ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
93.020 |
92.835 |
-0.185 |
-0.2% |
93.035 |
| High |
93.375 |
93.350 |
-0.025 |
0.0% |
93.480 |
| Low |
92.835 |
92.385 |
-0.450 |
-0.5% |
92.110 |
| Close |
92.996 |
92.991 |
-0.005 |
0.0% |
93.240 |
| Range |
0.540 |
0.965 |
0.425 |
78.7% |
1.370 |
| ATR |
0.620 |
0.645 |
0.025 |
4.0% |
0.000 |
| Volume |
18,757 |
46,978 |
28,221 |
150.5% |
100,995 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.804 |
95.362 |
93.522 |
|
| R3 |
94.839 |
94.397 |
93.256 |
|
| R2 |
93.874 |
93.874 |
93.168 |
|
| R1 |
93.432 |
93.432 |
93.079 |
93.653 |
| PP |
92.909 |
92.909 |
92.909 |
93.019 |
| S1 |
92.467 |
92.467 |
92.903 |
92.688 |
| S2 |
91.944 |
91.944 |
92.814 |
|
| S3 |
90.979 |
91.502 |
92.726 |
|
| S4 |
90.014 |
90.537 |
92.460 |
|
|
| 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 |
92.385 |
1.095 |
1.2% |
0.664 |
0.7% |
55% |
False |
True |
24,750 |
| 10 |
93.480 |
92.110 |
1.370 |
1.5% |
0.627 |
0.7% |
64% |
False |
False |
21,459 |
| 20 |
93.980 |
92.110 |
1.870 |
2.0% |
0.647 |
0.7% |
47% |
False |
False |
21,779 |
| 40 |
97.350 |
92.110 |
5.240 |
5.6% |
0.620 |
0.7% |
17% |
False |
False |
20,158 |
| 60 |
97.810 |
92.110 |
5.700 |
6.1% |
0.643 |
0.7% |
15% |
False |
False |
18,611 |
| 80 |
100.600 |
92.110 |
8.490 |
9.1% |
0.621 |
0.7% |
10% |
False |
False |
14,013 |
| 100 |
100.900 |
92.110 |
8.790 |
9.5% |
0.606 |
0.7% |
10% |
False |
False |
11,219 |
| 120 |
103.980 |
92.110 |
11.870 |
12.8% |
0.704 |
0.8% |
7% |
False |
False |
9,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.451 |
|
2.618 |
95.876 |
|
1.618 |
94.911 |
|
1.000 |
94.315 |
|
0.618 |
93.946 |
|
HIGH |
93.350 |
|
0.618 |
92.981 |
|
0.500 |
92.868 |
|
0.382 |
92.754 |
|
LOW |
92.385 |
|
0.618 |
91.789 |
|
1.000 |
91.420 |
|
1.618 |
90.824 |
|
2.618 |
89.859 |
|
4.250 |
88.284 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.950 |
92.954 |
| PP |
92.909 |
92.917 |
| S1 |
92.868 |
92.880 |
|