215 |
-0.2% |
93.245 |
Low |
93.125 |
92.700 |
-0.425 |
-0.5% |
91.725 |
Close |
93.258 |
93.331 |
0.073 |
0.1% |
92.719 |
Range |
0.540 |
0.750 |
0.210 |
38.9% |
1.520 |
ATR |
0.636 |
0.644 |
0.008 |
1.3% |
0.000 |
Volume |
24,803 |
21,152 |
-3,651 |
-14.7% |
132,923 |
|
Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.410 |
95.121 |
93.744 |
|
R3 |
94.660 |
94.371 |
93.537 |
|
R2 |
93.910 |
93.910 |
93.469 |
|
R1 |
93.621 |
93.621 |
93.400 |
93.766 |
PP |
93.160 |
93.160 |
93.160 |
93.233 |
S1 |
92.871 |
92.871 |
93.262 |
93.016 |
S2 |
92.410 |
92.410 |
93.194 |
|
S3 |
91.660 |
92.121 |
93.125 |
|
S4 |
90.910 |
91.371 |
92.919 |
|
|
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 |
93.665 |
92.665 |
1.000 |
1.1% |
0.558 |
0.6% |
67% |
False |
False |
24,521 |
10 |
93.665 |
91.725 |
1.940 |
2.1% |
0.649 |
0.7% |
83% |
False |
False |
29,126 |
20 |
93.665 |
91.725 |
1.940 |
2.1% |
0.614 |
0.7% |
83% |
False |
False |
23,908 |
40 |
96.380 |
91.725 |
4.655 |
5.0% |
0.639 |
0.7% |
35% |
False |
False |
22,631 |
60 |
97.810 |
91.725 |
6.085 |
6.5% |
0.618 |
0.7% |
26% |
False |
False |
20,483 |
80 |
99.885 |
91.725 |
8.160 |
8.7% |
0.629 |
0.7% |
20% |
False |
False |
17,058 |
100 |
100.900 |
91.725 |
9.175 |
9.8% |
0.610 |
0.7% |
18% |
False |
False |
13,659 |
120 |
101.960 |
91.725 |
10.235 |
11.0% |
0.632 |
0.7% |
16% |
False |
False |
11,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.638 |
2.618 |
95.414 |
1.618 |
94.664 |
1.000 |
94.200 |
0.618 |
93.914 |
HIGH |
93.450 |
0.618 |
93.164 |
0.500 |
93.075 |
0.382 |
92.987 |
LOW |
92.700 |
0.618 |
92.237 |
1.000 |
91.950 |
1.618 |
91.487 |
2.618 |
90.737 |
4.250 |
89.513 |
|
|
Fisher Pivots for day following 10-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.246 |
93.282 |
PP |
93.160 |
93.232 |
S1 |
93.075 |
93.183 |
|