ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 12-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
92.730 |
92.970 |
0.240 |
0.3% |
94.095 |
High |
93.190 |
93.125 |
-0.065 |
-0.1% |
94.330 |
Low |
92.595 |
92.755 |
0.160 |
0.2% |
92.165 |
Close |
93.024 |
92.956 |
-0.068 |
-0.1% |
92.225 |
Range |
0.595 |
0.370 |
-0.225 |
-37.8% |
2.165 |
ATR |
0.606 |
0.589 |
-0.017 |
-2.8% |
0.000 |
Volume |
23,547 |
23,307 |
-240 |
-1.0% |
137,859 |
|
Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.055 |
93.876 |
93.160 |
|
R3 |
93.685 |
93.506 |
93.058 |
|
R2 |
93.315 |
93.315 |
93.024 |
|
R1 |
93.136 |
93.136 |
92.990 |
93.041 |
PP |
92.945 |
92.945 |
92.945 |
92.898 |
S1 |
92.766 |
92.766 |
92.922 |
92.671 |
S2 |
92.575 |
92.575 |
92.888 |
|
S3 |
92.205 |
92.396 |
92.854 |
|
S4 |
91.835 |
92.026 |
92.753 |
|
|
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 |
93.190 |
92.120 |
1.070 |
1.2% |
0.571 |
0.6% |
78% |
False |
False |
29,718 |
10 |
94.330 |
92.120 |
2.210 |
2.4% |
0.654 |
0.7% |
38% |
False |
False |
27,204 |
20 |
94.330 |
92.120 |
2.210 |
2.4% |
0.581 |
0.6% |
38% |
False |
False |
23,525 |
40 |
94.795 |
92.120 |
2.675 |
2.9% |
0.540 |
0.6% |
31% |
False |
False |
22,663 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.553 |
0.6% |
40% |
False |
False |
18,667 |
80 |
95.135 |
91.750 |
3.385 |
3.6% |
0.568 |
0.6% |
36% |
False |
False |
14,056 |
100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.548 |
0.6% |
20% |
False |
False |
11,260 |
120 |
98.575 |
91.750 |
6.825 |
7.3% |
0.544 |
0.6% |
18% |
False |
False |
9,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.698 |
2.618 |
94.094 |
1.618 |
93.724 |
1.000 |
93.495 |
0.618 |
93.354 |
HIGH |
93.125 |
0.618 |
92.984 |
0.500 |
92.940 |
0.382 |
92.896 |
LOW |
92.755 |
0.618 |
92.526 |
1.000 |
92.385 |
1.618 |
92.156 |
2.618 |
91.786 |
4.250 |
91.183 |
|
|
Fisher Pivots for day following 12-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
92.951 |
92.933 |
PP |
92.945 |
92.910 |
S1 |
92.940 |
92.888 |
|