ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
93.915 |
93.455 |
-0.460 |
-0.5% |
94.630 |
| High |
93.955 |
93.915 |
-0.040 |
0.0% |
94.670 |
| Low |
93.415 |
93.375 |
-0.040 |
0.0% |
93.565 |
| Close |
93.545 |
93.744 |
0.199 |
0.2% |
93.909 |
| Range |
0.540 |
0.540 |
0.000 |
0.0% |
1.105 |
| ATR |
0.544 |
0.543 |
0.000 |
0.0% |
0.000 |
| Volume |
17,459 |
26,656 |
9,197 |
52.7% |
104,228 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.298 |
95.061 |
94.041 |
|
| R3 |
94.758 |
94.521 |
93.893 |
|
| R2 |
94.218 |
94.218 |
93.843 |
|
| R1 |
93.981 |
93.981 |
93.794 |
94.100 |
| PP |
93.678 |
93.678 |
93.678 |
93.737 |
| S1 |
93.441 |
93.441 |
93.695 |
93.560 |
| S2 |
93.138 |
93.138 |
93.645 |
|
| S3 |
92.598 |
92.901 |
93.596 |
|
| S4 |
92.058 |
92.361 |
93.447 |
|
|
| 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 |
94.250 |
93.375 |
0.875 |
0.9% |
0.480 |
0.5% |
42% |
False |
True |
22,143 |
| 10 |
94.795 |
93.375 |
1.420 |
1.5% |
0.492 |
0.5% |
26% |
False |
True |
22,189 |
| 20 |
94.795 |
92.680 |
2.115 |
2.3% |
0.531 |
0.6% |
50% |
False |
False |
23,826 |
| 40 |
94.795 |
91.750 |
3.045 |
3.2% |
0.561 |
0.6% |
65% |
False |
False |
12,706 |
| 60 |
96.615 |
91.750 |
4.865 |
5.2% |
0.571 |
0.6% |
41% |
False |
False |
8,531 |
| 80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.546 |
0.6% |
33% |
False |
False |
6,410 |
| 100 |
99.895 |
91.750 |
8.145 |
8.7% |
0.517 |
0.6% |
24% |
False |
False |
5,133 |
| 120 |
100.710 |
91.750 |
8.960 |
9.6% |
0.462 |
0.5% |
22% |
False |
False |
4,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.210 |
|
2.618 |
95.329 |
|
1.618 |
94.789 |
|
1.000 |
94.455 |
|
0.618 |
94.249 |
|
HIGH |
93.915 |
|
0.618 |
93.709 |
|
0.500 |
93.645 |
|
0.382 |
93.581 |
|
LOW |
93.375 |
|
0.618 |
93.041 |
|
1.000 |
92.835 |
|
1.618 |
92.501 |
|
2.618 |
91.961 |
|
4.250 |
91.080 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.711 |
93.740 |
| PP |
93.678 |
93.736 |
| S1 |
93.645 |
93.733 |
|