ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
95.700 |
95.090 |
-0.610 |
-0.6% |
96.585 |
| High |
95.870 |
95.375 |
-0.495 |
-0.5% |
96.670 |
| Low |
94.980 |
94.775 |
-0.205 |
-0.2% |
95.720 |
| Close |
95.060 |
94.930 |
-0.130 |
-0.1% |
95.889 |
| Range |
0.890 |
0.600 |
-0.290 |
-32.6% |
0.950 |
| ATR |
0.597 |
0.597 |
0.000 |
0.0% |
0.000 |
| Volume |
24,675 |
17,679 |
-6,996 |
-28.4% |
76,073 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.827 |
96.478 |
95.260 |
|
| R3 |
96.227 |
95.878 |
95.095 |
|
| R2 |
95.627 |
95.627 |
95.040 |
|
| R1 |
95.278 |
95.278 |
94.985 |
95.153 |
| PP |
95.027 |
95.027 |
95.027 |
94.964 |
| S1 |
94.678 |
94.678 |
94.875 |
94.553 |
| S2 |
94.427 |
94.427 |
94.820 |
|
| S3 |
93.827 |
94.078 |
94.765 |
|
| S4 |
93.227 |
93.478 |
94.600 |
|
|
| 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 |
96.380 |
94.775 |
1.605 |
1.7% |
0.589 |
0.6% |
10% |
False |
True |
18,085 |
| 10 |
96.960 |
94.775 |
2.185 |
2.3% |
0.559 |
0.6% |
7% |
False |
True |
17,528 |
| 20 |
97.810 |
94.775 |
3.035 |
3.2% |
0.545 |
0.6% |
5% |
False |
True |
16,404 |
| 40 |
99.035 |
94.775 |
4.260 |
4.5% |
0.633 |
0.7% |
4% |
False |
True |
13,732 |
| 60 |
100.600 |
94.775 |
5.825 |
6.1% |
0.595 |
0.6% |
3% |
False |
True |
9,180 |
| 80 |
101.015 |
94.775 |
6.240 |
6.6% |
0.593 |
0.6% |
2% |
False |
True |
6,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.925 |
|
2.618 |
96.946 |
|
1.618 |
96.346 |
|
1.000 |
95.975 |
|
0.618 |
95.746 |
|
HIGH |
95.375 |
|
0.618 |
95.146 |
|
0.500 |
95.075 |
|
0.382 |
95.004 |
|
LOW |
94.775 |
|
0.618 |
94.404 |
|
1.000 |
94.175 |
|
1.618 |
93.804 |
|
2.618 |
93.204 |
|
4.250 |
92.225 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
95.075 |
95.460 |
| PP |
95.027 |
95.283 |
| S1 |
94.978 |
95.107 |
|