ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 14-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
96.585 |
96.520 |
-0.065 |
-0.1% |
97.190 |
| High |
96.640 |
96.670 |
0.030 |
0.0% |
97.190 |
| Low |
96.205 |
96.125 |
-0.080 |
-0.1% |
96.180 |
| Close |
96.407 |
96.207 |
-0.200 |
-0.2% |
96.614 |
| Range |
0.435 |
0.545 |
0.110 |
25.3% |
1.010 |
| ATR |
0.607 |
0.603 |
-0.004 |
-0.7% |
0.000 |
| Volume |
18,709 |
12,966 |
-5,743 |
-30.7% |
93,937 |
|
| Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.969 |
97.633 |
96.507 |
|
| R3 |
97.424 |
97.088 |
96.357 |
|
| R2 |
96.879 |
96.879 |
96.307 |
|
| R1 |
96.543 |
96.543 |
96.257 |
96.439 |
| PP |
96.334 |
96.334 |
96.334 |
96.282 |
| S1 |
95.998 |
95.998 |
96.157 |
95.893 |
| S2 |
95.789 |
95.789 |
96.107 |
|
| S3 |
95.244 |
95.453 |
96.057 |
|
| S4 |
94.699 |
94.908 |
95.907 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.691 |
99.163 |
97.170 |
|
| R3 |
98.681 |
98.153 |
96.892 |
|
| R2 |
97.671 |
97.671 |
96.799 |
|
| R1 |
97.143 |
97.143 |
96.707 |
96.902 |
| PP |
96.661 |
96.661 |
96.661 |
96.541 |
| S1 |
96.133 |
96.133 |
96.521 |
95.892 |
| S2 |
95.651 |
95.651 |
96.429 |
|
| S3 |
94.641 |
95.123 |
96.336 |
|
| S4 |
93.631 |
94.113 |
96.059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.005 |
96.125 |
0.880 |
0.9% |
0.561 |
0.6% |
9% |
False |
True |
17,846 |
| 10 |
97.615 |
96.125 |
1.490 |
1.5% |
0.543 |
0.6% |
6% |
False |
True |
16,431 |
| 20 |
97.810 |
96.125 |
1.685 |
1.8% |
0.581 |
0.6% |
5% |
False |
True |
16,231 |
| 40 |
99.885 |
95.570 |
4.315 |
4.5% |
0.619 |
0.6% |
15% |
False |
False |
11,124 |
| 60 |
100.900 |
95.570 |
5.330 |
5.5% |
0.592 |
0.6% |
12% |
False |
False |
7,436 |
| 80 |
102.800 |
95.570 |
7.230 |
7.5% |
0.637 |
0.7% |
9% |
False |
False |
5,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.986 |
|
2.618 |
98.097 |
|
1.618 |
97.552 |
|
1.000 |
97.215 |
|
0.618 |
97.007 |
|
HIGH |
96.670 |
|
0.618 |
96.462 |
|
0.500 |
96.398 |
|
0.382 |
96.333 |
|
LOW |
96.125 |
|
0.618 |
95.788 |
|
1.000 |
95.580 |
|
1.618 |
95.243 |
|
2.618 |
94.698 |
|
4.250 |
93.809 |
|
|
| Fisher Pivots for day following 14-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
96.398 |
96.543 |
| PP |
96.334 |
96.431 |
| S1 |
96.271 |
96.319 |
|