ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 21-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.415 |
93.035 |
-0.380 |
-0.4% |
93.110 |
High |
93.505 |
93.060 |
-0.445 |
-0.5% |
93.925 |
Low |
92.975 |
92.460 |
-0.515 |
-0.6% |
93.025 |
Close |
93.051 |
92.599 |
-0.452 |
-0.5% |
93.679 |
Range |
0.530 |
0.600 |
0.070 |
13.2% |
0.900 |
ATR |
0.505 |
0.512 |
0.007 |
1.3% |
0.000 |
Volume |
22,350 |
24,271 |
1,921 |
8.6% |
107,214 |
|
Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.506 |
94.153 |
92.929 |
|
R3 |
93.906 |
93.553 |
92.764 |
|
R2 |
93.306 |
93.306 |
92.709 |
|
R1 |
92.953 |
92.953 |
92.654 |
92.830 |
PP |
92.706 |
92.706 |
92.706 |
92.645 |
S1 |
92.353 |
92.353 |
92.544 |
92.230 |
S2 |
92.106 |
92.106 |
92.489 |
|
S3 |
91.506 |
91.753 |
92.434 |
|
S4 |
90.906 |
91.153 |
92.269 |
|
|
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 |
92.460 |
1.465 |
1.6% |
0.527 |
0.6% |
9% |
False |
True |
21,101 |
10 |
93.925 |
92.460 |
1.465 |
1.6% |
0.479 |
0.5% |
9% |
False |
True |
21,016 |
20 |
94.795 |
92.460 |
2.335 |
2.5% |
0.477 |
0.5% |
6% |
False |
True |
21,080 |
40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.534 |
0.6% |
28% |
False |
False |
18,397 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.558 |
0.6% |
28% |
False |
False |
12,347 |
80 |
97.580 |
91.750 |
5.830 |
6.3% |
0.547 |
0.6% |
15% |
False |
False |
9,286 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.545 |
0.6% |
14% |
False |
False |
7,437 |
120 |
100.522 |
91.750 |
8.772 |
9.5% |
0.490 |
0.5% |
10% |
False |
False |
6,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.610 |
2.618 |
94.631 |
1.618 |
94.031 |
1.000 |
93.660 |
0.618 |
93.431 |
HIGH |
93.060 |
0.618 |
92.831 |
0.500 |
92.760 |
0.382 |
92.689 |
LOW |
92.460 |
0.618 |
92.089 |
1.000 |
91.860 |
1.618 |
91.489 |
2.618 |
90.889 |
4.250 |
89.910 |
|
|
Fisher Pivots for day following 21-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
92.760 |
93.118 |
PP |
92.706 |
92.945 |
S1 |
92.653 |
92.772 |
|