ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 09-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
92.740 |
92.230 |
-0.510 |
-0.5% |
94.095 |
High |
92.825 |
92.970 |
0.145 |
0.2% |
94.330 |
Low |
92.165 |
92.120 |
-0.045 |
0.0% |
92.165 |
Close |
92.225 |
92.715 |
0.490 |
0.5% |
92.225 |
Range |
0.660 |
0.850 |
0.190 |
28.8% |
2.165 |
ATR |
0.607 |
0.624 |
0.017 |
2.9% |
0.000 |
Volume |
32,881 |
45,985 |
13,104 |
39.9% |
137,859 |
|
Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.152 |
94.783 |
93.183 |
|
R3 |
94.302 |
93.933 |
92.949 |
|
R2 |
93.452 |
93.452 |
92.871 |
|
R1 |
93.083 |
93.083 |
92.793 |
93.268 |
PP |
92.602 |
92.602 |
92.602 |
92.694 |
S1 |
92.233 |
92.233 |
92.637 |
92.418 |
S2 |
91.752 |
91.752 |
92.559 |
|
S3 |
90.902 |
91.383 |
92.481 |
|
S4 |
90.052 |
90.533 |
92.248 |
|
|
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 |
92.120 |
2.210 |
2.4% |
0.886 |
1.0% |
27% |
False |
True |
33,819 |
10 |
94.330 |
92.120 |
2.210 |
2.4% |
0.696 |
0.8% |
27% |
False |
True |
26,849 |
20 |
94.330 |
92.120 |
2.210 |
2.4% |
0.592 |
0.6% |
27% |
False |
True |
23,559 |
40 |
94.795 |
92.120 |
2.675 |
2.9% |
0.547 |
0.6% |
22% |
False |
True |
23,052 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.562 |
0.6% |
32% |
False |
False |
17,519 |
80 |
96.115 |
91.750 |
4.365 |
4.7% |
0.574 |
0.6% |
22% |
False |
False |
13,189 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.549 |
0.6% |
16% |
False |
False |
10,563 |
120 |
99.895 |
91.750 |
8.145 |
8.8% |
0.542 |
0.6% |
12% |
False |
False |
8,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.583 |
2.618 |
95.195 |
1.618 |
94.345 |
1.000 |
93.820 |
0.618 |
93.495 |
HIGH |
92.970 |
0.618 |
92.645 |
0.500 |
92.545 |
0.382 |
92.445 |
LOW |
92.120 |
0.618 |
91.595 |
1.000 |
91.270 |
1.618 |
90.745 |
2.618 |
89.895 |
4.250 |
88.508 |
|
|
Fisher Pivots for day following 09-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
92.658 |
92.830 |
PP |
92.602 |
92.792 |
S1 |
92.545 |
92.753 |
|