ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 16-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.435 |
93.815 |
0.380 |
0.4% |
93.110 |
High |
93.925 |
93.885 |
-0.040 |
0.0% |
93.925 |
Low |
93.365 |
93.520 |
0.155 |
0.2% |
93.025 |
Close |
93.864 |
93.679 |
-0.185 |
-0.2% |
93.679 |
Range |
0.560 |
0.365 |
-0.195 |
-34.8% |
0.900 |
ATR |
0.507 |
0.497 |
-0.010 |
-2.0% |
0.000 |
Volume |
17,903 |
19,361 |
1,458 |
8.1% |
107,214 |
|
Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.790 |
94.599 |
93.880 |
|
R3 |
94.425 |
94.234 |
93.779 |
|
R2 |
94.060 |
94.060 |
93.746 |
|
R1 |
93.869 |
93.869 |
93.712 |
93.782 |
PP |
93.695 |
93.695 |
93.695 |
93.651 |
S1 |
93.504 |
93.504 |
93.646 |
93.417 |
S2 |
93.330 |
93.330 |
93.612 |
|
S3 |
92.965 |
93.139 |
93.579 |
|
S4 |
92.600 |
92.774 |
93.478 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.243 |
95.861 |
94.174 |
|
R3 |
95.343 |
94.961 |
93.927 |
|
R2 |
94.443 |
94.443 |
93.844 |
|
R1 |
94.061 |
94.061 |
93.762 |
94.252 |
PP |
93.543 |
93.543 |
93.543 |
93.639 |
S1 |
93.161 |
93.161 |
93.597 |
93.352 |
S2 |
92.643 |
92.643 |
93.514 |
|
S3 |
91.743 |
92.261 |
93.432 |
|
S4 |
90.843 |
91.361 |
93.184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.925 |
93.025 |
0.900 |
1.0% |
0.434 |
0.5% |
73% |
False |
False |
21,442 |
10 |
93.975 |
93.000 |
0.975 |
1.0% |
0.453 |
0.5% |
70% |
False |
False |
20,631 |
20 |
94.795 |
92.755 |
2.040 |
2.2% |
0.502 |
0.5% |
45% |
False |
False |
21,986 |
40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.536 |
0.6% |
63% |
False |
False |
16,715 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.560 |
0.6% |
63% |
False |
False |
11,220 |
80 |
97.785 |
91.750 |
6.035 |
6.4% |
0.541 |
0.6% |
32% |
False |
False |
8,435 |
100 |
98.329 |
91.750 |
6.579 |
7.0% |
0.539 |
0.6% |
29% |
False |
False |
6,755 |
120 |
100.522 |
91.750 |
8.772 |
9.4% |
0.480 |
0.5% |
22% |
False |
False |
5,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.436 |
2.618 |
94.841 |
1.618 |
94.476 |
1.000 |
94.250 |
0.618 |
94.111 |
HIGH |
93.885 |
0.618 |
93.746 |
0.500 |
93.703 |
0.382 |
93.659 |
LOW |
93.520 |
0.618 |
93.294 |
1.000 |
93.155 |
1.618 |
92.929 |
2.618 |
92.564 |
4.250 |
91.969 |
|
|
Fisher Pivots for day following 16-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
93.703 |
93.647 |
PP |
93.695 |
93.615 |
S1 |
93.687 |
93.583 |
|