ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
93.335 |
93.070 |
-0.265 |
-0.3% |
93.055 |
| High |
93.340 |
93.185 |
-0.155 |
-0.2% |
93.640 |
| Low |
92.865 |
92.790 |
-0.075 |
-0.1% |
92.680 |
| Close |
93.060 |
93.085 |
0.025 |
0.0% |
93.338 |
| Range |
0.475 |
0.395 |
-0.080 |
-16.8% |
0.960 |
| ATR |
0.592 |
0.578 |
-0.014 |
-2.4% |
0.000 |
| Volume |
24,009 |
18,636 |
-5,373 |
-22.4% |
88,684 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.205 |
94.040 |
93.302 |
|
| R3 |
93.810 |
93.645 |
93.194 |
|
| R2 |
93.415 |
93.415 |
93.157 |
|
| R1 |
93.250 |
93.250 |
93.121 |
93.333 |
| PP |
93.020 |
93.020 |
93.020 |
93.061 |
| S1 |
92.855 |
92.855 |
93.049 |
92.938 |
| S2 |
92.625 |
92.625 |
93.013 |
|
| S3 |
92.230 |
92.460 |
92.976 |
|
| S4 |
91.835 |
92.065 |
92.868 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.099 |
95.679 |
93.866 |
|
| R3 |
95.139 |
94.719 |
93.602 |
|
| R2 |
94.179 |
94.179 |
93.514 |
|
| R1 |
93.759 |
93.759 |
93.426 |
93.969 |
| PP |
93.219 |
93.219 |
93.219 |
93.325 |
| S1 |
92.799 |
92.799 |
93.250 |
93.009 |
| S2 |
92.259 |
92.259 |
93.162 |
|
| S3 |
91.299 |
91.839 |
93.074 |
|
| S4 |
90.339 |
90.879 |
92.810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.640 |
92.680 |
0.960 |
1.0% |
0.500 |
0.5% |
42% |
False |
False |
23,337 |
| 10 |
93.640 |
91.750 |
1.890 |
2.0% |
0.526 |
0.6% |
71% |
False |
False |
14,201 |
| 20 |
93.640 |
91.750 |
1.890 |
2.0% |
0.596 |
0.6% |
71% |
False |
False |
7,372 |
| 40 |
95.790 |
91.750 |
4.040 |
4.3% |
0.600 |
0.6% |
33% |
False |
False |
3,791 |
| 60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.547 |
0.6% |
22% |
False |
False |
2,547 |
| 80 |
99.650 |
91.750 |
7.900 |
8.5% |
0.543 |
0.6% |
17% |
False |
False |
1,918 |
| 100 |
100.522 |
91.750 |
8.772 |
9.4% |
0.467 |
0.5% |
15% |
False |
False |
1,535 |
| 120 |
100.770 |
91.750 |
9.020 |
9.7% |
0.419 |
0.5% |
15% |
False |
False |
1,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.864 |
|
2.618 |
94.219 |
|
1.618 |
93.824 |
|
1.000 |
93.580 |
|
0.618 |
93.429 |
|
HIGH |
93.185 |
|
0.618 |
93.034 |
|
0.500 |
92.988 |
|
0.382 |
92.941 |
|
LOW |
92.790 |
|
0.618 |
92.546 |
|
1.000 |
92.395 |
|
1.618 |
92.151 |
|
2.618 |
91.756 |
|
4.250 |
91.111 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.053 |
93.095 |
| PP |
93.020 |
93.092 |
| S1 |
92.988 |
93.088 |
|