ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 01-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.900 |
93.865 |
-0.035 |
0.0% |
93.005 |
High |
94.250 |
93.980 |
-0.270 |
-0.3% |
94.795 |
Low |
93.700 |
93.565 |
-0.135 |
-0.1% |
92.755 |
Close |
93.927 |
93.762 |
-0.165 |
-0.2% |
94.682 |
Range |
0.550 |
0.415 |
-0.135 |
-24.5% |
2.040 |
ATR |
0.569 |
0.558 |
-0.011 |
-1.9% |
0.000 |
Volume |
20,007 |
24,773 |
4,766 |
23.8% |
129,191 |
|
Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.014 |
94.803 |
93.990 |
|
R3 |
94.599 |
94.388 |
93.876 |
|
R2 |
94.184 |
94.184 |
93.838 |
|
R1 |
93.973 |
93.973 |
93.800 |
93.871 |
PP |
93.769 |
93.769 |
93.769 |
93.718 |
S1 |
93.558 |
93.558 |
93.724 |
93.456 |
S2 |
93.354 |
93.354 |
93.686 |
|
S3 |
92.939 |
93.143 |
93.648 |
|
S4 |
92.524 |
92.728 |
93.534 |
|
|
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 |
93.565 |
1.230 |
1.3% |
0.504 |
0.5% |
16% |
False |
True |
20,257 |
10 |
94.795 |
92.755 |
2.040 |
2.2% |
0.544 |
0.6% |
49% |
False |
False |
22,725 |
20 |
94.795 |
92.660 |
2.135 |
2.3% |
0.534 |
0.6% |
52% |
False |
False |
21,675 |
40 |
94.795 |
91.750 |
3.045 |
3.2% |
0.569 |
0.6% |
66% |
False |
False |
11,073 |
60 |
96.935 |
91.750 |
5.185 |
5.5% |
0.569 |
0.6% |
39% |
False |
False |
7,436 |
80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.557 |
0.6% |
33% |
False |
False |
5,590 |
100 |
100.522 |
91.750 |
8.772 |
9.4% |
0.507 |
0.5% |
23% |
False |
False |
4,474 |
120 |
100.710 |
91.750 |
8.960 |
9.6% |
0.457 |
0.5% |
22% |
False |
False |
3,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.744 |
2.618 |
95.066 |
1.618 |
94.651 |
1.000 |
94.395 |
0.618 |
94.236 |
HIGH |
93.980 |
0.618 |
93.821 |
0.500 |
93.773 |
0.382 |
93.724 |
LOW |
93.565 |
0.618 |
93.309 |
1.000 |
93.150 |
1.618 |
92.894 |
2.618 |
92.479 |
4.250 |
91.801 |
|
|
Fisher Pivots for day following 01-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
93.773 |
93.958 |
PP |
93.769 |
93.892 |
S1 |
93.766 |
93.827 |
|