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 |
|
|
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 |
|