ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.270 |
93.345 |
0.075 |
0.1% |
93.050 |
High |
93.450 |
93.375 |
-0.075 |
-0.1% |
93.665 |
Low |
92.700 |
93.110 |
0.410 |
0.4% |
92.700 |
Close |
93.331 |
93.320 |
-0.011 |
0.0% |
93.320 |
Range |
0.750 |
0.265 |
-0.485 |
-64.7% |
0.965 |
ATR |
0.644 |
0.617 |
-0.027 |
-4.2% |
0.000 |
Volume |
21,152 |
11,399 |
-9,753 |
-46.1% |
87,396 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.063 |
93.957 |
93.466 |
|
R3 |
93.798 |
93.692 |
93.393 |
|
R2 |
93.533 |
93.533 |
93.369 |
|
R1 |
93.427 |
93.427 |
93.344 |
93.348 |
PP |
93.268 |
93.268 |
93.268 |
93.229 |
S1 |
93.162 |
93.162 |
93.296 |
93.083 |
S2 |
93.003 |
93.003 |
93.271 |
|
S3 |
92.738 |
92.897 |
93.247 |
|
S4 |
92.473 |
92.632 |
93.174 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.123 |
95.687 |
93.851 |
|
R3 |
95.158 |
94.722 |
93.585 |
|
R2 |
94.193 |
94.193 |
93.497 |
|
R1 |
93.757 |
93.757 |
93.408 |
93.975 |
PP |
93.228 |
93.228 |
93.228 |
93.338 |
S1 |
92.792 |
92.792 |
93.232 |
93.010 |
S2 |
92.263 |
92.263 |
93.143 |
|
S3 |
91.298 |
91.827 |
93.055 |
|
S4 |
90.333 |
90.862 |
92.789 |
|
|
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% |
0.531 |
0.6% |
66% |
False |
False |
22,654 |
10 |
93.665 |
91.725 |
1.940 |
2.1% |
0.579 |
0.6% |
82% |
False |
False |
25,568 |
20 |
93.665 |
91.725 |
1.940 |
2.1% |
0.603 |
0.6% |
82% |
False |
False |
23,513 |
40 |
96.295 |
91.725 |
4.570 |
4.9% |
0.632 |
0.7% |
35% |
False |
False |
22,459 |
60 |
97.810 |
91.725 |
6.085 |
6.5% |
0.612 |
0.7% |
26% |
False |
False |
20,451 |
80 |
99.885 |
91.725 |
8.160 |
8.7% |
0.626 |
0.7% |
20% |
False |
False |
17,200 |
100 |
100.900 |
91.725 |
9.175 |
9.8% |
0.607 |
0.7% |
17% |
False |
False |
13,772 |
120 |
101.015 |
91.725 |
9.290 |
10.0% |
0.625 |
0.7% |
17% |
False |
False |
11,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.501 |
2.618 |
94.069 |
1.618 |
93.804 |
1.000 |
93.640 |
0.618 |
93.539 |
HIGH |
93.375 |
0.618 |
93.274 |
0.500 |
93.243 |
0.382 |
93.211 |
LOW |
93.110 |
0.618 |
92.946 |
1.000 |
92.845 |
1.618 |
92.681 |
2.618 |
92.416 |
4.250 |
91.984 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.294 |
93.274 |
PP |
93.268 |
93.228 |
S1 |
93.243 |
93.183 |
|