ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 26-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
92.970 |
92.750 |
-0.220 |
-0.2% |
93.720 |
High |
93.130 |
93.110 |
-0.020 |
0.0% |
93.775 |
Low |
92.645 |
92.730 |
0.085 |
0.1% |
92.460 |
Close |
92.765 |
93.044 |
0.279 |
0.3% |
92.765 |
Range |
0.485 |
0.380 |
-0.105 |
-21.6% |
1.315 |
ATR |
0.502 |
0.493 |
-0.009 |
-1.7% |
0.000 |
Volume |
17,694 |
14,722 |
-2,972 |
-16.8% |
98,210 |
|
Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.101 |
93.953 |
93.253 |
|
R3 |
93.721 |
93.573 |
93.149 |
|
R2 |
93.341 |
93.341 |
93.114 |
|
R1 |
93.193 |
93.193 |
93.079 |
93.267 |
PP |
92.961 |
92.961 |
92.961 |
92.999 |
S1 |
92.813 |
92.813 |
93.009 |
92.887 |
S2 |
92.581 |
92.581 |
92.974 |
|
S3 |
92.201 |
92.433 |
92.940 |
|
S4 |
91.821 |
92.053 |
92.835 |
|
|
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 |
93.505 |
92.460 |
1.045 |
1.1% |
0.475 |
0.5% |
56% |
False |
False |
18,261 |
10 |
93.925 |
92.460 |
1.465 |
1.6% |
0.488 |
0.5% |
40% |
False |
False |
20,268 |
20 |
94.350 |
92.460 |
1.890 |
2.0% |
0.465 |
0.5% |
31% |
False |
False |
20,161 |
40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.507 |
0.5% |
42% |
False |
False |
19,457 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.541 |
0.6% |
42% |
False |
False |
13,075 |
80 |
97.150 |
91.750 |
5.400 |
5.8% |
0.547 |
0.6% |
24% |
False |
False |
9,842 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.541 |
0.6% |
21% |
False |
False |
7,883 |
120 |
100.522 |
91.750 |
8.772 |
9.4% |
0.498 |
0.5% |
15% |
False |
False |
6,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.725 |
2.618 |
94.105 |
1.618 |
93.725 |
1.000 |
93.490 |
0.618 |
93.345 |
HIGH |
93.110 |
0.618 |
92.965 |
0.500 |
92.920 |
0.382 |
92.875 |
LOW |
92.730 |
0.618 |
92.495 |
1.000 |
92.350 |
1.618 |
92.115 |
2.618 |
91.735 |
4.250 |
91.115 |
|
|
Fisher Pivots for day following 26-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
93.003 |
92.986 |
PP |
92.961 |
92.928 |
S1 |
92.920 |
92.870 |
|