ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
97.630 |
96.840 |
-0.790 |
-0.8% |
97.250 |
| High |
97.700 |
97.215 |
-0.485 |
-0.5% |
97.700 |
| Low |
96.940 |
96.320 |
-0.620 |
-0.6% |
96.385 |
| Close |
96.985 |
96.608 |
-0.377 |
-0.4% |
97.577 |
| Range |
0.760 |
0.895 |
0.135 |
17.8% |
1.315 |
| ATR |
0.693 |
0.707 |
0.014 |
2.1% |
0.000 |
| Volume |
15,164 |
21,212 |
6,048 |
39.9% |
87,055 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.399 |
98.899 |
97.100 |
|
| R3 |
98.504 |
98.004 |
96.854 |
|
| R2 |
97.609 |
97.609 |
96.772 |
|
| R1 |
97.109 |
97.109 |
96.690 |
96.912 |
| PP |
96.714 |
96.714 |
96.714 |
96.616 |
| S1 |
96.214 |
96.214 |
96.526 |
96.017 |
| S2 |
95.819 |
95.819 |
96.444 |
|
| S3 |
94.924 |
95.319 |
96.362 |
|
| S4 |
94.029 |
94.424 |
96.116 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.166 |
100.686 |
98.300 |
|
| R3 |
99.851 |
99.371 |
97.939 |
|
| R2 |
98.536 |
98.536 |
97.818 |
|
| R1 |
98.056 |
98.056 |
97.698 |
98.296 |
| PP |
97.221 |
97.221 |
97.221 |
97.341 |
| S1 |
96.741 |
96.741 |
97.456 |
96.981 |
| S2 |
95.906 |
95.906 |
97.336 |
|
| S3 |
94.591 |
95.426 |
97.215 |
|
| S4 |
93.276 |
94.111 |
96.854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.700 |
96.320 |
1.380 |
1.4% |
0.690 |
0.7% |
21% |
False |
True |
16,641 |
| 10 |
97.700 |
95.570 |
2.130 |
2.2% |
0.797 |
0.8% |
49% |
False |
False |
18,625 |
| 20 |
99.310 |
95.570 |
3.740 |
3.9% |
0.715 |
0.7% |
28% |
False |
False |
10,155 |
| 40 |
100.600 |
95.570 |
5.030 |
5.2% |
0.611 |
0.6% |
21% |
False |
False |
5,111 |
| 60 |
101.015 |
95.570 |
5.445 |
5.6% |
0.614 |
0.6% |
19% |
False |
False |
3,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.019 |
|
2.618 |
99.558 |
|
1.618 |
98.663 |
|
1.000 |
98.110 |
|
0.618 |
97.768 |
|
HIGH |
97.215 |
|
0.618 |
96.873 |
|
0.500 |
96.768 |
|
0.382 |
96.662 |
|
LOW |
96.320 |
|
0.618 |
95.767 |
|
1.000 |
95.425 |
|
1.618 |
94.872 |
|
2.618 |
93.977 |
|
4.250 |
92.516 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
96.768 |
97.010 |
| PP |
96.714 |
96.876 |
| S1 |
96.661 |
96.742 |
|