ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
97.375 |
97.140 |
-0.235 |
-0.2% |
97.630 |
| High |
97.615 |
97.335 |
-0.280 |
-0.3% |
97.700 |
| Low |
96.985 |
96.790 |
-0.195 |
-0.2% |
96.320 |
| Close |
97.155 |
97.301 |
0.146 |
0.2% |
97.404 |
| Range |
0.630 |
0.545 |
-0.085 |
-13.5% |
1.380 |
| ATR |
0.656 |
0.648 |
-0.008 |
-1.2% |
0.000 |
| Volume |
16,047 |
17,418 |
1,371 |
8.5% |
81,558 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.777 |
98.584 |
97.601 |
|
| R3 |
98.232 |
98.039 |
97.451 |
|
| R2 |
97.687 |
97.687 |
97.401 |
|
| R1 |
97.494 |
97.494 |
97.351 |
97.591 |
| PP |
97.142 |
97.142 |
97.142 |
97.190 |
| S1 |
96.949 |
96.949 |
97.251 |
97.046 |
| S2 |
96.597 |
96.597 |
97.201 |
|
| S3 |
96.052 |
96.404 |
97.151 |
|
| S4 |
95.507 |
95.859 |
97.001 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.281 |
100.723 |
98.163 |
|
| R3 |
99.901 |
99.343 |
97.784 |
|
| R2 |
98.521 |
98.521 |
97.657 |
|
| R1 |
97.963 |
97.963 |
97.531 |
97.552 |
| PP |
97.141 |
97.141 |
97.141 |
96.936 |
| S1 |
96.583 |
96.583 |
97.278 |
96.172 |
| S2 |
95.761 |
95.761 |
97.151 |
|
| S3 |
94.381 |
95.203 |
97.025 |
|
| S4 |
93.001 |
93.823 |
96.645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.810 |
96.790 |
1.020 |
1.0% |
0.551 |
0.6% |
50% |
False |
True |
15,232 |
| 10 |
97.810 |
96.320 |
1.490 |
1.5% |
0.615 |
0.6% |
66% |
False |
False |
16,505 |
| 20 |
97.810 |
95.570 |
2.240 |
2.3% |
0.688 |
0.7% |
77% |
False |
False |
15,516 |
| 40 |
100.600 |
95.570 |
5.030 |
5.2% |
0.623 |
0.6% |
34% |
False |
False |
7,868 |
| 60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.596 |
0.6% |
32% |
False |
False |
5,259 |
| 80 |
103.980 |
95.570 |
8.410 |
8.6% |
0.747 |
0.8% |
21% |
False |
False |
3,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.651 |
|
2.618 |
98.762 |
|
1.618 |
98.217 |
|
1.000 |
97.880 |
|
0.618 |
97.672 |
|
HIGH |
97.335 |
|
0.618 |
97.127 |
|
0.500 |
97.063 |
|
0.382 |
96.998 |
|
LOW |
96.790 |
|
0.618 |
96.453 |
|
1.000 |
96.245 |
|
1.618 |
95.908 |
|
2.618 |
95.363 |
|
4.250 |
94.474 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
97.222 |
97.301 |
| PP |
97.142 |
97.300 |
| S1 |
97.063 |
97.300 |
|