ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
92.975 |
92.690 |
-0.285 |
-0.3% |
93.035 |
| High |
93.245 |
93.480 |
0.235 |
0.3% |
93.480 |
| Low |
92.710 |
92.565 |
-0.145 |
-0.2% |
92.110 |
| Close |
92.778 |
93.240 |
0.462 |
0.5% |
93.240 |
| Range |
0.535 |
0.915 |
0.380 |
71.0% |
1.370 |
| ATR |
0.635 |
0.655 |
0.020 |
3.1% |
0.000 |
| Volume |
19,706 |
25,532 |
5,826 |
29.6% |
100,995 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.840 |
95.455 |
93.743 |
|
| R3 |
94.925 |
94.540 |
93.492 |
|
| R2 |
94.010 |
94.010 |
93.408 |
|
| R1 |
93.625 |
93.625 |
93.324 |
93.818 |
| PP |
93.095 |
93.095 |
93.095 |
93.191 |
| S1 |
92.710 |
92.710 |
93.156 |
92.903 |
| S2 |
92.180 |
92.180 |
93.072 |
|
| S3 |
91.265 |
91.795 |
92.988 |
|
| S4 |
90.350 |
90.880 |
92.737 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.053 |
96.517 |
93.994 |
|
| R3 |
95.683 |
95.147 |
93.617 |
|
| R2 |
94.313 |
94.313 |
93.491 |
|
| R1 |
93.777 |
93.777 |
93.366 |
94.045 |
| PP |
92.943 |
92.943 |
92.943 |
93.078 |
| S1 |
92.407 |
92.407 |
93.114 |
92.675 |
| S2 |
91.573 |
91.573 |
92.989 |
|
| S3 |
90.203 |
91.037 |
92.863 |
|
| S4 |
88.833 |
89.667 |
92.487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.480 |
92.110 |
1.370 |
1.5% |
0.689 |
0.7% |
82% |
True |
False |
20,199 |
| 10 |
93.895 |
92.110 |
1.785 |
1.9% |
0.604 |
0.6% |
63% |
False |
False |
19,550 |
| 20 |
94.375 |
92.110 |
2.265 |
2.4% |
0.670 |
0.7% |
50% |
False |
False |
21,810 |
| 40 |
97.810 |
92.110 |
5.700 |
6.1% |
0.618 |
0.7% |
20% |
False |
False |
19,338 |
| 60 |
98.290 |
92.110 |
6.180 |
6.6% |
0.645 |
0.7% |
18% |
False |
False |
17,014 |
| 80 |
100.600 |
92.110 |
8.490 |
9.1% |
0.615 |
0.7% |
13% |
False |
False |
12,788 |
| 100 |
101.015 |
92.110 |
8.905 |
9.6% |
0.606 |
0.7% |
13% |
False |
False |
10,239 |
| 120 |
103.980 |
92.110 |
11.870 |
12.7% |
0.697 |
0.7% |
10% |
False |
False |
8,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.369 |
|
2.618 |
95.875 |
|
1.618 |
94.960 |
|
1.000 |
94.395 |
|
0.618 |
94.045 |
|
HIGH |
93.480 |
|
0.618 |
93.130 |
|
0.500 |
93.023 |
|
0.382 |
92.915 |
|
LOW |
92.565 |
|
0.618 |
92.000 |
|
1.000 |
91.650 |
|
1.618 |
91.085 |
|
2.618 |
90.170 |
|
4.250 |
88.676 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.168 |
93.098 |
| PP |
93.095 |
92.955 |
| S1 |
93.023 |
92.813 |
|