ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 27-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
94.735 |
94.295 |
-0.440 |
-0.5% |
95.855 |
High |
94.735 |
94.295 |
-0.440 |
-0.5% |
96.115 |
Low |
94.230 |
93.445 |
-0.785 |
-0.8% |
94.230 |
Close |
94.377 |
93.605 |
-0.772 |
-0.8% |
94.377 |
Range |
0.505 |
0.850 |
0.345 |
68.3% |
1.885 |
ATR |
0.520 |
0.549 |
0.029 |
5.7% |
0.000 |
Volume |
192 |
246 |
54 |
28.1% |
708 |
|
Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.332 |
95.818 |
94.073 |
|
R3 |
95.482 |
94.968 |
93.839 |
|
R2 |
94.632 |
94.632 |
93.761 |
|
R1 |
94.118 |
94.118 |
93.683 |
93.950 |
PP |
93.782 |
93.782 |
93.782 |
93.698 |
S1 |
93.268 |
93.268 |
93.527 |
93.100 |
S2 |
92.932 |
92.932 |
93.449 |
|
S3 |
92.082 |
92.418 |
93.371 |
|
S4 |
91.232 |
91.568 |
93.137 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.562 |
99.355 |
95.414 |
|
R3 |
98.677 |
97.470 |
94.895 |
|
R2 |
96.792 |
96.792 |
94.723 |
|
R1 |
95.585 |
95.585 |
94.550 |
95.246 |
PP |
94.907 |
94.907 |
94.907 |
94.738 |
S1 |
93.700 |
93.700 |
94.204 |
93.361 |
S2 |
93.022 |
93.022 |
94.031 |
|
S3 |
91.137 |
91.815 |
93.859 |
|
S4 |
89.252 |
89.930 |
93.340 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.790 |
93.445 |
2.345 |
2.5% |
0.667 |
0.7% |
7% |
False |
True |
180 |
10 |
96.615 |
93.445 |
3.170 |
3.4% |
0.549 |
0.6% |
5% |
False |
True |
131 |
20 |
97.785 |
93.445 |
4.340 |
4.6% |
0.515 |
0.5% |
4% |
False |
True |
97 |
40 |
97.905 |
93.445 |
4.460 |
4.8% |
0.527 |
0.6% |
4% |
False |
True |
67 |
60 |
100.522 |
93.445 |
7.077 |
7.6% |
0.418 |
0.4% |
2% |
False |
True |
46 |
80 |
100.770 |
93.445 |
7.325 |
7.8% |
0.349 |
0.4% |
2% |
False |
True |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.908 |
2.618 |
96.520 |
1.618 |
95.670 |
1.000 |
95.145 |
0.618 |
94.820 |
HIGH |
94.295 |
0.618 |
93.970 |
0.500 |
93.870 |
0.382 |
93.770 |
LOW |
93.445 |
0.618 |
92.920 |
1.000 |
92.595 |
1.618 |
92.070 |
2.618 |
91.220 |
4.250 |
89.832 |
|
|
Fisher Pivots for day following 27-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
93.870 |
94.290 |
PP |
93.782 |
94.062 |
S1 |
93.693 |
93.833 |
|