ICE US Dollar Index Future March 2021
Trading Metrics calculated at close of trading on 31-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
89.865 |
89.520 |
-0.345 |
-0.4% |
90.045 |
High |
89.900 |
89.965 |
0.065 |
0.1% |
90.950 |
Low |
89.515 |
89.475 |
-0.040 |
0.0% |
89.925 |
Close |
89.649 |
89.894 |
0.245 |
0.3% |
90.250 |
Range |
0.385 |
0.490 |
0.105 |
27.3% |
1.025 |
ATR |
0.502 |
0.501 |
-0.001 |
-0.2% |
0.000 |
Volume |
23,431 |
13,094 |
-10,337 |
-44.1% |
99,503 |
|
Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.248 |
91.061 |
90.164 |
|
R3 |
90.758 |
90.571 |
90.029 |
|
R2 |
90.268 |
90.268 |
89.984 |
|
R1 |
90.081 |
90.081 |
89.939 |
90.175 |
PP |
89.778 |
89.778 |
89.778 |
89.825 |
S1 |
89.591 |
89.591 |
89.849 |
89.685 |
S2 |
89.288 |
89.288 |
89.804 |
|
S3 |
88.798 |
89.101 |
89.759 |
|
S4 |
88.308 |
88.611 |
89.625 |
|
|
Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.450 |
92.875 |
90.814 |
|
R3 |
92.425 |
91.850 |
90.532 |
|
R2 |
91.400 |
91.400 |
90.438 |
|
R1 |
90.825 |
90.825 |
90.344 |
91.113 |
PP |
90.375 |
90.375 |
90.375 |
90.519 |
S1 |
89.800 |
89.800 |
90.156 |
90.088 |
S2 |
89.350 |
89.350 |
90.062 |
|
S3 |
88.325 |
88.775 |
89.968 |
|
S4 |
87.300 |
87.750 |
89.686 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.320 |
89.475 |
0.845 |
0.9% |
0.383 |
0.4% |
50% |
False |
True |
16,611 |
10 |
90.950 |
89.475 |
1.475 |
1.6% |
0.498 |
0.6% |
28% |
False |
True |
21,913 |
20 |
91.150 |
89.475 |
1.675 |
1.9% |
0.493 |
0.5% |
25% |
False |
True |
19,255 |
40 |
93.365 |
89.475 |
3.890 |
4.3% |
0.481 |
0.5% |
11% |
False |
True |
9,801 |
60 |
94.250 |
89.475 |
4.775 |
5.3% |
0.464 |
0.5% |
9% |
False |
True |
6,569 |
80 |
94.690 |
89.475 |
5.215 |
5.8% |
0.449 |
0.5% |
8% |
False |
True |
4,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.048 |
2.618 |
91.248 |
1.618 |
90.758 |
1.000 |
90.455 |
0.618 |
90.268 |
HIGH |
89.965 |
0.618 |
89.778 |
0.500 |
89.720 |
0.382 |
89.662 |
LOW |
89.475 |
0.618 |
89.172 |
1.000 |
88.985 |
1.618 |
88.682 |
2.618 |
88.192 |
4.250 |
87.393 |
|
|
Fisher Pivots for day following 31-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
89.836 |
89.869 |
PP |
89.778 |
89.845 |
S1 |
89.720 |
89.820 |
|