ICE US Dollar Index Future December 2021
Trading Metrics calculated at close of trading on 27-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
93.830 |
93.955 |
0.125 |
0.1% |
93.940 |
High |
94.015 |
94.005 |
-0.010 |
0.0% |
94.175 |
Low |
93.685 |
93.675 |
-0.010 |
0.0% |
93.475 |
Close |
93.941 |
93.798 |
-0.143 |
-0.2% |
93.625 |
Range |
0.330 |
0.330 |
0.000 |
0.0% |
0.700 |
ATR |
0.376 |
0.373 |
-0.003 |
-0.9% |
0.000 |
Volume |
20,284 |
35,850 |
15,566 |
76.7% |
115,912 |
|
Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.816 |
94.637 |
93.980 |
|
R3 |
94.486 |
94.307 |
93.889 |
|
R2 |
94.156 |
94.156 |
93.859 |
|
R1 |
93.977 |
93.977 |
93.828 |
93.902 |
PP |
93.826 |
93.826 |
93.826 |
93.788 |
S1 |
93.647 |
93.647 |
93.768 |
93.572 |
S2 |
93.496 |
93.496 |
93.738 |
|
S3 |
93.166 |
93.317 |
93.707 |
|
S4 |
92.836 |
92.987 |
93.617 |
|
|
Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.858 |
95.442 |
94.010 |
|
R3 |
95.158 |
94.742 |
93.818 |
|
R2 |
94.458 |
94.458 |
93.753 |
|
R1 |
94.042 |
94.042 |
93.689 |
93.900 |
PP |
93.758 |
93.758 |
93.758 |
93.688 |
S1 |
93.342 |
93.342 |
93.561 |
93.200 |
S2 |
93.058 |
93.058 |
93.497 |
|
S3 |
92.358 |
92.642 |
93.433 |
|
S4 |
91.658 |
91.942 |
93.240 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.015 |
93.465 |
0.550 |
0.6% |
0.347 |
0.4% |
61% |
False |
False |
25,145 |
10 |
94.175 |
93.465 |
0.710 |
0.8% |
0.342 |
0.4% |
47% |
False |
False |
23,400 |
20 |
94.570 |
93.465 |
1.105 |
1.2% |
0.364 |
0.4% |
30% |
False |
False |
23,426 |
40 |
94.570 |
91.935 |
2.635 |
2.8% |
0.385 |
0.4% |
71% |
False |
False |
21,969 |
60 |
94.570 |
91.800 |
2.770 |
3.0% |
0.372 |
0.4% |
72% |
False |
False |
14,810 |
80 |
94.570 |
91.775 |
2.795 |
3.0% |
0.375 |
0.4% |
72% |
False |
False |
11,175 |
100 |
94.570 |
89.800 |
4.770 |
5.1% |
0.385 |
0.4% |
84% |
False |
False |
8,968 |
120 |
94.570 |
89.550 |
5.020 |
5.4% |
0.379 |
0.4% |
85% |
False |
False |
7,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.408 |
2.618 |
94.869 |
1.618 |
94.539 |
1.000 |
94.335 |
0.618 |
94.209 |
HIGH |
94.005 |
0.618 |
93.879 |
0.500 |
93.840 |
0.382 |
93.801 |
LOW |
93.675 |
0.618 |
93.471 |
1.000 |
93.345 |
1.618 |
93.141 |
2.618 |
92.811 |
4.250 |
92.273 |
|
|
Fisher Pivots for day following 27-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
93.840 |
93.779 |
PP |
93.826 |
93.759 |
S1 |
93.812 |
93.740 |
|