ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
92.785 |
93.415 |
0.630 |
0.7% |
93.390 |
| High |
93.625 |
93.685 |
0.060 |
0.1% |
93.980 |
| Low |
92.740 |
93.275 |
0.535 |
0.6% |
92.475 |
| Close |
93.412 |
93.569 |
0.157 |
0.2% |
93.412 |
| Range |
0.885 |
0.410 |
-0.475 |
-53.7% |
1.505 |
| ATR |
0.682 |
0.662 |
-0.019 |
-2.8% |
0.000 |
| Volume |
25,839 |
15,751 |
-10,088 |
-39.0% |
113,292 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.740 |
94.564 |
93.795 |
|
| R3 |
94.330 |
94.154 |
93.682 |
|
| R2 |
93.920 |
93.920 |
93.644 |
|
| R1 |
93.744 |
93.744 |
93.607 |
93.832 |
| PP |
93.510 |
93.510 |
93.510 |
93.554 |
| S1 |
93.334 |
93.334 |
93.531 |
93.422 |
| S2 |
93.100 |
93.100 |
93.494 |
|
| S3 |
92.690 |
92.924 |
93.456 |
|
| S4 |
92.280 |
92.514 |
93.344 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.804 |
97.113 |
94.240 |
|
| R3 |
96.299 |
95.608 |
93.826 |
|
| R2 |
94.794 |
94.794 |
93.688 |
|
| R1 |
94.103 |
94.103 |
93.550 |
94.449 |
| PP |
93.289 |
93.289 |
93.289 |
93.462 |
| S1 |
92.598 |
92.598 |
93.274 |
92.944 |
| S2 |
91.784 |
91.784 |
93.136 |
|
| S3 |
90.279 |
91.093 |
92.998 |
|
| S4 |
88.774 |
89.588 |
92.584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.815 |
92.475 |
1.340 |
1.4% |
0.641 |
0.7% |
82% |
False |
False |
20,811 |
| 10 |
93.980 |
92.475 |
1.505 |
1.6% |
0.682 |
0.7% |
73% |
False |
False |
23,289 |
| 20 |
96.670 |
92.475 |
4.195 |
4.5% |
0.652 |
0.7% |
26% |
False |
False |
20,525 |
| 40 |
97.810 |
92.475 |
5.335 |
5.7% |
0.624 |
0.7% |
21% |
False |
False |
18,597 |
| 60 |
99.885 |
92.475 |
7.410 |
7.9% |
0.629 |
0.7% |
15% |
False |
False |
14,044 |
| 80 |
100.900 |
92.475 |
8.425 |
9.0% |
0.605 |
0.6% |
13% |
False |
False |
10,546 |
| 100 |
103.970 |
92.475 |
11.495 |
12.3% |
0.649 |
0.7% |
10% |
False |
False |
8,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.428 |
|
2.618 |
94.758 |
|
1.618 |
94.348 |
|
1.000 |
94.095 |
|
0.618 |
93.938 |
|
HIGH |
93.685 |
|
0.618 |
93.528 |
|
0.500 |
93.480 |
|
0.382 |
93.432 |
|
LOW |
93.275 |
|
0.618 |
93.022 |
|
1.000 |
92.865 |
|
1.618 |
92.612 |
|
2.618 |
92.202 |
|
4.250 |
91.533 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.539 |
93.406 |
| PP |
93.510 |
93.243 |
| S1 |
93.480 |
93.080 |
|