ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 23-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
92.330 |
92.345 |
0.015 |
0.0% |
92.715 |
High |
92.425 |
92.795 |
0.370 |
0.4% |
92.850 |
Low |
92.185 |
92.000 |
-0.185 |
-0.2% |
92.185 |
Close |
92.395 |
92.494 |
0.099 |
0.1% |
92.395 |
Range |
0.240 |
0.795 |
0.555 |
231.3% |
0.665 |
ATR |
0.506 |
0.526 |
0.021 |
4.1% |
0.000 |
Volume |
16,260 |
35,608 |
19,348 |
119.0% |
98,046 |
|
Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.815 |
94.449 |
92.931 |
|
R3 |
94.020 |
93.654 |
92.713 |
|
R2 |
93.225 |
93.225 |
92.640 |
|
R1 |
92.859 |
92.859 |
92.567 |
93.042 |
PP |
92.430 |
92.430 |
92.430 |
92.521 |
S1 |
92.064 |
92.064 |
92.421 |
92.247 |
S2 |
91.635 |
91.635 |
92.348 |
|
S3 |
90.840 |
91.269 |
92.275 |
|
S4 |
90.045 |
90.474 |
92.057 |
|
|
Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.472 |
94.098 |
92.761 |
|
R3 |
93.807 |
93.433 |
92.578 |
|
R2 |
93.142 |
93.142 |
92.517 |
|
R1 |
92.768 |
92.768 |
92.456 |
92.623 |
PP |
92.477 |
92.477 |
92.477 |
92.404 |
S1 |
92.103 |
92.103 |
92.334 |
91.958 |
S2 |
91.812 |
91.812 |
92.273 |
|
S3 |
91.147 |
91.438 |
92.212 |
|
S4 |
90.482 |
90.773 |
92.029 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.795 |
92.000 |
0.795 |
0.9% |
0.440 |
0.5% |
62% |
True |
True |
20,833 |
10 |
93.190 |
92.000 |
1.190 |
1.3% |
0.427 |
0.5% |
42% |
False |
True |
21,767 |
20 |
94.330 |
92.000 |
2.330 |
2.5% |
0.561 |
0.6% |
21% |
False |
True |
24,308 |
40 |
94.350 |
92.000 |
2.350 |
2.5% |
0.513 |
0.6% |
21% |
False |
True |
22,235 |
60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.525 |
0.6% |
24% |
False |
False |
21,074 |
80 |
94.795 |
91.750 |
3.045 |
3.3% |
0.546 |
0.6% |
24% |
False |
False |
15,884 |
100 |
97.150 |
91.750 |
5.400 |
5.8% |
0.550 |
0.6% |
14% |
False |
False |
12,735 |
120 |
97.785 |
91.750 |
6.035 |
6.5% |
0.544 |
0.6% |
12% |
False |
False |
10,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.174 |
2.618 |
94.876 |
1.618 |
94.081 |
1.000 |
93.590 |
0.618 |
93.286 |
HIGH |
92.795 |
0.618 |
92.491 |
0.500 |
92.398 |
0.382 |
92.304 |
LOW |
92.000 |
0.618 |
91.509 |
1.000 |
91.205 |
1.618 |
90.714 |
2.618 |
89.919 |
4.250 |
88.621 |
|
|
Fisher Pivots for day following 23-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
92.462 |
92.462 |
PP |
92.430 |
92.430 |
S1 |
92.398 |
92.398 |
|