ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
93.390 |
93.505 |
0.115 |
0.1% |
94.345 |
| High |
93.980 |
93.815 |
-0.165 |
-0.2% |
94.375 |
| Low |
93.295 |
93.215 |
-0.080 |
-0.1% |
92.510 |
| Close |
93.507 |
93.378 |
-0.129 |
-0.1% |
93.321 |
| Range |
0.685 |
0.600 |
-0.085 |
-12.4% |
1.865 |
| ATR |
0.661 |
0.657 |
-0.004 |
-0.7% |
0.000 |
| Volume |
24,987 |
18,004 |
-6,983 |
-27.9% |
127,408 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.269 |
94.924 |
93.708 |
|
| R3 |
94.669 |
94.324 |
93.543 |
|
| R2 |
94.069 |
94.069 |
93.488 |
|
| R1 |
93.724 |
93.724 |
93.433 |
93.597 |
| PP |
93.469 |
93.469 |
93.469 |
93.406 |
| S1 |
93.124 |
93.124 |
93.323 |
92.997 |
| S2 |
92.869 |
92.869 |
93.268 |
|
| S3 |
92.269 |
92.524 |
93.213 |
|
| S4 |
91.669 |
91.924 |
93.048 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.997 |
98.024 |
94.347 |
|
| R3 |
97.132 |
96.159 |
93.834 |
|
| R2 |
95.267 |
95.267 |
93.663 |
|
| R1 |
94.294 |
94.294 |
93.492 |
93.848 |
| PP |
93.402 |
93.402 |
93.402 |
93.179 |
| S1 |
92.429 |
92.429 |
93.150 |
91.983 |
| S2 |
91.537 |
91.537 |
92.979 |
|
| S3 |
89.672 |
90.564 |
92.808 |
|
| S4 |
87.807 |
88.699 |
92.295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.980 |
92.510 |
1.470 |
1.6% |
0.740 |
0.8% |
59% |
False |
False |
24,652 |
| 10 |
95.375 |
92.510 |
2.865 |
3.1% |
0.706 |
0.8% |
30% |
False |
False |
22,420 |
| 20 |
97.005 |
92.510 |
4.495 |
4.8% |
0.635 |
0.7% |
19% |
False |
False |
20,035 |
| 40 |
97.810 |
92.510 |
5.300 |
5.7% |
0.651 |
0.7% |
16% |
False |
False |
18,479 |
| 60 |
100.600 |
92.510 |
8.090 |
8.7% |
0.622 |
0.7% |
11% |
False |
False |
12,613 |
| 80 |
100.900 |
92.510 |
8.390 |
9.0% |
0.602 |
0.6% |
10% |
False |
False |
9,472 |
| 100 |
103.980 |
92.510 |
11.470 |
12.3% |
0.703 |
0.8% |
8% |
False |
False |
7,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.365 |
|
2.618 |
95.386 |
|
1.618 |
94.786 |
|
1.000 |
94.415 |
|
0.618 |
94.186 |
|
HIGH |
93.815 |
|
0.618 |
93.586 |
|
0.500 |
93.515 |
|
0.382 |
93.444 |
|
LOW |
93.215 |
|
0.618 |
92.844 |
|
1.000 |
92.615 |
|
1.618 |
92.244 |
|
2.618 |
91.644 |
|
4.250 |
90.665 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.515 |
93.334 |
| PP |
93.469 |
93.289 |
| S1 |
93.424 |
93.245 |
|