ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 03-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
94.095 |
94.035 |
-0.060 |
-0.1% |
92.750 |
High |
94.315 |
94.060 |
-0.255 |
-0.3% |
94.140 |
Low |
93.990 |
93.295 |
-0.695 |
-0.7% |
92.730 |
Close |
94.145 |
93.560 |
-0.585 |
-0.6% |
94.042 |
Range |
0.325 |
0.765 |
0.440 |
135.4% |
1.410 |
ATR |
0.502 |
0.527 |
0.025 |
4.9% |
0.000 |
Volume |
14,746 |
18,238 |
3,492 |
23.7% |
99,373 |
|
Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.933 |
95.512 |
93.981 |
|
R3 |
95.168 |
94.747 |
93.770 |
|
R2 |
94.403 |
94.403 |
93.700 |
|
R1 |
93.982 |
93.982 |
93.630 |
93.810 |
PP |
93.638 |
93.638 |
93.638 |
93.553 |
S1 |
93.217 |
93.217 |
93.490 |
93.045 |
S2 |
92.873 |
92.873 |
93.420 |
|
S3 |
92.108 |
92.452 |
93.350 |
|
S4 |
91.343 |
91.687 |
93.139 |
|
|
Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.867 |
97.365 |
94.818 |
|
R3 |
96.457 |
95.955 |
94.430 |
|
R2 |
95.047 |
95.047 |
94.301 |
|
R1 |
94.545 |
94.545 |
94.171 |
94.796 |
PP |
93.637 |
93.637 |
93.637 |
93.763 |
S1 |
93.135 |
93.135 |
93.913 |
93.386 |
S2 |
92.227 |
92.227 |
93.783 |
|
S3 |
90.817 |
91.725 |
93.654 |
|
S4 |
89.407 |
90.315 |
93.266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.315 |
93.040 |
1.275 |
1.4% |
0.588 |
0.6% |
41% |
False |
False |
20,733 |
10 |
94.315 |
92.460 |
1.855 |
2.0% |
0.514 |
0.5% |
59% |
False |
False |
18,659 |
20 |
94.315 |
92.460 |
1.855 |
2.0% |
0.485 |
0.5% |
59% |
False |
False |
19,638 |
40 |
94.795 |
92.460 |
2.335 |
2.5% |
0.508 |
0.5% |
47% |
False |
False |
21,732 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.535 |
0.6% |
59% |
False |
False |
15,016 |
80 |
96.615 |
91.750 |
4.865 |
5.2% |
0.550 |
0.6% |
37% |
False |
False |
11,308 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.534 |
0.6% |
30% |
False |
False |
9,056 |
120 |
99.895 |
91.750 |
8.145 |
8.7% |
0.512 |
0.5% |
22% |
False |
False |
7,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.311 |
2.618 |
96.063 |
1.618 |
95.298 |
1.000 |
94.825 |
0.618 |
94.533 |
HIGH |
94.060 |
0.618 |
93.768 |
0.500 |
93.678 |
0.382 |
93.587 |
LOW |
93.295 |
0.618 |
92.822 |
1.000 |
92.530 |
1.618 |
92.057 |
2.618 |
91.292 |
4.250 |
90.044 |
|
|
Fisher Pivots for day following 03-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
93.678 |
93.805 |
PP |
93.638 |
93.723 |
S1 |
93.599 |
93.642 |
|