ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
97.190 |
96.700 |
-0.490 |
-0.5% |
97.475 |
| High |
97.190 |
97.105 |
-0.085 |
-0.1% |
97.810 |
| Low |
96.500 |
96.555 |
0.055 |
0.1% |
96.790 |
| Close |
96.682 |
96.839 |
0.157 |
0.2% |
97.301 |
| Range |
0.690 |
0.550 |
-0.140 |
-20.3% |
1.020 |
| ATR |
0.630 |
0.624 |
-0.006 |
-0.9% |
0.000 |
| Volume |
20,094 |
16,285 |
-3,809 |
-19.0% |
70,637 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.483 |
98.211 |
97.142 |
|
| R3 |
97.933 |
97.661 |
96.990 |
|
| R2 |
97.383 |
97.383 |
96.940 |
|
| R1 |
97.111 |
97.111 |
96.889 |
97.247 |
| PP |
96.833 |
96.833 |
96.833 |
96.901 |
| S1 |
96.561 |
96.561 |
96.789 |
96.697 |
| S2 |
96.283 |
96.283 |
96.738 |
|
| S3 |
95.733 |
96.011 |
96.688 |
|
| S4 |
95.183 |
95.461 |
96.537 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.360 |
99.851 |
97.862 |
|
| R3 |
99.340 |
98.831 |
97.582 |
|
| R2 |
98.320 |
98.320 |
97.488 |
|
| R1 |
97.811 |
97.811 |
97.395 |
97.556 |
| PP |
97.300 |
97.300 |
97.300 |
97.173 |
| S1 |
96.791 |
96.791 |
97.208 |
96.536 |
| S2 |
96.280 |
96.280 |
97.114 |
|
| S3 |
95.260 |
95.771 |
97.021 |
|
| S4 |
94.240 |
94.751 |
96.740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.615 |
96.500 |
1.115 |
1.2% |
0.524 |
0.5% |
30% |
False |
False |
15,016 |
| 10 |
97.810 |
96.500 |
1.310 |
1.4% |
0.536 |
0.6% |
26% |
False |
False |
15,219 |
| 20 |
97.810 |
95.570 |
2.240 |
2.3% |
0.666 |
0.7% |
57% |
False |
False |
16,922 |
| 40 |
100.600 |
95.570 |
5.030 |
5.2% |
0.615 |
0.6% |
25% |
False |
False |
8,902 |
| 60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.590 |
0.6% |
24% |
False |
False |
5,951 |
| 80 |
103.980 |
95.570 |
8.410 |
8.7% |
0.720 |
0.7% |
15% |
False |
False |
4,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.443 |
|
2.618 |
98.545 |
|
1.618 |
97.995 |
|
1.000 |
97.655 |
|
0.618 |
97.445 |
|
HIGH |
97.105 |
|
0.618 |
96.895 |
|
0.500 |
96.830 |
|
0.382 |
96.765 |
|
LOW |
96.555 |
|
0.618 |
96.215 |
|
1.000 |
96.005 |
|
1.618 |
95.665 |
|
2.618 |
95.115 |
|
4.250 |
94.218 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
96.836 |
96.925 |
| PP |
96.833 |
96.896 |
| S1 |
96.830 |
96.868 |
|