ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 05-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
93.660 |
93.400 |
-0.260 |
-0.3% |
92.750 |
High |
94.330 |
93.540 |
-0.790 |
-0.8% |
94.140 |
Low |
93.245 |
92.470 |
-0.775 |
-0.8% |
92.730 |
Close |
93.411 |
92.516 |
-0.895 |
-1.0% |
94.042 |
Range |
1.085 |
1.070 |
-0.015 |
-1.4% |
1.410 |
ATR |
0.567 |
0.603 |
0.036 |
6.3% |
0.000 |
Volume |
36,544 |
35,450 |
-1,094 |
-3.0% |
99,373 |
|
Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.052 |
95.354 |
93.105 |
|
R3 |
94.982 |
94.284 |
92.810 |
|
R2 |
93.912 |
93.912 |
92.712 |
|
R1 |
93.214 |
93.214 |
92.614 |
93.028 |
PP |
92.842 |
92.842 |
92.842 |
92.749 |
S1 |
92.144 |
92.144 |
92.418 |
91.958 |
S2 |
91.772 |
91.772 |
92.320 |
|
S3 |
90.702 |
91.074 |
92.222 |
|
S4 |
89.632 |
90.004 |
91.928 |
|
|
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 |
94.330 |
92.470 |
1.860 |
2.0% |
0.738 |
0.8% |
2% |
False |
True |
24,691 |
10 |
94.330 |
92.470 |
1.860 |
2.0% |
0.631 |
0.7% |
2% |
False |
True |
22,204 |
20 |
94.330 |
92.460 |
1.870 |
2.0% |
0.560 |
0.6% |
3% |
False |
False |
21,484 |
40 |
94.795 |
92.460 |
2.335 |
2.5% |
0.529 |
0.6% |
2% |
False |
False |
22,366 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.551 |
0.6% |
25% |
False |
False |
16,209 |
80 |
96.300 |
91.750 |
4.550 |
4.9% |
0.566 |
0.6% |
17% |
False |
False |
12,205 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.543 |
0.6% |
13% |
False |
False |
9,775 |
120 |
99.895 |
91.750 |
8.145 |
8.8% |
0.530 |
0.6% |
9% |
False |
False |
8,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.088 |
2.618 |
96.341 |
1.618 |
95.271 |
1.000 |
94.610 |
0.618 |
94.201 |
HIGH |
93.540 |
0.618 |
93.131 |
0.500 |
93.005 |
0.382 |
92.879 |
LOW |
92.470 |
0.618 |
91.809 |
1.000 |
91.400 |
1.618 |
90.739 |
2.618 |
89.669 |
4.250 |
87.923 |
|
|
Fisher Pivots for day following 05-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
93.005 |
93.400 |
PP |
92.842 |
93.105 |
S1 |
92.679 |
92.811 |
|