ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 23-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
92.725 |
92.970 |
0.245 |
0.3% |
93.720 |
High |
92.990 |
93.130 |
0.140 |
0.2% |
93.775 |
Low |
92.610 |
92.645 |
0.035 |
0.0% |
92.460 |
Close |
92.964 |
92.765 |
-0.199 |
-0.2% |
92.765 |
Range |
0.380 |
0.485 |
0.105 |
27.6% |
1.315 |
ATR |
0.503 |
0.502 |
-0.001 |
-0.3% |
0.000 |
Volume |
12,272 |
17,694 |
5,422 |
44.2% |
98,210 |
|
Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.302 |
94.018 |
93.032 |
|
R3 |
93.817 |
93.533 |
92.898 |
|
R2 |
93.332 |
93.332 |
92.854 |
|
R1 |
93.048 |
93.048 |
92.809 |
92.948 |
PP |
92.847 |
92.847 |
92.847 |
92.796 |
S1 |
92.563 |
92.563 |
92.721 |
92.463 |
S2 |
92.362 |
92.362 |
92.676 |
|
S3 |
91.877 |
92.078 |
92.632 |
|
S4 |
91.392 |
91.593 |
92.498 |
|
|
Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.945 |
96.170 |
93.488 |
|
R3 |
95.630 |
94.855 |
93.127 |
|
R2 |
94.315 |
94.315 |
93.006 |
|
R1 |
93.540 |
93.540 |
92.886 |
93.270 |
PP |
93.000 |
93.000 |
93.000 |
92.865 |
S1 |
92.225 |
92.225 |
92.644 |
91.955 |
S2 |
91.685 |
91.685 |
92.524 |
|
S3 |
90.370 |
90.910 |
92.403 |
|
S4 |
89.055 |
89.595 |
92.042 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.775 |
92.460 |
1.315 |
1.4% |
0.515 |
0.6% |
23% |
False |
False |
19,642 |
10 |
93.925 |
92.460 |
1.465 |
1.6% |
0.474 |
0.5% |
21% |
False |
False |
20,542 |
20 |
94.670 |
92.460 |
2.210 |
2.4% |
0.471 |
0.5% |
14% |
False |
False |
20,437 |
40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.520 |
0.6% |
33% |
False |
False |
19,112 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.551 |
0.6% |
33% |
False |
False |
12,838 |
80 |
97.320 |
91.750 |
5.570 |
6.0% |
0.544 |
0.6% |
18% |
False |
False |
9,659 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.543 |
0.6% |
17% |
False |
False |
7,736 |
120 |
100.522 |
91.750 |
8.772 |
9.5% |
0.496 |
0.5% |
12% |
False |
False |
6,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.191 |
2.618 |
94.400 |
1.618 |
93.915 |
1.000 |
93.615 |
0.618 |
93.430 |
HIGH |
93.130 |
0.618 |
92.945 |
0.500 |
92.888 |
0.382 |
92.830 |
LOW |
92.645 |
0.618 |
92.345 |
1.000 |
92.160 |
1.618 |
91.860 |
2.618 |
91.375 |
4.250 |
90.584 |
|
|
Fisher Pivots for day following 23-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
92.888 |
92.795 |
PP |
92.847 |
92.785 |
S1 |
92.806 |
92.775 |
|