ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
93.400 |
92.740 |
-0.660 |
-0.7% |
94.095 |
| High |
93.540 |
92.825 |
-0.715 |
-0.8% |
94.330 |
| Low |
92.470 |
92.165 |
-0.305 |
-0.3% |
92.165 |
| Close |
92.516 |
92.225 |
-0.291 |
-0.3% |
92.225 |
| Range |
1.070 |
0.660 |
-0.410 |
-38.3% |
2.165 |
| ATR |
0.603 |
0.607 |
0.004 |
0.7% |
0.000 |
| Volume |
35,450 |
32,881 |
-2,569 |
-7.2% |
137,859 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.385 |
93.965 |
92.588 |
|
| R3 |
93.725 |
93.305 |
92.407 |
|
| R2 |
93.065 |
93.065 |
92.346 |
|
| R1 |
92.645 |
92.645 |
92.286 |
92.525 |
| PP |
92.405 |
92.405 |
92.405 |
92.345 |
| S1 |
91.985 |
91.985 |
92.165 |
91.865 |
| S2 |
91.745 |
91.745 |
92.104 |
|
| S3 |
91.085 |
91.325 |
92.044 |
|
| S4 |
90.425 |
90.665 |
91.862 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.402 |
97.978 |
93.416 |
|
| R3 |
97.237 |
95.813 |
92.820 |
|
| R2 |
95.072 |
95.072 |
92.622 |
|
| R1 |
93.648 |
93.648 |
92.423 |
93.278 |
| PP |
92.907 |
92.907 |
92.907 |
92.721 |
| S1 |
91.483 |
91.483 |
92.027 |
91.113 |
| S2 |
90.742 |
90.742 |
91.828 |
|
| S3 |
88.577 |
89.318 |
91.630 |
|
| S4 |
86.412 |
87.153 |
91.034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.330 |
92.165 |
2.165 |
2.3% |
0.781 |
0.8% |
3% |
False |
True |
27,571 |
| 10 |
94.330 |
92.165 |
2.165 |
2.3% |
0.649 |
0.7% |
3% |
False |
True |
23,723 |
| 20 |
94.330 |
92.165 |
2.165 |
2.3% |
0.562 |
0.6% |
3% |
False |
True |
22,132 |
| 40 |
94.795 |
92.165 |
2.630 |
2.9% |
0.538 |
0.6% |
2% |
False |
True |
22,502 |
| 60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.554 |
0.6% |
16% |
False |
False |
16,754 |
| 80 |
96.270 |
91.750 |
4.520 |
4.9% |
0.569 |
0.6% |
11% |
False |
False |
12,615 |
| 100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.545 |
0.6% |
8% |
False |
False |
10,103 |
| 120 |
99.895 |
91.750 |
8.145 |
8.8% |
0.535 |
0.6% |
6% |
False |
False |
8,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.630 |
|
2.618 |
94.553 |
|
1.618 |
93.893 |
|
1.000 |
93.485 |
|
0.618 |
93.233 |
|
HIGH |
92.825 |
|
0.618 |
92.573 |
|
0.500 |
92.495 |
|
0.382 |
92.417 |
|
LOW |
92.165 |
|
0.618 |
91.757 |
|
1.000 |
91.505 |
|
1.618 |
91.097 |
|
2.618 |
90.437 |
|
4.250 |
89.360 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.495 |
93.248 |
| PP |
92.405 |
92.907 |
| S1 |
92.315 |
92.566 |
|