ICE US Dollar Index Future September 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
92.170 |
92.265 |
0.095 |
0.1% |
93.215 |
| High |
92.400 |
92.875 |
0.475 |
0.5% |
93.375 |
| Low |
91.725 |
92.235 |
0.510 |
0.6% |
92.180 |
| Close |
92.337 |
92.834 |
0.497 |
0.5% |
92.379 |
| Range |
0.675 |
0.640 |
-0.035 |
-5.2% |
1.195 |
| ATR |
0.654 |
0.653 |
-0.001 |
-0.2% |
0.000 |
| Volume |
33,197 |
24,027 |
-9,170 |
-27.6% |
133,584 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.568 |
94.341 |
93.186 |
|
| R3 |
93.928 |
93.701 |
93.010 |
|
| R2 |
93.288 |
93.288 |
92.951 |
|
| R1 |
93.061 |
93.061 |
92.893 |
93.175 |
| PP |
92.648 |
92.648 |
92.648 |
92.705 |
| S1 |
92.421 |
92.421 |
92.775 |
92.535 |
| S2 |
92.008 |
92.008 |
92.717 |
|
| S3 |
91.368 |
91.781 |
92.658 |
|
| S4 |
90.728 |
91.141 |
92.482 |
|
|
| 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 |
93.350 |
91.725 |
1.625 |
1.8% |
0.740 |
0.8% |
68% |
False |
False |
33,731 |
| 10 |
93.480 |
91.725 |
1.755 |
1.9% |
0.659 |
0.7% |
63% |
False |
False |
26,513 |
| 20 |
93.895 |
91.725 |
2.170 |
2.3% |
0.634 |
0.7% |
51% |
False |
False |
23,278 |
| 40 |
96.960 |
91.725 |
5.235 |
5.6% |
0.635 |
0.7% |
21% |
False |
False |
21,687 |
| 60 |
97.810 |
91.725 |
6.085 |
6.6% |
0.641 |
0.7% |
18% |
False |
False |
20,185 |
| 80 |
100.600 |
91.725 |
8.875 |
9.6% |
0.626 |
0.7% |
12% |
False |
False |
15,530 |
| 100 |
100.900 |
91.725 |
9.175 |
9.9% |
0.606 |
0.7% |
12% |
False |
False |
12,434 |
| 120 |
103.980 |
91.725 |
12.255 |
13.2% |
0.685 |
0.7% |
9% |
False |
False |
10,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.595 |
|
2.618 |
94.551 |
|
1.618 |
93.911 |
|
1.000 |
93.515 |
|
0.618 |
93.271 |
|
HIGH |
92.875 |
|
0.618 |
92.631 |
|
0.500 |
92.555 |
|
0.382 |
92.479 |
|
LOW |
92.235 |
|
0.618 |
91.839 |
|
1.000 |
91.595 |
|
1.618 |
91.199 |
|
2.618 |
90.559 |
|
4.250 |
89.515 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.741 |
92.656 |
| PP |
92.648 |
92.478 |
| S1 |
92.555 |
92.300 |
|