ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
92.300 |
92.170 |
-0.130 |
-0.1% |
93.215 |
| High |
92.490 |
92.400 |
-0.090 |
-0.1% |
93.375 |
| Low |
91.990 |
91.725 |
-0.265 |
-0.3% |
92.180 |
| Close |
92.131 |
92.337 |
0.206 |
0.2% |
92.379 |
| Range |
0.500 |
0.675 |
0.175 |
35.0% |
1.195 |
| ATR |
0.653 |
0.654 |
0.002 |
0.2% |
0.000 |
| Volume |
29,089 |
33,197 |
4,108 |
14.1% |
133,584 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.179 |
93.933 |
92.708 |
|
| R3 |
93.504 |
93.258 |
92.523 |
|
| R2 |
92.829 |
92.829 |
92.461 |
|
| R1 |
92.583 |
92.583 |
92.399 |
92.706 |
| PP |
92.154 |
92.154 |
92.154 |
92.216 |
| S1 |
91.908 |
91.908 |
92.275 |
92.031 |
| S2 |
91.479 |
91.479 |
92.213 |
|
| S3 |
90.804 |
91.233 |
92.151 |
|
| S4 |
90.129 |
90.558 |
91.966 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.230 |
95.499 |
93.036 |
|
| R3 |
95.035 |
94.304 |
92.708 |
|
| R2 |
93.840 |
93.840 |
92.598 |
|
| R1 |
93.109 |
93.109 |
92.489 |
92.877 |
| PP |
92.645 |
92.645 |
92.645 |
92.529 |
| S1 |
91.914 |
91.914 |
92.269 |
91.682 |
| S2 |
91.450 |
91.450 |
92.160 |
|
| S3 |
90.255 |
90.719 |
92.050 |
|
| S4 |
89.060 |
89.524 |
91.722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.375 |
91.725 |
1.650 |
1.8% |
0.720 |
0.8% |
37% |
False |
True |
32,677 |
| 10 |
93.480 |
91.725 |
1.755 |
1.9% |
0.687 |
0.7% |
35% |
False |
True |
26,269 |
| 20 |
93.895 |
91.725 |
2.170 |
2.4% |
0.637 |
0.7% |
28% |
False |
True |
23,083 |
| 40 |
97.005 |
91.725 |
5.280 |
5.7% |
0.636 |
0.7% |
12% |
False |
True |
21,559 |
| 60 |
97.810 |
91.725 |
6.085 |
6.6% |
0.646 |
0.7% |
10% |
False |
True |
20,014 |
| 80 |
100.600 |
91.725 |
8.875 |
9.6% |
0.625 |
0.7% |
7% |
False |
True |
15,230 |
| 100 |
100.900 |
91.725 |
9.175 |
9.9% |
0.609 |
0.7% |
7% |
False |
True |
12,194 |
| 120 |
103.980 |
91.725 |
12.255 |
13.3% |
0.692 |
0.7% |
5% |
False |
True |
10,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.269 |
|
2.618 |
94.167 |
|
1.618 |
93.492 |
|
1.000 |
93.075 |
|
0.618 |
92.817 |
|
HIGH |
92.400 |
|
0.618 |
92.142 |
|
0.500 |
92.063 |
|
0.382 |
91.983 |
|
LOW |
91.725 |
|
0.618 |
91.308 |
|
1.000 |
91.050 |
|
1.618 |
90.633 |
|
2.618 |
89.958 |
|
4.250 |
88.856 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.246 |
92.413 |
| PP |
92.154 |
92.387 |
| S1 |
92.063 |
92.362 |
|