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 |
|
|
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 |
|