ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.255 |
93.365 |
0.110 |
0.1% |
93.055 |
High |
93.445 |
93.400 |
-0.045 |
0.0% |
93.640 |
Low |
92.680 |
93.075 |
0.395 |
0.4% |
92.680 |
Close |
93.316 |
93.338 |
0.022 |
0.0% |
93.338 |
Range |
0.765 |
0.325 |
-0.440 |
-57.5% |
0.960 |
ATR |
0.622 |
0.601 |
-0.021 |
-3.4% |
0.000 |
Volume |
34,051 |
27,441 |
-6,610 |
-19.4% |
88,684 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.246 |
94.117 |
93.517 |
|
R3 |
93.921 |
93.792 |
93.427 |
|
R2 |
93.596 |
93.596 |
93.398 |
|
R1 |
93.467 |
93.467 |
93.368 |
93.369 |
PP |
93.271 |
93.271 |
93.271 |
93.222 |
S1 |
93.142 |
93.142 |
93.308 |
93.044 |
S2 |
92.946 |
92.946 |
93.278 |
|
S3 |
92.621 |
92.817 |
93.249 |
|
S4 |
92.296 |
92.492 |
93.159 |
|
|
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 |
92.660 |
0.980 |
1.0% |
0.548 |
0.6% |
69% |
False |
False |
18,890 |
10 |
93.640 |
91.750 |
1.890 |
2.0% |
0.579 |
0.6% |
84% |
False |
False |
10,161 |
20 |
93.640 |
91.750 |
1.890 |
2.0% |
0.586 |
0.6% |
84% |
False |
False |
5,258 |
40 |
96.270 |
91.750 |
4.520 |
4.8% |
0.600 |
0.6% |
35% |
False |
False |
2,728 |
60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.550 |
0.6% |
26% |
False |
False |
1,837 |
80 |
99.895 |
91.750 |
8.145 |
8.7% |
0.534 |
0.6% |
19% |
False |
False |
1,385 |
100 |
100.710 |
91.750 |
8.960 |
9.6% |
0.462 |
0.5% |
18% |
False |
False |
1,109 |
120 |
100.770 |
91.750 |
9.020 |
9.7% |
0.420 |
0.5% |
18% |
False |
False |
924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.781 |
2.618 |
94.251 |
1.618 |
93.926 |
1.000 |
93.725 |
0.618 |
93.601 |
HIGH |
93.400 |
0.618 |
93.276 |
0.500 |
93.238 |
0.382 |
93.199 |
LOW |
93.075 |
0.618 |
92.874 |
1.000 |
92.750 |
1.618 |
92.549 |
2.618 |
92.224 |
4.250 |
91.694 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.305 |
93.279 |
PP |
93.271 |
93.219 |
S1 |
93.238 |
93.160 |
|