ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 23-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
93.585 |
94.030 |
0.445 |
0.5% |
93.335 |
High |
94.120 |
94.495 |
0.375 |
0.4% |
93.630 |
Low |
93.500 |
93.965 |
0.465 |
0.5% |
92.770 |
Close |
94.018 |
94.443 |
0.425 |
0.5% |
92.952 |
Range |
0.620 |
0.530 |
-0.090 |
-14.5% |
0.860 |
ATR |
0.600 |
0.595 |
-0.005 |
-0.8% |
0.000 |
Volume |
23,402 |
30,722 |
7,320 |
31.3% |
124,945 |
|
Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.891 |
95.697 |
94.735 |
|
R3 |
95.361 |
95.167 |
94.589 |
|
R2 |
94.831 |
94.831 |
94.540 |
|
R1 |
94.637 |
94.637 |
94.492 |
94.734 |
PP |
94.301 |
94.301 |
94.301 |
94.350 |
S1 |
94.107 |
94.107 |
94.394 |
94.204 |
S2 |
93.771 |
93.771 |
94.346 |
|
S3 |
93.241 |
93.577 |
94.297 |
|
S4 |
92.711 |
93.047 |
94.152 |
|
|
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 |
94.495 |
92.755 |
1.740 |
1.8% |
0.648 |
0.7% |
97% |
True |
False |
26,630 |
10 |
94.495 |
92.680 |
1.815 |
1.9% |
0.570 |
0.6% |
97% |
True |
False |
27,279 |
20 |
94.495 |
91.750 |
2.745 |
2.9% |
0.590 |
0.6% |
98% |
True |
False |
15,714 |
40 |
94.495 |
91.750 |
2.745 |
2.9% |
0.599 |
0.6% |
98% |
True |
False |
7,980 |
60 |
97.580 |
91.750 |
5.830 |
6.2% |
0.570 |
0.6% |
46% |
False |
False |
5,355 |
80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.562 |
0.6% |
45% |
False |
False |
4,026 |
100 |
100.522 |
91.750 |
8.772 |
9.3% |
0.493 |
0.5% |
31% |
False |
False |
3,222 |
120 |
100.710 |
91.750 |
8.960 |
9.5% |
0.436 |
0.5% |
30% |
False |
False |
2,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.748 |
2.618 |
95.883 |
1.618 |
95.353 |
1.000 |
95.025 |
0.618 |
94.823 |
HIGH |
94.495 |
0.618 |
94.293 |
0.500 |
94.230 |
0.382 |
94.167 |
LOW |
93.965 |
0.618 |
93.637 |
1.000 |
93.435 |
1.618 |
93.107 |
2.618 |
92.577 |
4.250 |
91.713 |
|
|
Fisher Pivots for day following 23-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
94.372 |
94.170 |
PP |
94.301 |
93.898 |
S1 |
94.230 |
93.625 |
|