ICE US Dollar Index Future September 2020
Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.345 |
93.250 |
-0.095 |
-0.1% |
93.050 |
High |
93.375 |
93.300 |
-0.075 |
-0.1% |
93.665 |
Low |
93.110 |
92.910 |
-0.200 |
-0.2% |
92.700 |
Close |
93.320 |
92.912 |
-0.408 |
-0.4% |
93.320 |
Range |
0.265 |
0.390 |
0.125 |
47.2% |
0.965 |
ATR |
0.617 |
0.602 |
-0.015 |
-2.4% |
0.000 |
Volume |
11,399 |
3,150 |
-8,249 |
-72.4% |
87,396 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.211 |
93.951 |
93.127 |
|
R3 |
93.821 |
93.561 |
93.019 |
|
R2 |
93.431 |
93.431 |
92.984 |
|
R1 |
93.171 |
93.171 |
92.948 |
93.106 |
PP |
93.041 |
93.041 |
93.041 |
93.008 |
S1 |
92.781 |
92.781 |
92.876 |
92.716 |
S2 |
92.651 |
92.651 |
92.841 |
|
S3 |
92.261 |
92.391 |
92.805 |
|
S4 |
91.871 |
92.001 |
92.698 |
|
|
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 |
92.700 |
0.965 |
1.0% |
0.493 |
0.5% |
22% |
False |
False |
18,109 |
10 |
93.665 |
91.725 |
1.940 |
2.1% |
0.526 |
0.6% |
61% |
False |
False |
22,346 |
20 |
93.665 |
91.725 |
1.940 |
2.1% |
0.602 |
0.6% |
61% |
False |
False |
22,902 |
40 |
96.145 |
91.725 |
4.420 |
4.8% |
0.631 |
0.7% |
27% |
False |
False |
22,248 |
60 |
97.810 |
91.725 |
6.085 |
6.5% |
0.609 |
0.7% |
20% |
False |
False |
20,202 |
80 |
99.880 |
91.725 |
8.155 |
8.8% |
0.627 |
0.7% |
15% |
False |
False |
17,238 |
100 |
100.600 |
91.725 |
8.875 |
9.6% |
0.605 |
0.7% |
13% |
False |
False |
13,803 |
120 |
101.015 |
91.725 |
9.290 |
10.0% |
0.618 |
0.7% |
13% |
False |
False |
11,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.958 |
2.618 |
94.321 |
1.618 |
93.931 |
1.000 |
93.690 |
0.618 |
93.541 |
HIGH |
93.300 |
0.618 |
93.151 |
0.500 |
93.105 |
0.382 |
93.059 |
LOW |
92.910 |
0.618 |
92.669 |
1.000 |
92.520 |
1.618 |
92.279 |
2.618 |
91.889 |
4.250 |
91.253 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.105 |
93.075 |
PP |
93.041 |
93.021 |
S1 |
92.976 |
92.966 |
|