ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
93.190 |
92.895 |
-0.295 |
-0.3% |
93.335 |
| High |
93.630 |
93.045 |
-0.585 |
-0.6% |
93.630 |
| Low |
92.875 |
92.770 |
-0.105 |
-0.1% |
92.770 |
| Close |
92.969 |
92.952 |
-0.017 |
0.0% |
92.952 |
| Range |
0.755 |
0.275 |
-0.480 |
-63.6% |
0.860 |
| ATR |
0.586 |
0.563 |
-0.022 |
-3.8% |
0.000 |
| Volume |
31,138 |
15,652 |
-15,486 |
-49.7% |
124,945 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.747 |
93.625 |
93.103 |
|
| R3 |
93.472 |
93.350 |
93.028 |
|
| R2 |
93.197 |
93.197 |
93.002 |
|
| R1 |
93.075 |
93.075 |
92.977 |
93.136 |
| PP |
92.922 |
92.922 |
92.922 |
92.953 |
| S1 |
92.800 |
92.800 |
92.927 |
92.861 |
| S2 |
92.647 |
92.647 |
92.902 |
|
| S3 |
92.372 |
92.525 |
92.876 |
|
| S4 |
92.097 |
92.250 |
92.801 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.697 |
95.185 |
93.425 |
|
| R3 |
94.837 |
94.325 |
93.189 |
|
| R2 |
93.977 |
93.977 |
93.110 |
|
| R1 |
93.465 |
93.465 |
93.031 |
93.291 |
| PP |
93.117 |
93.117 |
93.117 |
93.031 |
| S1 |
92.605 |
92.605 |
92.873 |
92.431 |
| S2 |
92.257 |
92.257 |
92.794 |
|
| S3 |
91.397 |
91.745 |
92.716 |
|
| S4 |
90.537 |
90.885 |
92.479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.630 |
92.770 |
0.860 |
0.9% |
0.480 |
0.5% |
21% |
False |
True |
24,989 |
| 10 |
93.640 |
92.660 |
0.980 |
1.1% |
0.514 |
0.6% |
30% |
False |
False |
21,939 |
| 20 |
93.640 |
91.750 |
1.890 |
2.0% |
0.570 |
0.6% |
64% |
False |
False |
11,443 |
| 40 |
94.735 |
91.750 |
2.985 |
3.2% |
0.589 |
0.6% |
40% |
False |
False |
5,837 |
| 60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.554 |
0.6% |
20% |
False |
False |
3,918 |
| 80 |
98.329 |
91.750 |
6.579 |
7.1% |
0.548 |
0.6% |
18% |
False |
False |
2,947 |
| 100 |
100.522 |
91.750 |
8.772 |
9.4% |
0.475 |
0.5% |
14% |
False |
False |
2,358 |
| 120 |
100.770 |
91.750 |
9.020 |
9.7% |
0.420 |
0.5% |
13% |
False |
False |
1,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.214 |
|
2.618 |
93.765 |
|
1.618 |
93.490 |
|
1.000 |
93.320 |
|
0.618 |
93.215 |
|
HIGH |
93.045 |
|
0.618 |
92.940 |
|
0.500 |
92.908 |
|
0.382 |
92.875 |
|
LOW |
92.770 |
|
0.618 |
92.600 |
|
1.000 |
92.495 |
|
1.618 |
92.325 |
|
2.618 |
92.050 |
|
4.250 |
91.601 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.937 |
93.200 |
| PP |
92.922 |
93.117 |
| S1 |
92.908 |
93.035 |
|