ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
96.700 |
96.910 |
0.210 |
0.2% |
97.475 |
| High |
97.105 |
97.005 |
-0.100 |
-0.1% |
97.810 |
| Low |
96.555 |
96.345 |
-0.210 |
-0.2% |
96.790 |
| Close |
96.839 |
96.368 |
-0.471 |
-0.5% |
97.301 |
| Range |
0.550 |
0.660 |
0.110 |
20.0% |
1.020 |
| ATR |
0.624 |
0.626 |
0.003 |
0.4% |
0.000 |
| Volume |
16,285 |
18,909 |
2,624 |
16.1% |
70,637 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.553 |
98.120 |
96.731 |
|
| R3 |
97.893 |
97.460 |
96.550 |
|
| R2 |
97.233 |
97.233 |
96.489 |
|
| R1 |
96.800 |
96.800 |
96.429 |
96.687 |
| PP |
96.573 |
96.573 |
96.573 |
96.516 |
| S1 |
96.140 |
96.140 |
96.308 |
96.027 |
| S2 |
95.913 |
95.913 |
96.247 |
|
| S3 |
95.253 |
95.480 |
96.187 |
|
| S4 |
94.593 |
94.820 |
96.005 |
|
|
| 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 |
97.350 |
96.345 |
1.005 |
1.0% |
0.530 |
0.5% |
2% |
False |
True |
15,589 |
| 10 |
97.810 |
96.345 |
1.465 |
1.5% |
0.531 |
0.6% |
2% |
False |
True |
15,280 |
| 20 |
97.810 |
95.915 |
1.895 |
2.0% |
0.653 |
0.7% |
24% |
False |
False |
17,181 |
| 40 |
100.600 |
95.570 |
5.030 |
5.2% |
0.616 |
0.6% |
16% |
False |
False |
9,374 |
| 60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.586 |
0.6% |
15% |
False |
False |
6,266 |
| 80 |
103.980 |
95.570 |
8.410 |
8.7% |
0.710 |
0.7% |
9% |
False |
False |
4,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.810 |
|
2.618 |
98.733 |
|
1.618 |
98.073 |
|
1.000 |
97.665 |
|
0.618 |
97.413 |
|
HIGH |
97.005 |
|
0.618 |
96.753 |
|
0.500 |
96.675 |
|
0.382 |
96.597 |
|
LOW |
96.345 |
|
0.618 |
95.937 |
|
1.000 |
95.685 |
|
1.618 |
95.277 |
|
2.618 |
94.617 |
|
4.250 |
93.540 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
96.675 |
96.768 |
| PP |
96.573 |
96.634 |
| S1 |
96.470 |
96.501 |
|