ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 30-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
94.205 |
93.900 |
-0.305 |
-0.3% |
93.005 |
High |
94.350 |
94.250 |
-0.100 |
-0.1% |
94.795 |
Low |
93.860 |
93.700 |
-0.160 |
-0.2% |
92.755 |
Close |
93.927 |
93.927 |
0.000 |
0.0% |
94.682 |
Range |
0.490 |
0.550 |
0.060 |
12.2% |
2.040 |
ATR |
0.571 |
0.569 |
-0.001 |
-0.3% |
0.000 |
Volume |
17,392 |
20,007 |
2,615 |
15.0% |
129,191 |
|
Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.609 |
95.318 |
94.230 |
|
R3 |
95.059 |
94.768 |
94.078 |
|
R2 |
94.509 |
94.509 |
94.028 |
|
R1 |
94.218 |
94.218 |
93.977 |
94.364 |
PP |
93.959 |
93.959 |
93.959 |
94.032 |
S1 |
93.668 |
93.668 |
93.877 |
93.814 |
S2 |
93.409 |
93.409 |
93.826 |
|
S3 |
92.859 |
93.118 |
93.776 |
|
S4 |
92.309 |
92.568 |
93.625 |
|
|
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 |
93.700 |
1.095 |
1.2% |
0.507 |
0.5% |
21% |
False |
True |
20,093 |
10 |
94.795 |
92.755 |
2.040 |
2.2% |
0.578 |
0.6% |
57% |
False |
False |
23,361 |
20 |
94.795 |
92.265 |
2.530 |
2.7% |
0.544 |
0.6% |
66% |
False |
False |
20,501 |
40 |
94.795 |
91.750 |
3.045 |
3.2% |
0.574 |
0.6% |
71% |
False |
False |
10,458 |
60 |
96.960 |
91.750 |
5.210 |
5.5% |
0.572 |
0.6% |
42% |
False |
False |
7,024 |
80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.559 |
0.6% |
36% |
False |
False |
5,281 |
100 |
100.522 |
91.750 |
8.772 |
9.3% |
0.509 |
0.5% |
25% |
False |
False |
4,226 |
120 |
100.710 |
91.750 |
8.960 |
9.5% |
0.453 |
0.5% |
24% |
False |
False |
3,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.588 |
2.618 |
95.690 |
1.618 |
95.140 |
1.000 |
94.800 |
0.618 |
94.590 |
HIGH |
94.250 |
0.618 |
94.040 |
0.500 |
93.975 |
0.382 |
93.910 |
LOW |
93.700 |
0.618 |
93.360 |
1.000 |
93.150 |
1.618 |
92.810 |
2.618 |
92.260 |
4.250 |
91.363 |
|
|
Fisher Pivots for day following 30-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
93.975 |
94.185 |
PP |
93.959 |
94.099 |
S1 |
93.943 |
94.013 |
|