ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
95.855 |
95.650 |
-0.205 |
-0.2% |
96.435 |
| High |
96.115 |
95.790 |
-0.325 |
-0.3% |
96.615 |
| Low |
95.675 |
95.000 |
-0.675 |
-0.7% |
95.790 |
| Close |
95.762 |
95.049 |
-0.713 |
-0.7% |
95.864 |
| Range |
0.440 |
0.790 |
0.350 |
79.5% |
0.825 |
| ATR |
0.488 |
0.509 |
0.022 |
4.4% |
0.000 |
| Volume |
54 |
134 |
80 |
148.1% |
455 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.650 |
97.139 |
95.484 |
|
| R3 |
96.860 |
96.349 |
95.266 |
|
| R2 |
96.070 |
96.070 |
95.194 |
|
| R1 |
95.559 |
95.559 |
95.121 |
95.420 |
| PP |
95.280 |
95.280 |
95.280 |
95.210 |
| S1 |
94.769 |
94.769 |
94.977 |
94.630 |
| S2 |
94.490 |
94.490 |
94.904 |
|
| S3 |
93.700 |
93.979 |
94.832 |
|
| S4 |
92.910 |
93.189 |
94.615 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.565 |
98.039 |
96.318 |
|
| R3 |
97.740 |
97.214 |
96.091 |
|
| R2 |
96.915 |
96.915 |
96.015 |
|
| R1 |
96.389 |
96.389 |
95.940 |
96.240 |
| PP |
96.090 |
96.090 |
96.090 |
96.015 |
| S1 |
95.564 |
95.564 |
95.788 |
95.415 |
| S2 |
95.265 |
95.265 |
95.713 |
|
| S3 |
94.440 |
94.739 |
95.637 |
|
| S4 |
93.615 |
93.914 |
95.410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.300 |
95.000 |
1.300 |
1.4% |
0.491 |
0.5% |
4% |
False |
True |
85 |
| 10 |
96.960 |
95.000 |
1.960 |
2.1% |
0.484 |
0.5% |
3% |
False |
True |
80 |
| 20 |
97.785 |
95.000 |
2.785 |
2.9% |
0.472 |
0.5% |
2% |
False |
True |
65 |
| 40 |
99.063 |
95.000 |
4.063 |
4.3% |
0.488 |
0.5% |
1% |
False |
True |
48 |
| 60 |
100.522 |
95.000 |
5.522 |
5.8% |
0.383 |
0.4% |
1% |
False |
True |
33 |
| 80 |
100.770 |
95.000 |
5.770 |
6.1% |
0.335 |
0.4% |
1% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.148 |
|
2.618 |
97.858 |
|
1.618 |
97.068 |
|
1.000 |
96.580 |
|
0.618 |
96.278 |
|
HIGH |
95.790 |
|
0.618 |
95.488 |
|
0.500 |
95.395 |
|
0.382 |
95.302 |
|
LOW |
95.000 |
|
0.618 |
94.512 |
|
1.000 |
94.210 |
|
1.618 |
93.722 |
|
2.618 |
92.932 |
|
4.250 |
91.643 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
95.395 |
95.635 |
| PP |
95.280 |
95.440 |
| S1 |
95.164 |
95.244 |
|