ICE US Dollar Index Future March 2021
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 |
91.695 |
91.825 |
0.130 |
0.1% |
92.325 |
High |
91.955 |
91.835 |
-0.120 |
-0.1% |
92.730 |
Low |
91.425 |
91.085 |
-0.340 |
-0.4% |
91.690 |
Close |
91.792 |
91.227 |
-0.565 |
-0.6% |
91.741 |
Range |
0.530 |
0.750 |
0.220 |
41.5% |
1.040 |
ATR |
0.446 |
0.468 |
0.022 |
4.9% |
0.000 |
Volume |
903 |
1,000 |
97 |
10.7% |
1,717 |
|
Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.632 |
93.180 |
91.640 |
|
R3 |
92.882 |
92.430 |
91.433 |
|
R2 |
92.132 |
92.132 |
91.365 |
|
R1 |
91.680 |
91.680 |
91.296 |
91.531 |
PP |
91.382 |
91.382 |
91.382 |
91.308 |
S1 |
90.930 |
90.930 |
91.158 |
90.781 |
S2 |
90.632 |
90.632 |
91.090 |
|
S3 |
89.882 |
90.180 |
91.021 |
|
S4 |
89.132 |
89.430 |
90.815 |
|
|
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 |
92.195 |
91.085 |
1.110 |
1.2% |
0.446 |
0.5% |
13% |
False |
True |
570 |
10 |
92.730 |
91.085 |
1.645 |
1.8% |
0.437 |
0.5% |
9% |
False |
True |
410 |
20 |
94.250 |
91.085 |
3.165 |
3.5% |
0.494 |
0.5% |
4% |
False |
True |
305 |
40 |
94.250 |
91.085 |
3.165 |
3.5% |
0.445 |
0.5% |
4% |
False |
True |
203 |
60 |
94.690 |
91.085 |
3.605 |
4.0% |
0.433 |
0.5% |
4% |
False |
True |
165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.023 |
2.618 |
93.799 |
1.618 |
93.049 |
1.000 |
92.585 |
0.618 |
92.299 |
HIGH |
91.835 |
0.618 |
91.549 |
0.500 |
91.460 |
0.382 |
91.372 |
LOW |
91.085 |
0.618 |
90.622 |
1.000 |
90.335 |
1.618 |
89.872 |
2.618 |
89.122 |
4.250 |
87.898 |
|
|
Fisher Pivots for day following 01-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
91.460 |
91.533 |
PP |
91.382 |
91.431 |
S1 |
91.305 |
91.329 |
|