ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
97.475 |
97.390 |
-0.085 |
-0.1% |
97.630 |
| High |
97.610 |
97.810 |
0.200 |
0.2% |
97.700 |
| Low |
97.085 |
97.185 |
0.100 |
0.1% |
96.320 |
| Close |
97.501 |
97.349 |
-0.152 |
-0.2% |
97.404 |
| Range |
0.525 |
0.625 |
0.100 |
19.0% |
1.380 |
| ATR |
0.660 |
0.658 |
-0.003 |
-0.4% |
0.000 |
| Volume |
13,588 |
18,344 |
4,756 |
35.0% |
81,558 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.323 |
98.961 |
97.693 |
|
| R3 |
98.698 |
98.336 |
97.521 |
|
| R2 |
98.073 |
98.073 |
97.464 |
|
| R1 |
97.711 |
97.711 |
97.406 |
97.580 |
| PP |
97.448 |
97.448 |
97.448 |
97.382 |
| S1 |
97.086 |
97.086 |
97.292 |
96.955 |
| S2 |
96.823 |
96.823 |
97.234 |
|
| S3 |
96.198 |
96.461 |
97.177 |
|
| S4 |
95.573 |
95.836 |
97.005 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.281 |
100.723 |
98.163 |
|
| R3 |
99.901 |
99.343 |
97.784 |
|
| R2 |
98.521 |
98.521 |
97.657 |
|
| R1 |
97.963 |
97.963 |
97.531 |
97.552 |
| PP |
97.141 |
97.141 |
97.141 |
96.936 |
| S1 |
96.583 |
96.583 |
97.278 |
96.172 |
| S2 |
95.761 |
95.761 |
97.151 |
|
| S3 |
94.381 |
95.203 |
97.025 |
|
| S4 |
93.001 |
93.823 |
96.645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.810 |
96.500 |
1.310 |
1.3% |
0.547 |
0.6% |
65% |
True |
False |
15,422 |
| 10 |
97.810 |
96.320 |
1.490 |
1.5% |
0.618 |
0.6% |
69% |
True |
False |
16,032 |
| 20 |
97.810 |
95.570 |
2.240 |
2.3% |
0.705 |
0.7% |
79% |
True |
False |
13,932 |
| 40 |
100.600 |
95.570 |
5.030 |
5.2% |
0.616 |
0.6% |
35% |
False |
False |
7,034 |
| 60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.601 |
0.6% |
33% |
False |
False |
4,703 |
| 80 |
103.980 |
95.570 |
8.410 |
8.6% |
0.740 |
0.8% |
21% |
False |
False |
3,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.466 |
|
2.618 |
99.446 |
|
1.618 |
98.821 |
|
1.000 |
98.435 |
|
0.618 |
98.196 |
|
HIGH |
97.810 |
|
0.618 |
97.571 |
|
0.500 |
97.498 |
|
0.382 |
97.424 |
|
LOW |
97.185 |
|
0.618 |
96.799 |
|
1.000 |
96.560 |
|
1.618 |
96.174 |
|
2.618 |
95.549 |
|
4.250 |
94.529 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
97.498 |
97.448 |
| PP |
97.448 |
97.415 |
| S1 |
97.399 |
97.382 |
|