ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 14-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.365 |
93.335 |
-0.030 |
0.0% |
93.055 |
High |
93.400 |
93.340 |
-0.060 |
-0.1% |
93.640 |
Low |
93.075 |
92.865 |
-0.210 |
-0.2% |
92.680 |
Close |
93.338 |
93.060 |
-0.278 |
-0.3% |
93.338 |
Range |
0.325 |
0.475 |
0.150 |
46.2% |
0.960 |
ATR |
0.601 |
0.592 |
-0.009 |
-1.5% |
0.000 |
Volume |
27,441 |
24,009 |
-3,432 |
-12.5% |
88,684 |
|
Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.513 |
94.262 |
93.321 |
|
R3 |
94.038 |
93.787 |
93.191 |
|
R2 |
93.563 |
93.563 |
93.147 |
|
R1 |
93.312 |
93.312 |
93.104 |
93.200 |
PP |
93.088 |
93.088 |
93.088 |
93.033 |
S1 |
92.837 |
92.837 |
93.016 |
92.725 |
S2 |
92.613 |
92.613 |
92.973 |
|
S3 |
92.138 |
92.362 |
92.929 |
|
S4 |
91.663 |
91.887 |
92.799 |
|
|
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% |
0.526 |
0.6% |
40% |
False |
False |
22,538 |
10 |
93.640 |
91.750 |
1.890 |
2.0% |
0.536 |
0.6% |
69% |
False |
False |
12,468 |
20 |
93.640 |
91.750 |
1.890 |
2.0% |
0.593 |
0.6% |
69% |
False |
False |
6,454 |
40 |
96.115 |
91.750 |
4.365 |
4.7% |
0.601 |
0.6% |
30% |
False |
False |
3,327 |
60 |
97.785 |
91.750 |
6.035 |
6.5% |
0.551 |
0.6% |
22% |
False |
False |
2,237 |
80 |
99.895 |
91.750 |
8.145 |
8.8% |
0.539 |
0.6% |
16% |
False |
False |
1,685 |
100 |
100.522 |
91.750 |
8.772 |
9.4% |
0.463 |
0.5% |
15% |
False |
False |
1,349 |
120 |
100.770 |
91.750 |
9.020 |
9.7% |
0.420 |
0.5% |
15% |
False |
False |
1,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.359 |
2.618 |
94.584 |
1.618 |
94.109 |
1.000 |
93.815 |
0.618 |
93.634 |
HIGH |
93.340 |
0.618 |
93.159 |
0.500 |
93.103 |
0.382 |
93.046 |
LOW |
92.865 |
0.618 |
92.571 |
1.000 |
92.390 |
1.618 |
92.096 |
2.618 |
91.621 |
4.250 |
90.846 |
|
|
Fisher Pivots for day following 14-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.103 |
93.063 |
PP |
93.088 |
93.062 |
S1 |
93.074 |
93.061 |
|