ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	91.900	91.190	-0.710	-0.8%	92.345
High	91.915	91.495	-0.420	-0.5%	92.795
Low	91.140	90.980	-0.160	-0.2%	91.740
Close	91.297	91.115	-0.182	-0.2%	91.801
Range	0.775	0.515	-0.260	-33.5%	1.055
ATR	0.517	0.517	0.000	0.0%	0.000
Volume	29,578	25,497	-4,081	-13.8%	91,456

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	92.742	92.443	91.398
R3	92.227	91.928	91.257
R2	91.712	91.712	91.209
R1	91.413	91.413	91.162	91.305
PP	91.197	91.197	91.197	91.143
S1	90.898	90.898	91.068	90.790
S2	90.682	90.682	91.021
S3	90.167	90.383	90.973
S4	89.652	89.868	90.832

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.277	94.594	92.381
R3	94.222	93.539	92.091
R2	93.167	93.167	91.994
R1	92.484	92.484	91.898	92.298
PP	92.112	92.112	92.112	92.019
S1	91.429	91.429	91.704	91.243
S2	91.057	91.057	91.608
S3	90.002	90.374	91.511
S4	88.947	89.319	91.221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.255	90.980	1.275	1.4%	0.497	0.5%	11%	False	True	23,862
10	92.795	90.980	1.815	2.0%	0.478	0.5%	7%	False	True	22,908
20	94.330	90.980	3.350	3.7%	0.543	0.6%	4%	False	True	25,552
40	94.330	90.980	3.350	3.7%	0.514	0.6%	4%	False	True	22,595
60	94.795	90.980	3.815	4.2%	0.520	0.6%	4%	False	True	23,005
80	94.795	90.980	3.815	4.2%	0.537	0.6%	4%	False	True	17,650
100	96.615	90.980	5.635	6.2%	0.549	0.6%	2%	False	True	14,157
120	97.785	90.980	6.805	7.5%	0.535	0.6%	2%	False	True	11,805

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.139
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.684
2.618	92.843
1.618	92.328
1.000	92.010
0.618	91.813
HIGH	91.495
0.618	91.298
0.500	91.238
0.382	91.177
LOW	90.980
0.618	90.662
1.000	90.465
1.618	90.147
2.618	89.632
4.250	88.791

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	91.238	91.510
PP	91.197	91.378
S1	91.156	91.247

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols