ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
92.820 |
92.210 |
-0.610 |
-0.7% |
93.415 |
| High |
92.820 |
93.065 |
0.245 |
0.3% |
93.895 |
| Low |
92.110 |
92.145 |
0.035 |
0.0% |
92.905 |
| Close |
92.259 |
92.880 |
0.621 |
0.7% |
93.085 |
| Range |
0.710 |
0.920 |
0.210 |
29.6% |
0.990 |
| ATR |
0.621 |
0.643 |
0.021 |
3.4% |
0.000 |
| Volume |
21,709 |
21,584 |
-125 |
-0.6% |
94,505 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.457 |
95.088 |
93.386 |
|
| R3 |
94.537 |
94.168 |
93.133 |
|
| R2 |
93.617 |
93.617 |
93.049 |
|
| R1 |
93.248 |
93.248 |
92.964 |
93.433 |
| PP |
92.697 |
92.697 |
92.697 |
92.789 |
| S1 |
92.328 |
92.328 |
92.796 |
92.513 |
| S2 |
91.777 |
91.777 |
92.711 |
|
| S3 |
90.857 |
91.408 |
92.627 |
|
| S4 |
89.937 |
90.488 |
92.374 |
|
|
| 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 |
93.410 |
92.110 |
1.300 |
1.4% |
0.579 |
0.6% |
59% |
False |
False |
18,085 |
| 10 |
93.895 |
92.110 |
1.785 |
1.9% |
0.608 |
0.7% |
43% |
False |
False |
20,043 |
| 20 |
95.150 |
92.110 |
3.040 |
3.3% |
0.662 |
0.7% |
25% |
False |
False |
21,354 |
| 40 |
97.810 |
92.110 |
5.700 |
6.1% |
0.603 |
0.6% |
14% |
False |
False |
18,879 |
| 60 |
99.035 |
92.110 |
6.925 |
7.5% |
0.642 |
0.7% |
11% |
False |
False |
16,273 |
| 80 |
100.600 |
92.110 |
8.490 |
9.1% |
0.611 |
0.7% |
9% |
False |
False |
12,224 |
| 100 |
101.015 |
92.110 |
8.905 |
9.6% |
0.607 |
0.7% |
9% |
False |
False |
9,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.975 |
|
2.618 |
95.474 |
|
1.618 |
94.554 |
|
1.000 |
93.985 |
|
0.618 |
93.634 |
|
HIGH |
93.065 |
|
0.618 |
92.714 |
|
0.500 |
92.605 |
|
0.382 |
92.496 |
|
LOW |
92.145 |
|
0.618 |
91.576 |
|
1.000 |
91.225 |
|
1.618 |
90.656 |
|
2.618 |
89.736 |
|
4.250 |
88.235 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.788 |
92.791 |
| PP |
92.697 |
92.702 |
| S1 |
92.605 |
92.613 |
|