ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
93.710 |
93.305 |
-0.405 |
-0.4% |
96.000 |
| High |
93.770 |
93.640 |
-0.130 |
-0.1% |
96.145 |
| Low |
93.120 |
92.890 |
-0.230 |
-0.2% |
94.100 |
| Close |
93.432 |
93.009 |
-0.423 |
-0.5% |
94.380 |
| Range |
0.650 |
0.750 |
0.100 |
15.4% |
2.045 |
| ATR |
0.623 |
0.632 |
0.009 |
1.5% |
0.000 |
| Volume |
24,754 |
26,945 |
2,191 |
8.9% |
96,688 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.430 |
94.969 |
93.422 |
|
| R3 |
94.680 |
94.219 |
93.215 |
|
| R2 |
93.930 |
93.930 |
93.147 |
|
| R1 |
93.469 |
93.469 |
93.078 |
93.325 |
| PP |
93.180 |
93.180 |
93.180 |
93.107 |
| S1 |
92.719 |
92.719 |
92.940 |
92.575 |
| S2 |
92.430 |
92.430 |
92.872 |
|
| S3 |
91.680 |
91.969 |
92.803 |
|
| S4 |
90.930 |
91.219 |
92.597 |
|
|
| 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 |
94.780 |
92.890 |
1.890 |
2.0% |
0.710 |
0.8% |
6% |
False |
True |
23,416 |
| 10 |
96.295 |
92.890 |
3.405 |
3.7% |
0.657 |
0.7% |
3% |
False |
True |
20,712 |
| 20 |
97.350 |
92.890 |
4.460 |
4.8% |
0.593 |
0.6% |
3% |
False |
True |
18,538 |
| 40 |
97.810 |
92.890 |
4.920 |
5.3% |
0.640 |
0.7% |
2% |
False |
True |
17,027 |
| 60 |
100.600 |
92.890 |
7.710 |
8.3% |
0.613 |
0.7% |
2% |
False |
True |
11,425 |
| 80 |
100.900 |
92.890 |
8.010 |
8.6% |
0.595 |
0.6% |
1% |
False |
True |
8,579 |
| 100 |
103.980 |
92.890 |
11.090 |
11.9% |
0.716 |
0.8% |
1% |
False |
True |
6,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.828 |
|
2.618 |
95.604 |
|
1.618 |
94.854 |
|
1.000 |
94.390 |
|
0.618 |
94.104 |
|
HIGH |
93.640 |
|
0.618 |
93.354 |
|
0.500 |
93.265 |
|
0.382 |
93.177 |
|
LOW |
92.890 |
|
0.618 |
92.427 |
|
1.000 |
92.140 |
|
1.618 |
91.677 |
|
2.618 |
90.927 |
|
4.250 |
89.703 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.265 |
93.428 |
| PP |
93.180 |
93.288 |
| S1 |
93.094 |
93.149 |
|