ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 29-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
93.110 |
93.470 |
0.360 |
0.4% |
93.720 |
High |
93.660 |
94.140 |
0.480 |
0.5% |
93.775 |
Low |
93.040 |
93.355 |
0.315 |
0.3% |
92.460 |
Close |
93.409 |
93.977 |
0.568 |
0.6% |
92.765 |
Range |
0.620 |
0.785 |
0.165 |
26.6% |
1.315 |
ATR |
0.501 |
0.521 |
0.020 |
4.1% |
0.000 |
Volume |
25,860 |
26,344 |
484 |
1.9% |
98,210 |
|
Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.179 |
95.863 |
94.409 |
|
R3 |
95.394 |
95.078 |
94.193 |
|
R2 |
94.609 |
94.609 |
94.121 |
|
R1 |
94.293 |
94.293 |
94.049 |
94.451 |
PP |
93.824 |
93.824 |
93.824 |
93.903 |
S1 |
93.508 |
93.508 |
93.905 |
93.666 |
S2 |
93.039 |
93.039 |
93.833 |
|
S3 |
92.254 |
92.723 |
93.761 |
|
S4 |
91.469 |
91.938 |
93.545 |
|
|
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 |
94.140 |
92.645 |
1.495 |
1.6% |
0.525 |
0.6% |
89% |
True |
False |
19,718 |
10 |
94.140 |
92.460 |
1.680 |
1.8% |
0.508 |
0.5% |
90% |
True |
False |
19,846 |
20 |
94.140 |
92.460 |
1.680 |
1.8% |
0.480 |
0.5% |
90% |
True |
False |
20,361 |
40 |
94.795 |
92.460 |
2.335 |
2.5% |
0.507 |
0.5% |
65% |
False |
False |
21,018 |
60 |
94.795 |
91.750 |
3.045 |
3.2% |
0.540 |
0.6% |
73% |
False |
False |
14,169 |
80 |
96.935 |
91.750 |
5.185 |
5.5% |
0.547 |
0.6% |
43% |
False |
False |
10,667 |
100 |
97.785 |
91.750 |
6.035 |
6.4% |
0.542 |
0.6% |
37% |
False |
False |
8,544 |
120 |
100.522 |
91.750 |
8.772 |
9.3% |
0.503 |
0.5% |
25% |
False |
False |
7,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.476 |
2.618 |
96.195 |
1.618 |
95.410 |
1.000 |
94.925 |
0.618 |
94.625 |
HIGH |
94.140 |
0.618 |
93.840 |
0.500 |
93.748 |
0.382 |
93.655 |
LOW |
93.355 |
0.618 |
92.870 |
1.000 |
92.570 |
1.618 |
92.085 |
2.618 |
91.300 |
4.250 |
90.019 |
|
|
Fisher Pivots for day following 29-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
93.901 |
93.804 |
PP |
93.824 |
93.631 |
S1 |
93.748 |
93.458 |
|