ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 24-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
94.030 |
94.440 |
0.410 |
0.4% |
93.335 |
High |
94.495 |
94.655 |
0.160 |
0.2% |
93.630 |
Low |
93.965 |
94.225 |
0.260 |
0.3% |
92.770 |
Close |
94.443 |
94.394 |
-0.049 |
-0.1% |
92.952 |
Range |
0.530 |
0.430 |
-0.100 |
-18.9% |
0.860 |
ATR |
0.595 |
0.583 |
-0.012 |
-2.0% |
0.000 |
Volume |
30,722 |
23,950 |
-6,772 |
-22.0% |
124,945 |
|
Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.715 |
95.484 |
94.631 |
|
R3 |
95.285 |
95.054 |
94.512 |
|
R2 |
94.855 |
94.855 |
94.473 |
|
R1 |
94.624 |
94.624 |
94.433 |
94.525 |
PP |
94.425 |
94.425 |
94.425 |
94.375 |
S1 |
94.194 |
94.194 |
94.355 |
94.095 |
S2 |
93.995 |
93.995 |
94.315 |
|
S3 |
93.565 |
93.764 |
94.276 |
|
S4 |
93.135 |
93.334 |
94.158 |
|
|
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 |
94.655 |
92.755 |
1.900 |
2.0% |
0.583 |
0.6% |
86% |
True |
False |
25,192 |
10 |
94.655 |
92.755 |
1.900 |
2.0% |
0.537 |
0.6% |
86% |
True |
False |
26,269 |
20 |
94.655 |
91.750 |
2.905 |
3.1% |
0.587 |
0.6% |
91% |
True |
False |
16,871 |
40 |
94.655 |
91.750 |
2.905 |
3.1% |
0.594 |
0.6% |
91% |
True |
False |
8,574 |
60 |
97.320 |
91.750 |
5.570 |
5.9% |
0.568 |
0.6% |
47% |
False |
False |
5,753 |
80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.565 |
0.6% |
44% |
False |
False |
4,325 |
100 |
100.522 |
91.750 |
8.772 |
9.3% |
0.497 |
0.5% |
30% |
False |
False |
3,461 |
120 |
100.710 |
91.750 |
8.960 |
9.5% |
0.440 |
0.5% |
30% |
False |
False |
2,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.483 |
2.618 |
95.781 |
1.618 |
95.351 |
1.000 |
95.085 |
0.618 |
94.921 |
HIGH |
94.655 |
0.618 |
94.491 |
0.500 |
94.440 |
0.382 |
94.389 |
LOW |
94.225 |
0.618 |
93.959 |
1.000 |
93.795 |
1.618 |
93.529 |
2.618 |
93.099 |
4.250 |
92.398 |
|
|
Fisher Pivots for day following 24-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
94.440 |
94.289 |
PP |
94.425 |
94.183 |
S1 |
94.409 |
94.078 |
|