ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 11-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
92.810 |
92.730 |
-0.080 |
-0.1% |
94.095 |
High |
92.965 |
93.190 |
0.225 |
0.2% |
94.330 |
Low |
92.585 |
92.595 |
0.010 |
0.0% |
92.165 |
Close |
92.736 |
93.024 |
0.288 |
0.3% |
92.225 |
Range |
0.380 |
0.595 |
0.215 |
56.6% |
2.165 |
ATR |
0.607 |
0.606 |
-0.001 |
-0.1% |
0.000 |
Volume |
22,874 |
23,547 |
673 |
2.9% |
137,859 |
|
Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.721 |
94.468 |
93.351 |
|
R3 |
94.126 |
93.873 |
93.188 |
|
R2 |
93.531 |
93.531 |
93.133 |
|
R1 |
93.278 |
93.278 |
93.079 |
93.405 |
PP |
92.936 |
92.936 |
92.936 |
93.000 |
S1 |
92.683 |
92.683 |
92.969 |
92.810 |
S2 |
92.341 |
92.341 |
92.915 |
|
S3 |
91.746 |
92.088 |
92.860 |
|
S4 |
91.151 |
91.493 |
92.697 |
|
|
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 |
93.540 |
92.120 |
1.420 |
1.5% |
0.711 |
0.8% |
64% |
False |
False |
32,147 |
10 |
94.330 |
92.120 |
2.210 |
2.4% |
0.696 |
0.7% |
41% |
False |
False |
27,508 |
20 |
94.330 |
92.120 |
2.210 |
2.4% |
0.591 |
0.6% |
41% |
False |
False |
23,255 |
40 |
94.795 |
92.120 |
2.675 |
2.9% |
0.549 |
0.6% |
34% |
False |
False |
22,859 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.562 |
0.6% |
42% |
False |
False |
18,282 |
80 |
95.360 |
91.750 |
3.610 |
3.9% |
0.571 |
0.6% |
35% |
False |
False |
13,767 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.551 |
0.6% |
21% |
False |
False |
11,027 |
120 |
99.063 |
91.750 |
7.313 |
7.9% |
0.543 |
0.6% |
17% |
False |
False |
9,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.719 |
2.618 |
94.748 |
1.618 |
94.153 |
1.000 |
93.785 |
0.618 |
93.558 |
HIGH |
93.190 |
0.618 |
92.963 |
0.500 |
92.893 |
0.382 |
92.822 |
LOW |
92.595 |
0.618 |
92.227 |
1.000 |
92.000 |
1.618 |
91.632 |
2.618 |
91.037 |
4.250 |
90.066 |
|
|
Fisher Pivots for day following 11-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
92.980 |
92.901 |
PP |
92.936 |
92.778 |
S1 |
92.893 |
92.655 |
|