ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 01-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
91.730 |
91.900 |
0.170 |
0.2% |
92.345 |
High |
92.040 |
91.915 |
-0.125 |
-0.1% |
92.795 |
Low |
91.490 |
91.140 |
-0.350 |
-0.4% |
91.740 |
Close |
91.858 |
91.297 |
-0.561 |
-0.6% |
91.801 |
Range |
0.550 |
0.775 |
0.225 |
40.9% |
1.055 |
ATR |
0.498 |
0.517 |
0.020 |
4.0% |
0.000 |
Volume |
31,584 |
29,578 |
-2,006 |
-6.4% |
91,456 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.776 |
93.311 |
91.723 |
|
R3 |
93.001 |
92.536 |
91.510 |
|
R2 |
92.226 |
92.226 |
91.439 |
|
R1 |
91.761 |
91.761 |
91.368 |
91.606 |
PP |
91.451 |
91.451 |
91.451 |
91.373 |
S1 |
90.986 |
90.986 |
91.226 |
90.831 |
S2 |
90.676 |
90.676 |
91.155 |
|
S3 |
89.901 |
90.211 |
91.084 |
|
S4 |
89.126 |
89.436 |
90.871 |
|
|
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 |
92.555 |
91.140 |
1.415 |
1.5% |
0.484 |
0.5% |
11% |
False |
True |
23,402 |
10 |
92.795 |
91.140 |
1.655 |
1.8% |
0.462 |
0.5% |
9% |
False |
True |
22,117 |
20 |
94.330 |
91.140 |
3.190 |
3.5% |
0.556 |
0.6% |
5% |
False |
True |
25,189 |
40 |
94.330 |
91.140 |
3.190 |
3.5% |
0.515 |
0.6% |
5% |
False |
True |
22,624 |
60 |
94.795 |
91.140 |
3.655 |
4.0% |
0.520 |
0.6% |
4% |
False |
True |
22,824 |
80 |
94.795 |
91.140 |
3.655 |
4.0% |
0.535 |
0.6% |
4% |
False |
True |
17,334 |
100 |
96.615 |
91.140 |
5.475 |
6.0% |
0.547 |
0.6% |
3% |
False |
True |
13,903 |
120 |
97.785 |
91.140 |
6.645 |
7.3% |
0.537 |
0.6% |
2% |
False |
True |
11,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.209 |
2.618 |
93.944 |
1.618 |
93.169 |
1.000 |
92.690 |
0.618 |
92.394 |
HIGH |
91.915 |
0.618 |
91.619 |
0.500 |
91.528 |
0.382 |
91.436 |
LOW |
91.140 |
0.618 |
90.661 |
1.000 |
90.365 |
1.618 |
89.886 |
2.618 |
89.111 |
4.250 |
87.846 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
91.528 |
91.590 |
PP |
91.451 |
91.492 |
S1 |
91.374 |
91.395 |
|