ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 15-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.540 |
93.435 |
-0.105 |
-0.1% |
93.915 |
High |
93.680 |
93.925 |
0.245 |
0.3% |
93.975 |
Low |
93.240 |
93.365 |
0.125 |
0.1% |
93.000 |
Close |
93.366 |
93.864 |
0.498 |
0.5% |
93.065 |
Range |
0.440 |
0.560 |
0.120 |
27.3% |
0.975 |
ATR |
0.503 |
0.507 |
0.004 |
0.8% |
0.000 |
Volume |
24,149 |
17,903 |
-6,246 |
-25.9% |
99,097 |
|
Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.398 |
95.191 |
94.172 |
|
R3 |
94.838 |
94.631 |
94.018 |
|
R2 |
94.278 |
94.278 |
93.967 |
|
R1 |
94.071 |
94.071 |
93.915 |
94.175 |
PP |
93.718 |
93.718 |
93.718 |
93.770 |
S1 |
93.511 |
93.511 |
93.813 |
93.615 |
S2 |
93.158 |
93.158 |
93.761 |
|
S3 |
92.598 |
92.951 |
93.710 |
|
S4 |
92.038 |
92.391 |
93.556 |
|
|
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 |
93.925 |
93.000 |
0.925 |
1.0% |
0.485 |
0.5% |
93% |
True |
False |
21,554 |
10 |
94.090 |
93.000 |
1.090 |
1.2% |
0.452 |
0.5% |
79% |
False |
False |
20,877 |
20 |
94.795 |
92.755 |
2.040 |
2.2% |
0.498 |
0.5% |
54% |
False |
False |
21,801 |
40 |
94.795 |
91.750 |
3.045 |
3.2% |
0.539 |
0.6% |
69% |
False |
False |
16,238 |
60 |
95.135 |
91.750 |
3.385 |
3.6% |
0.564 |
0.6% |
62% |
False |
False |
10,899 |
80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.540 |
0.6% |
35% |
False |
False |
8,193 |
100 |
98.575 |
91.750 |
6.825 |
7.3% |
0.537 |
0.6% |
31% |
False |
False |
6,561 |
120 |
100.522 |
91.750 |
8.772 |
9.3% |
0.477 |
0.5% |
24% |
False |
False |
5,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.305 |
2.618 |
95.391 |
1.618 |
94.831 |
1.000 |
94.485 |
0.618 |
94.271 |
HIGH |
93.925 |
0.618 |
93.711 |
0.500 |
93.645 |
0.382 |
93.579 |
LOW |
93.365 |
0.618 |
93.019 |
1.000 |
92.805 |
1.618 |
92.459 |
2.618 |
91.899 |
4.250 |
90.985 |
|
|
Fisher Pivots for day following 15-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
93.791 |
93.738 |
PP |
93.718 |
93.611 |
S1 |
93.645 |
93.485 |
|