ICE US Dollar Index Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 92.750 93.060 0.310 0.3% 93.720
High 93.110 93.130 0.020 0.0% 93.775
Low 92.730 92.775 0.045 0.0% 92.460
Close 93.044 92.927 -0.117 -0.1% 92.765
Range 0.380 0.355 -0.025 -6.6% 1.315
ATR 0.493 0.483 -0.010 -2.0% 0.000
Volume 14,722 13,970 -752 -5.1% 98,210
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 94.009 93.823 93.122
R3 93.654 93.468 93.025
R2 93.299 93.299 92.992
R1 93.113 93.113 92.960 93.029
PP 92.944 92.944 92.944 92.902
S1 92.758 92.758 92.894 92.674
S2 92.589 92.589 92.862
S3 92.234 92.403 92.829
S4 91.879 92.048 92.732
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 93.130 92.460 0.670 0.7% 0.440 0.5% 70% True False 16,585
10 93.925 92.460 1.465 1.6% 0.467 0.5% 32% False False 18,831
20 94.250 92.460 1.790 1.9% 0.458 0.5% 26% False False 19,990
40 94.795 91.750 3.045 3.3% 0.504 0.5% 39% False False 19,773
60 94.795 91.750 3.045 3.3% 0.536 0.6% 39% False False 13,304
80 97.100 91.750 5.350 5.8% 0.543 0.6% 22% False False 10,016
100 97.785 91.750 6.035 6.5% 0.540 0.6% 20% False False 8,023
120 100.522 91.750 8.772 9.4% 0.497 0.5% 13% False False 6,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.081
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 94.639
2.618 94.059
1.618 93.704
1.000 93.485
0.618 93.349
HIGH 93.130
0.618 92.994
0.500 92.953
0.382 92.911
LOW 92.775
0.618 92.556
1.000 92.420
1.618 92.201
2.618 91.846
4.250 91.266
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 92.953 92.914
PP 92.944 92.901
S1 92.936 92.888

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols