ICE US Dollar Index Future December 2020


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 93.575 93.110 -0.465 -0.5% 93.915
High 93.620 93.270 -0.350 -0.4% 93.975
Low 93.000 93.025 0.025 0.0% 93.000
Close 93.065 93.104 0.039 0.0% 93.065
Range 0.620 0.245 -0.375 -60.5% 0.975
ATR 0.524 0.504 -0.020 -3.8% 0.000
Volume 19,919 17,459 -2,460 -12.4% 99,097
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 93.868 93.731 93.239
R3 93.623 93.486 93.171
R2 93.378 93.378 93.149
R1 93.241 93.241 93.126 93.187
PP 93.133 93.133 93.133 93.106
S1 92.996 92.996 93.082 92.942
S2 92.888 92.888 93.059
S3 92.643 92.751 93.037
S4 92.398 92.506 92.969
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 96.272 95.643 93.601
R3 95.297 94.668 93.333
R2 94.322 94.322 93.244
R1 93.693 93.693 93.154 93.520
PP 93.347 93.347 93.347 93.260
S1 92.718 92.718 92.976 92.545
S2 92.372 92.372 92.886
S3 91.397 91.743 92.797
S4 90.422 90.768 92.529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.975 93.000 0.975 1.0% 0.414 0.4% 11% False False 19,819
10 94.350 93.000 1.350 1.4% 0.442 0.5% 8% False False 20,054
20 94.795 92.755 2.040 2.2% 0.503 0.5% 17% False False 22,545
40 94.795 91.750 3.045 3.3% 0.548 0.6% 44% False False 14,500
60 96.115 91.750 4.365 4.7% 0.568 0.6% 31% False False 9,733
80 97.785 91.750 6.035 6.5% 0.539 0.6% 22% False False 7,314
100 99.895 91.750 8.145 8.7% 0.532 0.6% 17% False False 5,857
120 100.522 91.750 8.772 9.4% 0.469 0.5% 15% False False 4,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.100
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 94.311
2.618 93.911
1.618 93.666
1.000 93.515
0.618 93.421
HIGH 93.270
0.618 93.176
0.500 93.148
0.382 93.119
LOW 93.025
0.618 92.874
1.000 92.780
1.618 92.629
2.618 92.384
4.250 91.984
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 93.148 93.410
PP 93.133 93.308
S1 93.119 93.206

These figures are updated between 7pm and 10pm EST after a trading day.

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