ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.035 |
92.725 |
-0.310 |
-0.3% |
93.110 |
High |
93.060 |
92.990 |
-0.070 |
-0.1% |
93.925 |
Low |
92.460 |
92.610 |
0.150 |
0.2% |
93.025 |
Close |
92.599 |
92.964 |
0.365 |
0.4% |
93.679 |
Range |
0.600 |
0.380 |
-0.220 |
-36.7% |
0.900 |
ATR |
0.512 |
0.503 |
-0.009 |
-1.7% |
0.000 |
Volume |
24,271 |
12,272 |
-11,999 |
-49.4% |
107,214 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.995 |
93.859 |
93.173 |
|
R3 |
93.615 |
93.479 |
93.069 |
|
R2 |
93.235 |
93.235 |
93.034 |
|
R1 |
93.099 |
93.099 |
92.999 |
93.167 |
PP |
92.855 |
92.855 |
92.855 |
92.889 |
S1 |
92.719 |
92.719 |
92.929 |
92.787 |
S2 |
92.475 |
92.475 |
92.894 |
|
S3 |
92.095 |
92.339 |
92.859 |
|
S4 |
91.715 |
91.959 |
92.755 |
|
|
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 |
93.885 |
92.460 |
1.425 |
1.5% |
0.491 |
0.5% |
35% |
False |
False |
19,975 |
10 |
93.925 |
92.460 |
1.465 |
1.6% |
0.488 |
0.5% |
34% |
False |
False |
20,764 |
20 |
94.795 |
92.460 |
2.335 |
2.5% |
0.475 |
0.5% |
22% |
False |
False |
20,496 |
40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.531 |
0.6% |
40% |
False |
False |
18,684 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.554 |
0.6% |
40% |
False |
False |
12,548 |
80 |
97.320 |
91.750 |
5.570 |
6.0% |
0.545 |
0.6% |
22% |
False |
False |
9,439 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.547 |
0.6% |
20% |
False |
False |
7,560 |
120 |
100.522 |
91.750 |
8.772 |
9.4% |
0.494 |
0.5% |
14% |
False |
False |
6,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.605 |
2.618 |
93.985 |
1.618 |
93.605 |
1.000 |
93.370 |
0.618 |
93.225 |
HIGH |
92.990 |
0.618 |
92.845 |
0.500 |
92.800 |
0.382 |
92.755 |
LOW |
92.610 |
0.618 |
92.375 |
1.000 |
92.230 |
1.618 |
91.995 |
2.618 |
91.615 |
4.250 |
90.995 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
92.909 |
92.983 |
PP |
92.855 |
92.976 |
S1 |
92.800 |
92.970 |
|