ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
92.850 |
93.100 |
0.250 |
0.3% |
93.200 |
| High |
93.350 |
93.100 |
-0.250 |
-0.3% |
93.395 |
| Low |
92.445 |
92.200 |
-0.245 |
-0.3% |
92.200 |
| Close |
93.006 |
92.389 |
-0.617 |
-0.7% |
92.389 |
| Range |
0.905 |
0.900 |
-0.005 |
-0.6% |
1.195 |
| ATR |
0.607 |
0.628 |
0.021 |
3.4% |
0.000 |
| Volume |
565 |
935 |
370 |
65.5% |
2,906 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.263 |
94.726 |
92.884 |
|
| R3 |
94.363 |
93.826 |
92.637 |
|
| R2 |
93.463 |
93.463 |
92.554 |
|
| R1 |
92.926 |
92.926 |
92.472 |
92.745 |
| PP |
92.563 |
92.563 |
92.563 |
92.472 |
| S1 |
92.026 |
92.026 |
92.307 |
91.845 |
| S2 |
91.663 |
91.663 |
92.224 |
|
| S3 |
90.763 |
91.126 |
92.142 |
|
| S4 |
89.863 |
90.226 |
91.894 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.246 |
95.513 |
93.046 |
|
| R3 |
95.051 |
94.318 |
92.718 |
|
| R2 |
93.856 |
93.856 |
92.608 |
|
| R1 |
93.123 |
93.123 |
92.499 |
92.892 |
| PP |
92.661 |
92.661 |
92.661 |
92.546 |
| S1 |
91.928 |
91.928 |
92.279 |
91.697 |
| S2 |
91.466 |
91.466 |
92.170 |
|
| S3 |
90.271 |
90.733 |
92.060 |
|
| S4 |
89.076 |
89.538 |
91.732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.395 |
92.200 |
1.195 |
1.3% |
0.643 |
0.7% |
16% |
False |
True |
581 |
| 10 |
93.500 |
92.135 |
1.365 |
1.5% |
0.649 |
0.7% |
19% |
False |
False |
440 |
| 20 |
93.975 |
92.135 |
1.840 |
2.0% |
0.607 |
0.7% |
14% |
False |
False |
313 |
| 40 |
97.150 |
92.135 |
5.015 |
5.4% |
0.586 |
0.6% |
5% |
False |
False |
228 |
| 60 |
97.785 |
92.135 |
5.650 |
6.1% |
0.563 |
0.6% |
4% |
False |
False |
167 |
| 80 |
100.522 |
92.135 |
8.387 |
9.1% |
0.493 |
0.5% |
3% |
False |
False |
127 |
| 100 |
100.710 |
92.135 |
8.575 |
9.3% |
0.424 |
0.5% |
3% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.925 |
|
2.618 |
95.456 |
|
1.618 |
94.556 |
|
1.000 |
94.000 |
|
0.618 |
93.656 |
|
HIGH |
93.100 |
|
0.618 |
92.756 |
|
0.500 |
92.650 |
|
0.382 |
92.544 |
|
LOW |
92.200 |
|
0.618 |
91.644 |
|
1.000 |
91.300 |
|
1.618 |
90.744 |
|
2.618 |
89.844 |
|
4.250 |
88.375 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.650 |
92.783 |
| PP |
92.563 |
92.651 |
| S1 |
92.476 |
92.520 |
|