ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
95.975 |
96.260 |
0.285 |
0.3% |
96.585 |
| High |
96.380 |
96.295 |
-0.085 |
-0.1% |
96.670 |
| Low |
95.845 |
95.845 |
0.000 |
0.0% |
95.720 |
| Close |
96.319 |
95.889 |
-0.430 |
-0.4% |
95.889 |
| Range |
0.535 |
0.450 |
-0.085 |
-15.9% |
0.950 |
| ATR |
0.591 |
0.582 |
-0.008 |
-1.4% |
0.000 |
| Volume |
18,268 |
11,602 |
-6,666 |
-36.5% |
76,073 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.360 |
97.074 |
96.137 |
|
| R3 |
96.910 |
96.624 |
96.013 |
|
| R2 |
96.460 |
96.460 |
95.972 |
|
| R1 |
96.174 |
96.174 |
95.930 |
96.092 |
| PP |
96.010 |
96.010 |
96.010 |
95.969 |
| S1 |
95.724 |
95.724 |
95.848 |
95.642 |
| S2 |
95.560 |
95.560 |
95.806 |
|
| S3 |
95.110 |
95.274 |
95.765 |
|
| S4 |
94.660 |
94.824 |
95.641 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.943 |
98.366 |
96.412 |
|
| R3 |
97.993 |
97.416 |
96.150 |
|
| R2 |
97.043 |
97.043 |
96.063 |
|
| R1 |
96.466 |
96.466 |
95.976 |
96.280 |
| PP |
96.093 |
96.093 |
96.093 |
96.000 |
| S1 |
95.516 |
95.516 |
95.802 |
95.329 |
| S2 |
95.143 |
95.143 |
95.715 |
|
| S3 |
94.193 |
94.566 |
95.628 |
|
| S4 |
93.243 |
93.616 |
95.366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.670 |
95.720 |
0.950 |
1.0% |
0.492 |
0.5% |
18% |
False |
False |
15,214 |
| 10 |
97.190 |
95.720 |
1.470 |
1.5% |
0.553 |
0.6% |
11% |
False |
False |
17,001 |
| 20 |
97.810 |
95.720 |
2.090 |
2.2% |
0.565 |
0.6% |
8% |
False |
False |
16,110 |
| 40 |
99.880 |
95.570 |
4.310 |
4.5% |
0.624 |
0.7% |
7% |
False |
False |
12,228 |
| 60 |
100.600 |
95.570 |
5.030 |
5.2% |
0.588 |
0.6% |
6% |
False |
False |
8,173 |
| 80 |
101.015 |
95.570 |
5.445 |
5.7% |
0.612 |
0.6% |
6% |
False |
False |
6,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.208 |
|
2.618 |
97.473 |
|
1.618 |
97.023 |
|
1.000 |
96.745 |
|
0.618 |
96.573 |
|
HIGH |
96.295 |
|
0.618 |
96.123 |
|
0.500 |
96.070 |
|
0.382 |
96.017 |
|
LOW |
95.845 |
|
0.618 |
95.567 |
|
1.000 |
95.395 |
|
1.618 |
95.117 |
|
2.618 |
94.667 |
|
4.250 |
93.932 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
96.070 |
96.050 |
| PP |
96.010 |
95.996 |
| S1 |
95.949 |
95.943 |
|