ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 05-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.800 |
93.915 |
0.115 |
0.1% |
94.630 |
High |
94.090 |
93.955 |
-0.135 |
-0.1% |
94.670 |
Low |
93.735 |
93.415 |
-0.320 |
-0.3% |
93.565 |
Close |
93.909 |
93.545 |
-0.364 |
-0.4% |
93.909 |
Range |
0.355 |
0.540 |
0.185 |
52.1% |
1.105 |
ATR |
0.544 |
0.544 |
0.000 |
-0.1% |
0.000 |
Volume |
21,820 |
17,459 |
-4,361 |
-20.0% |
104,228 |
|
Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.258 |
94.942 |
93.842 |
|
R3 |
94.718 |
94.402 |
93.694 |
|
R2 |
94.178 |
94.178 |
93.644 |
|
R1 |
93.862 |
93.862 |
93.595 |
93.750 |
PP |
93.638 |
93.638 |
93.638 |
93.583 |
S1 |
93.322 |
93.322 |
93.496 |
93.210 |
S2 |
93.098 |
93.098 |
93.446 |
|
S3 |
92.558 |
92.782 |
93.397 |
|
S4 |
92.018 |
92.242 |
93.248 |
|
|
Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.363 |
96.741 |
94.517 |
|
R3 |
96.258 |
95.636 |
94.213 |
|
R2 |
95.153 |
95.153 |
94.112 |
|
R1 |
94.531 |
94.531 |
94.010 |
94.290 |
PP |
94.048 |
94.048 |
94.048 |
93.927 |
S1 |
93.426 |
93.426 |
93.808 |
93.184 |
S2 |
92.943 |
92.943 |
93.706 |
|
S3 |
91.838 |
92.321 |
93.605 |
|
S4 |
90.733 |
91.216 |
93.301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.350 |
93.415 |
0.935 |
1.0% |
0.470 |
0.5% |
14% |
False |
True |
20,290 |
10 |
94.795 |
93.415 |
1.380 |
1.5% |
0.500 |
0.5% |
9% |
False |
True |
21,864 |
20 |
94.795 |
92.680 |
2.115 |
2.3% |
0.531 |
0.6% |
41% |
False |
False |
23,225 |
40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.556 |
0.6% |
59% |
False |
False |
12,043 |
60 |
96.615 |
91.750 |
4.865 |
5.2% |
0.569 |
0.6% |
37% |
False |
False |
8,089 |
80 |
97.785 |
91.750 |
6.035 |
6.5% |
0.548 |
0.6% |
30% |
False |
False |
6,078 |
100 |
100.150 |
91.750 |
8.400 |
9.0% |
0.516 |
0.6% |
21% |
False |
False |
4,866 |
120 |
100.710 |
91.750 |
8.960 |
9.6% |
0.460 |
0.5% |
20% |
False |
False |
4,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.250 |
2.618 |
95.369 |
1.618 |
94.829 |
1.000 |
94.495 |
0.618 |
94.289 |
HIGH |
93.955 |
0.618 |
93.749 |
0.500 |
93.685 |
0.382 |
93.621 |
LOW |
93.415 |
0.618 |
93.081 |
1.000 |
92.875 |
1.618 |
92.541 |
2.618 |
92.001 |
4.250 |
91.120 |
|
|
Fisher Pivots for day following 05-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
93.685 |
93.753 |
PP |
93.638 |
93.683 |
S1 |
93.592 |
93.614 |
|