ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
92.130 |
92.000 |
-0.130 |
-0.1% |
92.345 |
| High |
92.255 |
92.035 |
-0.220 |
-0.2% |
92.795 |
| Low |
91.905 |
91.740 |
-0.165 |
-0.2% |
91.740 |
| Close |
91.966 |
91.801 |
-0.165 |
-0.2% |
91.801 |
| Range |
0.350 |
0.295 |
-0.055 |
-15.7% |
1.055 |
| ATR |
0.509 |
0.494 |
-0.015 |
-3.0% |
0.000 |
| Volume |
22,732 |
9,923 |
-12,809 |
-56.3% |
91,456 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.744 |
92.567 |
91.963 |
|
| R3 |
92.449 |
92.272 |
91.882 |
|
| R2 |
92.154 |
92.154 |
91.855 |
|
| R1 |
91.977 |
91.977 |
91.828 |
91.918 |
| PP |
91.859 |
91.859 |
91.859 |
91.829 |
| S1 |
91.682 |
91.682 |
91.774 |
91.623 |
| S2 |
91.564 |
91.564 |
91.747 |
|
| S3 |
91.269 |
91.387 |
91.720 |
|
| S4 |
90.974 |
91.092 |
91.639 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.277 |
94.594 |
92.381 |
|
| R3 |
94.222 |
93.539 |
92.091 |
|
| R2 |
93.167 |
93.167 |
91.994 |
|
| R1 |
92.484 |
92.484 |
91.898 |
92.298 |
| PP |
92.112 |
92.112 |
92.112 |
92.019 |
| S1 |
91.429 |
91.429 |
91.704 |
91.243 |
| S2 |
91.057 |
91.057 |
91.608 |
|
| S3 |
90.002 |
90.374 |
91.511 |
|
| S4 |
88.947 |
89.319 |
91.221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.795 |
91.740 |
1.055 |
1.1% |
0.426 |
0.5% |
6% |
False |
True |
21,543 |
| 10 |
93.005 |
91.740 |
1.265 |
1.4% |
0.402 |
0.4% |
5% |
False |
True |
20,379 |
| 20 |
94.330 |
91.740 |
2.590 |
2.8% |
0.528 |
0.6% |
2% |
False |
True |
23,792 |
| 40 |
94.330 |
91.740 |
2.590 |
2.8% |
0.504 |
0.5% |
2% |
False |
True |
22,077 |
| 60 |
94.795 |
91.740 |
3.055 |
3.3% |
0.514 |
0.6% |
2% |
False |
True |
21,943 |
| 80 |
94.795 |
91.740 |
3.055 |
3.3% |
0.537 |
0.6% |
2% |
False |
True |
16,575 |
| 100 |
96.935 |
91.740 |
5.195 |
5.7% |
0.543 |
0.6% |
1% |
False |
True |
13,292 |
| 120 |
97.785 |
91.740 |
6.045 |
6.6% |
0.539 |
0.6% |
1% |
False |
True |
11,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.289 |
|
2.618 |
92.807 |
|
1.618 |
92.512 |
|
1.000 |
92.330 |
|
0.618 |
92.217 |
|
HIGH |
92.035 |
|
0.618 |
91.922 |
|
0.500 |
91.888 |
|
0.382 |
91.853 |
|
LOW |
91.740 |
|
0.618 |
91.558 |
|
1.000 |
91.445 |
|
1.618 |
91.263 |
|
2.618 |
90.968 |
|
4.250 |
90.486 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
91.888 |
92.148 |
| PP |
91.859 |
92.032 |
| S1 |
91.830 |
91.917 |
|