ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
93.035 |
92.820 |
-0.215 |
-0.2% |
93.415 |
| High |
93.115 |
92.820 |
-0.295 |
-0.3% |
93.895 |
| Low |
92.750 |
92.110 |
-0.640 |
-0.7% |
92.905 |
| Close |
92.847 |
92.259 |
-0.588 |
-0.6% |
93.085 |
| Range |
0.365 |
0.710 |
0.345 |
94.5% |
0.990 |
| ATR |
0.613 |
0.621 |
0.009 |
1.5% |
0.000 |
| Volume |
12,464 |
21,709 |
9,245 |
74.2% |
94,505 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.526 |
94.103 |
92.650 |
|
| R3 |
93.816 |
93.393 |
92.454 |
|
| R2 |
93.106 |
93.106 |
92.389 |
|
| R1 |
92.683 |
92.683 |
92.324 |
92.540 |
| PP |
92.396 |
92.396 |
92.396 |
92.325 |
| S1 |
91.973 |
91.973 |
92.194 |
91.830 |
| S2 |
91.686 |
91.686 |
92.129 |
|
| S3 |
90.976 |
91.263 |
92.064 |
|
| S4 |
90.266 |
90.553 |
91.869 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.265 |
95.665 |
93.630 |
|
| R3 |
95.275 |
94.675 |
93.357 |
|
| R2 |
94.285 |
94.285 |
93.267 |
|
| R1 |
93.685 |
93.685 |
93.176 |
93.490 |
| PP |
93.295 |
93.295 |
93.295 |
93.198 |
| S1 |
92.695 |
92.695 |
92.994 |
92.500 |
| S2 |
92.305 |
92.305 |
92.904 |
|
| S3 |
91.315 |
91.705 |
92.813 |
|
| S4 |
90.325 |
90.715 |
92.541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.895 |
92.110 |
1.785 |
1.9% |
0.532 |
0.6% |
8% |
False |
True |
17,886 |
| 10 |
93.895 |
92.110 |
1.785 |
1.9% |
0.586 |
0.6% |
8% |
False |
True |
19,897 |
| 20 |
95.375 |
92.110 |
3.265 |
3.5% |
0.646 |
0.7% |
5% |
False |
True |
21,159 |
| 40 |
97.810 |
92.110 |
5.700 |
6.2% |
0.598 |
0.6% |
3% |
False |
True |
18,797 |
| 60 |
99.310 |
92.110 |
7.200 |
7.8% |
0.637 |
0.7% |
2% |
False |
True |
15,916 |
| 80 |
100.600 |
92.110 |
8.490 |
9.2% |
0.605 |
0.7% |
2% |
False |
True |
11,954 |
| 100 |
101.015 |
92.110 |
8.905 |
9.7% |
0.607 |
0.7% |
2% |
False |
True |
9,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.838 |
|
2.618 |
94.679 |
|
1.618 |
93.969 |
|
1.000 |
93.530 |
|
0.618 |
93.259 |
|
HIGH |
92.820 |
|
0.618 |
92.549 |
|
0.500 |
92.465 |
|
0.382 |
92.381 |
|
LOW |
92.110 |
|
0.618 |
91.671 |
|
1.000 |
91.400 |
|
1.618 |
90.961 |
|
2.618 |
90.251 |
|
4.250 |
89.093 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.465 |
92.760 |
| PP |
92.396 |
92.593 |
| S1 |
92.328 |
92.426 |
|