ICE US Dollar Index Future March 2021
Trading Metrics calculated at close of trading on 27-Nov-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
Open |
91.905 |
91.930 |
0.025 |
0.0% |
92.325 |
High |
92.100 |
91.980 |
-0.120 |
-0.1% |
92.730 |
Low |
91.785 |
91.690 |
-0.095 |
-0.1% |
91.690 |
Close |
91.906 |
91.741 |
-0.165 |
-0.2% |
91.741 |
Range |
0.315 |
0.290 |
-0.025 |
-7.9% |
1.040 |
ATR |
0.451 |
0.439 |
-0.011 |
-2.5% |
0.000 |
Volume |
223 |
211 |
-12 |
-5.4% |
1,717 |
|
Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.674 |
92.497 |
91.901 |
|
R3 |
92.384 |
92.207 |
91.821 |
|
R2 |
92.094 |
92.094 |
91.794 |
|
R1 |
91.917 |
91.917 |
91.768 |
91.861 |
PP |
91.804 |
91.804 |
91.804 |
91.775 |
S1 |
91.627 |
91.627 |
91.714 |
91.571 |
S2 |
91.514 |
91.514 |
91.688 |
|
S3 |
91.224 |
91.337 |
91.661 |
|
S4 |
90.934 |
91.047 |
91.582 |
|
|
Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.174 |
94.497 |
92.313 |
|
R3 |
94.134 |
93.457 |
92.027 |
|
R2 |
93.094 |
93.094 |
91.932 |
|
R1 |
92.417 |
92.417 |
91.836 |
92.236 |
PP |
92.054 |
92.054 |
92.054 |
91.963 |
S1 |
91.377 |
91.377 |
91.646 |
91.196 |
S2 |
91.014 |
91.014 |
91.550 |
|
S3 |
89.974 |
90.337 |
91.455 |
|
S4 |
88.934 |
89.297 |
91.169 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.730 |
91.690 |
1.040 |
1.1% |
0.432 |
0.5% |
5% |
False |
True |
343 |
10 |
92.785 |
91.690 |
1.095 |
1.2% |
0.376 |
0.4% |
5% |
False |
True |
249 |
20 |
94.250 |
91.690 |
2.560 |
2.8% |
0.474 |
0.5% |
2% |
False |
True |
220 |
40 |
94.250 |
91.690 |
2.560 |
2.8% |
0.436 |
0.5% |
2% |
False |
True |
162 |
60 |
94.690 |
91.690 |
3.000 |
3.3% |
0.425 |
0.5% |
2% |
False |
True |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.213 |
2.618 |
92.739 |
1.618 |
92.449 |
1.000 |
92.270 |
0.618 |
92.159 |
HIGH |
91.980 |
0.618 |
91.869 |
0.500 |
91.835 |
0.382 |
91.801 |
LOW |
91.690 |
0.618 |
91.511 |
1.000 |
91.400 |
1.618 |
91.221 |
2.618 |
90.931 |
4.250 |
90.458 |
|
|
Fisher Pivots for day following 27-Nov-2020 |
Pivot |
1 day |
3 day |
R1 |
91.835 |
91.943 |
PP |
91.804 |
91.875 |
S1 |
91.772 |
91.808 |
|