ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 21-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
92.895 |
93.005 |
0.110 |
0.1% |
93.335 |
High |
93.045 |
93.815 |
0.770 |
0.8% |
93.630 |
Low |
92.770 |
92.755 |
-0.015 |
0.0% |
92.770 |
Close |
92.952 |
93.684 |
0.732 |
0.8% |
92.952 |
Range |
0.275 |
1.060 |
0.785 |
285.4% |
0.860 |
ATR |
0.563 |
0.599 |
0.035 |
6.3% |
0.000 |
Volume |
15,652 |
32,237 |
16,585 |
106.0% |
124,945 |
|
Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.598 |
96.201 |
94.267 |
|
R3 |
95.538 |
95.141 |
93.976 |
|
R2 |
94.478 |
94.478 |
93.878 |
|
R1 |
94.081 |
94.081 |
93.781 |
94.280 |
PP |
93.418 |
93.418 |
93.418 |
93.517 |
S1 |
93.021 |
93.021 |
93.587 |
93.220 |
S2 |
92.358 |
92.358 |
93.490 |
|
S3 |
91.298 |
91.961 |
93.393 |
|
S4 |
90.238 |
90.901 |
93.101 |
|
|
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 |
93.815 |
92.755 |
1.060 |
1.1% |
0.597 |
0.6% |
88% |
True |
True |
26,634 |
10 |
93.815 |
92.680 |
1.135 |
1.2% |
0.562 |
0.6% |
88% |
True |
False |
24,586 |
20 |
93.815 |
91.750 |
2.065 |
2.2% |
0.578 |
0.6% |
94% |
True |
False |
13,038 |
40 |
94.295 |
91.750 |
2.545 |
2.7% |
0.603 |
0.6% |
76% |
False |
False |
6,638 |
60 |
97.785 |
91.750 |
6.035 |
6.4% |
0.565 |
0.6% |
32% |
False |
False |
4,455 |
80 |
98.000 |
91.750 |
6.250 |
6.7% |
0.557 |
0.6% |
31% |
False |
False |
3,350 |
100 |
100.522 |
91.750 |
8.772 |
9.4% |
0.484 |
0.5% |
22% |
False |
False |
2,680 |
120 |
100.770 |
91.750 |
9.020 |
9.6% |
0.427 |
0.5% |
21% |
False |
False |
2,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.320 |
2.618 |
96.590 |
1.618 |
95.530 |
1.000 |
94.875 |
0.618 |
94.470 |
HIGH |
93.815 |
0.618 |
93.410 |
0.500 |
93.285 |
0.382 |
93.160 |
LOW |
92.755 |
0.618 |
92.100 |
1.000 |
91.695 |
1.618 |
91.040 |
2.618 |
89.980 |
4.250 |
88.250 |
|
|
Fisher Pivots for day following 21-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.551 |
93.551 |
PP |
93.418 |
93.418 |
S1 |
93.285 |
93.285 |
|