ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 22-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.005 |
93.585 |
0.580 |
0.6% |
93.335 |
High |
93.815 |
94.120 |
0.305 |
0.3% |
93.630 |
Low |
92.755 |
93.500 |
0.745 |
0.8% |
92.770 |
Close |
93.684 |
94.018 |
0.334 |
0.4% |
92.952 |
Range |
1.060 |
0.620 |
-0.440 |
-41.5% |
0.860 |
ATR |
0.599 |
0.600 |
0.002 |
0.3% |
0.000 |
Volume |
32,237 |
23,402 |
-8,835 |
-27.4% |
124,945 |
|
Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.739 |
95.499 |
94.359 |
|
R3 |
95.119 |
94.879 |
94.189 |
|
R2 |
94.499 |
94.499 |
94.132 |
|
R1 |
94.259 |
94.259 |
94.075 |
94.379 |
PP |
93.879 |
93.879 |
93.879 |
93.940 |
S1 |
93.639 |
93.639 |
93.961 |
93.759 |
S2 |
93.259 |
93.259 |
93.904 |
|
S3 |
92.639 |
93.019 |
93.848 |
|
S4 |
92.019 |
92.399 |
93.677 |
|
|
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 |
94.120 |
92.755 |
1.365 |
1.5% |
0.642 |
0.7% |
93% |
True |
False |
27,587 |
10 |
94.120 |
92.680 |
1.440 |
1.5% |
0.571 |
0.6% |
93% |
True |
False |
25,462 |
20 |
94.120 |
91.750 |
2.370 |
2.5% |
0.584 |
0.6% |
96% |
True |
False |
14,196 |
40 |
94.120 |
91.750 |
2.370 |
2.5% |
0.597 |
0.6% |
96% |
True |
False |
7,217 |
60 |
97.785 |
91.750 |
6.035 |
6.4% |
0.570 |
0.6% |
38% |
False |
False |
4,844 |
80 |
97.905 |
91.750 |
6.155 |
6.5% |
0.562 |
0.6% |
37% |
False |
False |
3,642 |
100 |
100.522 |
91.750 |
8.772 |
9.3% |
0.490 |
0.5% |
26% |
False |
False |
2,914 |
120 |
100.770 |
91.750 |
9.020 |
9.6% |
0.432 |
0.5% |
25% |
False |
False |
2,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.755 |
2.618 |
95.743 |
1.618 |
95.123 |
1.000 |
94.740 |
0.618 |
94.503 |
HIGH |
94.120 |
0.618 |
93.883 |
0.500 |
93.810 |
0.382 |
93.737 |
LOW |
93.500 |
0.618 |
93.117 |
1.000 |
92.880 |
1.618 |
92.497 |
2.618 |
91.877 |
4.250 |
90.865 |
|
|
Fisher Pivots for day following 22-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.949 |
93.825 |
PP |
93.879 |
93.631 |
S1 |
93.810 |
93.438 |
|