ICE US Dollar Index Future March 2021
Trading Metrics calculated at close of trading on 11-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
91.000 |
90.670 |
-0.330 |
-0.4% |
90.675 |
High |
91.080 |
90.975 |
-0.105 |
-0.1% |
91.150 |
Low |
90.575 |
90.545 |
-0.030 |
0.0% |
90.515 |
Close |
90.751 |
90.924 |
0.173 |
0.2% |
90.924 |
Range |
0.505 |
0.430 |
-0.075 |
-14.9% |
0.635 |
ATR |
0.477 |
0.474 |
-0.003 |
-0.7% |
0.000 |
Volume |
27,045 |
21,498 |
-5,547 |
-20.5% |
81,890 |
|
Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.105 |
91.944 |
91.160 |
|
R3 |
91.675 |
91.514 |
91.042 |
|
R2 |
91.245 |
91.245 |
91.003 |
|
R1 |
91.084 |
91.084 |
90.963 |
91.164 |
PP |
90.815 |
90.815 |
90.815 |
90.855 |
S1 |
90.654 |
90.654 |
90.885 |
90.735 |
S2 |
90.385 |
90.385 |
90.845 |
|
S3 |
89.955 |
90.224 |
90.806 |
|
S4 |
89.525 |
89.794 |
90.688 |
|
|
Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.768 |
92.481 |
91.273 |
|
R3 |
92.133 |
91.846 |
91.099 |
|
R2 |
91.498 |
91.498 |
91.040 |
|
R1 |
91.211 |
91.211 |
90.982 |
91.354 |
PP |
90.863 |
90.863 |
90.863 |
90.935 |
S1 |
90.576 |
90.576 |
90.866 |
90.720 |
S2 |
90.228 |
90.228 |
90.808 |
|
S3 |
89.593 |
89.941 |
90.749 |
|
S4 |
88.958 |
89.306 |
90.575 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.150 |
90.515 |
0.635 |
0.7% |
0.472 |
0.5% |
64% |
False |
False |
16,378 |
10 |
91.955 |
90.380 |
1.575 |
1.7% |
0.515 |
0.6% |
35% |
False |
False |
9,474 |
20 |
92.785 |
90.380 |
2.405 |
2.6% |
0.445 |
0.5% |
23% |
False |
False |
4,862 |
40 |
94.250 |
90.380 |
3.870 |
4.3% |
0.472 |
0.5% |
14% |
False |
False |
2,503 |
60 |
94.690 |
90.380 |
4.310 |
4.7% |
0.454 |
0.5% |
13% |
False |
False |
1,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.802 |
2.618 |
92.101 |
1.618 |
91.671 |
1.000 |
91.405 |
0.618 |
91.241 |
HIGH |
90.975 |
0.618 |
90.811 |
0.500 |
90.760 |
0.382 |
90.709 |
LOW |
90.545 |
0.618 |
90.279 |
1.000 |
90.115 |
1.618 |
89.849 |
2.618 |
89.419 |
4.250 |
88.718 |
|
|
Fisher Pivots for day following 11-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
90.869 |
90.894 |
PP |
90.815 |
90.863 |
S1 |
90.760 |
90.833 |
|