ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
96.910 |
96.415 |
-0.495 |
-0.5% |
97.475 |
| High |
97.005 |
96.780 |
-0.225 |
-0.2% |
97.810 |
| Low |
96.345 |
96.180 |
-0.165 |
-0.2% |
96.790 |
| Close |
96.368 |
96.673 |
0.305 |
0.3% |
97.301 |
| Range |
0.660 |
0.600 |
-0.060 |
-9.1% |
1.020 |
| ATR |
0.626 |
0.625 |
-0.002 |
-0.3% |
0.000 |
| Volume |
18,909 |
21,922 |
3,013 |
15.9% |
70,637 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.344 |
98.109 |
97.003 |
|
| R3 |
97.744 |
97.509 |
96.838 |
|
| R2 |
97.144 |
97.144 |
96.783 |
|
| R1 |
96.909 |
96.909 |
96.728 |
97.027 |
| PP |
96.544 |
96.544 |
96.544 |
96.603 |
| S1 |
96.309 |
96.309 |
96.618 |
96.427 |
| S2 |
95.944 |
95.944 |
96.563 |
|
| S3 |
95.344 |
95.709 |
96.508 |
|
| S4 |
94.744 |
95.109 |
96.343 |
|
|
| 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 |
96.180 |
1.170 |
1.2% |
0.541 |
0.6% |
42% |
False |
True |
16,490 |
| 10 |
97.810 |
96.180 |
1.630 |
1.7% |
0.546 |
0.6% |
30% |
False |
True |
15,861 |
| 20 |
97.810 |
96.180 |
1.630 |
1.7% |
0.637 |
0.7% |
30% |
False |
True |
17,010 |
| 40 |
100.500 |
95.570 |
4.930 |
5.1% |
0.623 |
0.6% |
22% |
False |
False |
9,921 |
| 60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.587 |
0.6% |
21% |
False |
False |
6,631 |
| 80 |
103.980 |
95.570 |
8.410 |
8.7% |
0.684 |
0.7% |
13% |
False |
False |
4,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.330 |
|
2.618 |
98.351 |
|
1.618 |
97.751 |
|
1.000 |
97.380 |
|
0.618 |
97.151 |
|
HIGH |
96.780 |
|
0.618 |
96.551 |
|
0.500 |
96.480 |
|
0.382 |
96.409 |
|
LOW |
96.180 |
|
0.618 |
95.809 |
|
1.000 |
95.580 |
|
1.618 |
95.209 |
|
2.618 |
94.609 |
|
4.250 |
93.630 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
96.609 |
96.663 |
| PP |
96.544 |
96.653 |
| S1 |
96.480 |
96.643 |
|