ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
94.955 |
94.750 |
-0.205 |
-0.2% |
96.000 |
| High |
95.150 |
94.780 |
-0.370 |
-0.4% |
96.145 |
| Low |
94.540 |
94.100 |
-0.440 |
-0.5% |
94.100 |
| Close |
94.649 |
94.380 |
-0.269 |
-0.3% |
94.380 |
| Range |
0.610 |
0.680 |
0.070 |
11.5% |
2.045 |
| ATR |
0.598 |
0.604 |
0.006 |
1.0% |
0.000 |
| Volume |
17,883 |
18,247 |
364 |
2.0% |
96,688 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.460 |
96.100 |
94.754 |
|
| R3 |
95.780 |
95.420 |
94.567 |
|
| R2 |
95.100 |
95.100 |
94.505 |
|
| R1 |
94.740 |
94.740 |
94.442 |
94.580 |
| PP |
94.420 |
94.420 |
94.420 |
94.340 |
| S1 |
94.060 |
94.060 |
94.318 |
93.900 |
| S2 |
93.740 |
93.740 |
94.255 |
|
| S3 |
93.060 |
93.380 |
94.193 |
|
| S4 |
92.380 |
92.700 |
94.006 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.010 |
99.740 |
95.505 |
|
| R3 |
98.965 |
97.695 |
94.942 |
|
| R2 |
96.920 |
96.920 |
94.755 |
|
| R1 |
95.650 |
95.650 |
94.567 |
95.263 |
| PP |
94.875 |
94.875 |
94.875 |
94.681 |
| S1 |
93.605 |
93.605 |
94.193 |
93.218 |
| S2 |
92.830 |
92.830 |
94.005 |
|
| S3 |
90.785 |
91.560 |
93.818 |
|
| S4 |
88.740 |
89.515 |
93.255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.145 |
94.100 |
2.045 |
2.2% |
0.650 |
0.7% |
14% |
False |
True |
19,337 |
| 10 |
96.670 |
94.100 |
2.570 |
2.7% |
0.571 |
0.6% |
11% |
False |
True |
17,276 |
| 20 |
97.810 |
94.100 |
3.710 |
3.9% |
0.565 |
0.6% |
8% |
False |
True |
16,866 |
| 40 |
98.290 |
94.100 |
4.190 |
4.4% |
0.632 |
0.7% |
7% |
False |
True |
14,617 |
| 60 |
100.600 |
94.100 |
6.500 |
6.9% |
0.597 |
0.6% |
4% |
False |
True |
9,781 |
| 80 |
101.015 |
94.100 |
6.915 |
7.3% |
0.590 |
0.6% |
4% |
False |
True |
7,346 |
| 100 |
103.980 |
94.100 |
9.880 |
10.5% |
0.703 |
0.7% |
3% |
False |
True |
5,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.670 |
|
2.618 |
96.560 |
|
1.618 |
95.880 |
|
1.000 |
95.460 |
|
0.618 |
95.200 |
|
HIGH |
94.780 |
|
0.618 |
94.520 |
|
0.500 |
94.440 |
|
0.382 |
94.360 |
|
LOW |
94.100 |
|
0.618 |
93.680 |
|
1.000 |
93.420 |
|
1.618 |
93.000 |
|
2.618 |
92.320 |
|
4.250 |
91.210 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
94.440 |
94.738 |
| PP |
94.420 |
94.618 |
| S1 |
94.400 |
94.499 |
|