ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
96.950 |
97.080 |
0.130 |
0.1% |
96.835 |
| High |
97.350 |
97.555 |
0.205 |
0.2% |
97.465 |
| Low |
96.765 |
96.930 |
0.165 |
0.2% |
95.570 |
| Close |
97.144 |
97.400 |
0.256 |
0.3% |
97.330 |
| Range |
0.585 |
0.625 |
0.040 |
6.8% |
1.895 |
| ATR |
0.701 |
0.696 |
-0.005 |
-0.8% |
0.000 |
| Volume |
15,424 |
13,312 |
-2,112 |
-13.7% |
74,927 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.170 |
98.910 |
97.744 |
|
| R3 |
98.545 |
98.285 |
97.572 |
|
| R2 |
97.920 |
97.920 |
97.515 |
|
| R1 |
97.660 |
97.660 |
97.457 |
97.790 |
| PP |
97.295 |
97.295 |
97.295 |
97.360 |
| S1 |
97.035 |
97.035 |
97.343 |
97.165 |
| S2 |
96.670 |
96.670 |
97.285 |
|
| S3 |
96.045 |
96.410 |
97.228 |
|
| S4 |
95.420 |
95.785 |
97.056 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.473 |
101.797 |
98.372 |
|
| R3 |
100.578 |
99.902 |
97.851 |
|
| R2 |
98.683 |
98.683 |
97.677 |
|
| R1 |
98.007 |
98.007 |
97.504 |
98.345 |
| PP |
96.788 |
96.788 |
96.788 |
96.958 |
| S1 |
96.112 |
96.112 |
97.156 |
96.450 |
| S2 |
94.893 |
94.893 |
96.983 |
|
| S3 |
92.998 |
94.217 |
96.809 |
|
| S4 |
91.103 |
92.322 |
96.288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.555 |
96.385 |
1.170 |
1.2% |
0.775 |
0.8% |
87% |
True |
False |
18,543 |
| 10 |
97.555 |
95.570 |
1.985 |
2.0% |
0.762 |
0.8% |
92% |
True |
False |
14,527 |
| 20 |
99.885 |
95.570 |
4.315 |
4.4% |
0.669 |
0.7% |
42% |
False |
False |
7,445 |
| 40 |
100.900 |
95.570 |
5.330 |
5.5% |
0.599 |
0.6% |
34% |
False |
False |
3,753 |
| 60 |
101.015 |
95.570 |
5.445 |
5.6% |
0.638 |
0.7% |
34% |
False |
False |
2,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.211 |
|
2.618 |
99.191 |
|
1.618 |
98.566 |
|
1.000 |
98.180 |
|
0.618 |
97.941 |
|
HIGH |
97.555 |
|
0.618 |
97.316 |
|
0.500 |
97.243 |
|
0.382 |
97.169 |
|
LOW |
96.930 |
|
0.618 |
96.544 |
|
1.000 |
96.305 |
|
1.618 |
95.919 |
|
2.618 |
95.294 |
|
4.250 |
94.274 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
97.348 |
97.257 |
| PP |
97.295 |
97.113 |
| S1 |
97.243 |
96.970 |
|