ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 28-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
94.345 |
94.630 |
0.285 |
0.3% |
93.005 |
High |
94.795 |
94.670 |
-0.125 |
-0.1% |
94.795 |
Low |
94.225 |
94.175 |
-0.050 |
-0.1% |
92.755 |
Close |
94.682 |
94.302 |
-0.380 |
-0.4% |
94.682 |
Range |
0.570 |
0.495 |
-0.075 |
-13.2% |
2.040 |
ATR |
0.583 |
0.577 |
-0.005 |
-0.9% |
0.000 |
Volume |
18,880 |
20,236 |
1,356 |
7.2% |
129,191 |
|
Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.867 |
95.580 |
94.574 |
|
R3 |
95.372 |
95.085 |
94.438 |
|
R2 |
94.877 |
94.877 |
94.393 |
|
R1 |
94.590 |
94.590 |
94.347 |
94.486 |
PP |
94.382 |
94.382 |
94.382 |
94.331 |
S1 |
94.095 |
94.095 |
94.257 |
93.991 |
S2 |
93.887 |
93.887 |
94.211 |
|
S3 |
93.392 |
93.600 |
94.166 |
|
S4 |
92.897 |
93.105 |
94.030 |
|
|
Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.197 |
99.480 |
95.804 |
|
R3 |
98.157 |
97.440 |
95.243 |
|
R2 |
96.117 |
96.117 |
95.056 |
|
R1 |
95.400 |
95.400 |
94.869 |
95.759 |
PP |
94.077 |
94.077 |
94.077 |
94.257 |
S1 |
93.360 |
93.360 |
94.495 |
93.719 |
S2 |
92.037 |
92.037 |
94.308 |
|
S3 |
89.997 |
91.320 |
94.121 |
|
S4 |
87.957 |
89.280 |
93.560 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.795 |
93.500 |
1.295 |
1.4% |
0.529 |
0.6% |
62% |
False |
False |
23,438 |
10 |
94.795 |
92.755 |
2.040 |
2.2% |
0.563 |
0.6% |
76% |
False |
False |
25,036 |
20 |
94.795 |
91.750 |
3.045 |
3.2% |
0.550 |
0.6% |
84% |
False |
False |
18,752 |
40 |
94.795 |
91.750 |
3.045 |
3.2% |
0.578 |
0.6% |
84% |
False |
False |
9,532 |
60 |
97.150 |
91.750 |
5.400 |
5.7% |
0.574 |
0.6% |
47% |
False |
False |
6,403 |
80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.560 |
0.6% |
42% |
False |
False |
4,813 |
100 |
100.522 |
91.750 |
8.772 |
9.3% |
0.505 |
0.5% |
29% |
False |
False |
3,852 |
120 |
100.710 |
91.750 |
8.960 |
9.5% |
0.445 |
0.5% |
28% |
False |
False |
3,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.774 |
2.618 |
95.966 |
1.618 |
95.471 |
1.000 |
95.165 |
0.618 |
94.976 |
HIGH |
94.670 |
0.618 |
94.481 |
0.500 |
94.423 |
0.382 |
94.364 |
LOW |
94.175 |
0.618 |
93.869 |
1.000 |
93.680 |
1.618 |
93.374 |
2.618 |
92.879 |
4.250 |
92.071 |
|
|
Fisher Pivots for day following 28-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
94.423 |
94.485 |
PP |
94.382 |
94.424 |
S1 |
94.342 |
94.363 |
|