ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 28-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.060 |
93.110 |
0.050 |
0.1% |
93.720 |
High |
93.130 |
93.660 |
0.530 |
0.6% |
93.775 |
Low |
92.775 |
93.040 |
0.265 |
0.3% |
92.460 |
Close |
92.927 |
93.409 |
0.482 |
0.5% |
92.765 |
Range |
0.355 |
0.620 |
0.265 |
74.6% |
1.315 |
ATR |
0.483 |
0.501 |
0.018 |
3.7% |
0.000 |
Volume |
13,970 |
25,860 |
11,890 |
85.1% |
98,210 |
|
Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.230 |
94.939 |
93.750 |
|
R3 |
94.610 |
94.319 |
93.580 |
|
R2 |
93.990 |
93.990 |
93.523 |
|
R1 |
93.699 |
93.699 |
93.466 |
93.845 |
PP |
93.370 |
93.370 |
93.370 |
93.442 |
S1 |
93.079 |
93.079 |
93.352 |
93.225 |
S2 |
92.750 |
92.750 |
93.295 |
|
S3 |
92.130 |
92.459 |
93.239 |
|
S4 |
91.510 |
91.839 |
93.068 |
|
|
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 |
93.660 |
92.610 |
1.050 |
1.1% |
0.444 |
0.5% |
76% |
True |
False |
16,903 |
10 |
93.925 |
92.460 |
1.465 |
1.6% |
0.486 |
0.5% |
65% |
False |
False |
19,002 |
20 |
94.090 |
92.460 |
1.630 |
1.7% |
0.462 |
0.5% |
58% |
False |
False |
20,283 |
40 |
94.795 |
92.265 |
2.530 |
2.7% |
0.503 |
0.5% |
45% |
False |
False |
20,392 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.537 |
0.6% |
54% |
False |
False |
13,733 |
80 |
96.960 |
91.750 |
5.210 |
5.6% |
0.545 |
0.6% |
32% |
False |
False |
10,339 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.539 |
0.6% |
27% |
False |
False |
8,281 |
120 |
100.522 |
91.750 |
8.772 |
9.4% |
0.501 |
0.5% |
19% |
False |
False |
6,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.295 |
2.618 |
95.283 |
1.618 |
94.663 |
1.000 |
94.280 |
0.618 |
94.043 |
HIGH |
93.660 |
0.618 |
93.423 |
0.500 |
93.350 |
0.382 |
93.277 |
LOW |
93.040 |
0.618 |
92.657 |
1.000 |
92.420 |
1.618 |
92.037 |
2.618 |
91.417 |
4.250 |
90.405 |
|
|
Fisher Pivots for day following 28-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
93.389 |
93.338 |
PP |
93.370 |
93.266 |
S1 |
93.350 |
93.195 |
|