ICE US Dollar Index Future December 2020
Trading Metrics calculated at close of trading on 09-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
90.915 |
90.905 |
-0.010 |
0.0% |
91.730 |
High |
91.020 |
91.205 |
0.185 |
0.2% |
92.040 |
Low |
90.745 |
90.690 |
-0.055 |
-0.1% |
90.470 |
Close |
90.968 |
91.083 |
0.115 |
0.1% |
90.694 |
Range |
0.275 |
0.515 |
0.240 |
87.3% |
1.570 |
ATR |
0.505 |
0.506 |
0.001 |
0.1% |
0.000 |
Volume |
23,119 |
26,091 |
2,972 |
12.9% |
141,722 |
|
Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.538 |
92.325 |
91.366 |
|
R3 |
92.023 |
91.810 |
91.225 |
|
R2 |
91.508 |
91.508 |
91.177 |
|
R1 |
91.295 |
91.295 |
91.130 |
91.402 |
PP |
90.993 |
90.993 |
90.993 |
91.046 |
S1 |
90.780 |
90.780 |
91.036 |
90.887 |
S2 |
90.478 |
90.478 |
90.989 |
|
S3 |
89.963 |
90.265 |
90.941 |
|
S4 |
89.448 |
89.750 |
90.800 |
|
|
Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.778 |
94.806 |
91.558 |
|
R3 |
94.208 |
93.236 |
91.126 |
|
R2 |
92.638 |
92.638 |
90.982 |
|
R1 |
91.666 |
91.666 |
90.838 |
91.367 |
PP |
91.068 |
91.068 |
91.068 |
90.919 |
S1 |
90.096 |
90.096 |
90.550 |
89.797 |
S2 |
89.498 |
89.498 |
90.406 |
|
S3 |
87.928 |
88.526 |
90.262 |
|
S4 |
86.358 |
86.956 |
89.831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.240 |
90.470 |
0.770 |
0.8% |
0.482 |
0.5% |
80% |
False |
False |
27,882 |
10 |
92.255 |
90.470 |
1.785 |
2.0% |
0.489 |
0.5% |
34% |
False |
False |
25,872 |
20 |
93.190 |
90.470 |
2.720 |
3.0% |
0.461 |
0.5% |
23% |
False |
False |
23,836 |
40 |
94.330 |
90.470 |
3.860 |
4.2% |
0.522 |
0.6% |
16% |
False |
False |
23,560 |
60 |
94.795 |
90.470 |
4.325 |
4.7% |
0.518 |
0.6% |
14% |
False |
False |
23,384 |
80 |
94.795 |
90.470 |
4.325 |
4.7% |
0.538 |
0.6% |
14% |
False |
False |
19,381 |
100 |
95.790 |
90.470 |
5.320 |
5.8% |
0.551 |
0.6% |
12% |
False |
False |
15,547 |
120 |
97.785 |
90.470 |
7.315 |
8.0% |
0.533 |
0.6% |
8% |
False |
False |
12,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.394 |
2.618 |
92.553 |
1.618 |
92.038 |
1.000 |
91.720 |
0.618 |
91.523 |
HIGH |
91.205 |
0.618 |
91.008 |
0.500 |
90.948 |
0.382 |
90.887 |
LOW |
90.690 |
0.618 |
90.372 |
1.000 |
90.175 |
1.618 |
89.857 |
2.618 |
89.342 |
4.250 |
88.501 |
|
|
Fisher Pivots for day following 09-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
91.038 |
91.030 |
PP |
90.993 |
90.978 |
S1 |
90.948 |
90.925 |
|