ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
92.230 |
92.135 |
-0.095 |
-0.1% |
93.200 |
| High |
92.500 |
92.405 |
-0.095 |
-0.1% |
93.395 |
| Low |
92.010 |
91.750 |
-0.260 |
-0.3% |
92.200 |
| Close |
92.141 |
92.342 |
0.201 |
0.2% |
92.389 |
| Range |
0.490 |
0.655 |
0.165 |
33.7% |
1.195 |
| ATR |
0.618 |
0.621 |
0.003 |
0.4% |
0.000 |
| Volume |
1,308 |
1,121 |
-187 |
-14.3% |
2,906 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.131 |
93.891 |
92.702 |
|
| R3 |
93.476 |
93.236 |
92.522 |
|
| R2 |
92.821 |
92.821 |
92.462 |
|
| R1 |
92.581 |
92.581 |
92.402 |
92.701 |
| PP |
92.166 |
92.166 |
92.166 |
92.226 |
| S1 |
91.926 |
91.926 |
92.282 |
92.046 |
| S2 |
91.511 |
91.511 |
92.222 |
|
| S3 |
90.856 |
91.271 |
92.162 |
|
| S4 |
90.201 |
90.616 |
91.982 |
|
|
| 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 |
93.365 |
91.750 |
1.615 |
1.7% |
0.691 |
0.7% |
37% |
False |
True |
945 |
| 10 |
93.500 |
91.750 |
1.750 |
1.9% |
0.664 |
0.7% |
34% |
False |
True |
617 |
| 20 |
93.915 |
91.750 |
2.165 |
2.3% |
0.604 |
0.7% |
27% |
False |
True |
415 |
| 40 |
96.960 |
91.750 |
5.210 |
5.6% |
0.586 |
0.6% |
11% |
False |
True |
286 |
| 60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.563 |
0.6% |
10% |
False |
True |
207 |
| 80 |
100.522 |
91.750 |
8.772 |
9.5% |
0.500 |
0.5% |
7% |
False |
True |
157 |
| 100 |
100.710 |
91.750 |
8.960 |
9.7% |
0.435 |
0.5% |
7% |
False |
True |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.189 |
|
2.618 |
94.120 |
|
1.618 |
93.465 |
|
1.000 |
93.060 |
|
0.618 |
92.810 |
|
HIGH |
92.405 |
|
0.618 |
92.155 |
|
0.500 |
92.078 |
|
0.382 |
92.000 |
|
LOW |
91.750 |
|
0.618 |
91.345 |
|
1.000 |
91.095 |
|
1.618 |
90.690 |
|
2.618 |
90.035 |
|
4.250 |
88.966 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.254 |
92.425 |
| PP |
92.166 |
92.397 |
| S1 |
92.078 |
92.370 |
|