ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
93.670 |
93.575 |
-0.095 |
-0.1% |
93.915 |
| High |
93.820 |
93.620 |
-0.200 |
-0.2% |
93.975 |
| Low |
93.525 |
93.000 |
-0.525 |
-0.6% |
93.000 |
| Close |
93.648 |
93.065 |
-0.583 |
-0.6% |
93.065 |
| Range |
0.295 |
0.620 |
0.325 |
110.2% |
0.975 |
| ATR |
0.514 |
0.524 |
0.010 |
1.9% |
0.000 |
| Volume |
14,787 |
19,919 |
5,132 |
34.7% |
99,097 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.088 |
94.697 |
93.406 |
|
| R3 |
94.468 |
94.077 |
93.236 |
|
| R2 |
93.848 |
93.848 |
93.179 |
|
| R1 |
93.457 |
93.457 |
93.122 |
93.343 |
| PP |
93.228 |
93.228 |
93.228 |
93.171 |
| S1 |
92.837 |
92.837 |
93.008 |
92.723 |
| S2 |
92.608 |
92.608 |
92.951 |
|
| S3 |
91.988 |
92.217 |
92.895 |
|
| S4 |
91.368 |
91.597 |
92.724 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.272 |
95.643 |
93.601 |
|
| R3 |
95.297 |
94.668 |
93.333 |
|
| R2 |
94.322 |
94.322 |
93.244 |
|
| R1 |
93.693 |
93.693 |
93.154 |
93.520 |
| PP |
93.347 |
93.347 |
93.347 |
93.260 |
| S1 |
92.718 |
92.718 |
92.976 |
92.545 |
| S2 |
92.372 |
92.372 |
92.886 |
|
| S3 |
91.397 |
91.743 |
92.797 |
|
| S4 |
90.422 |
90.768 |
92.529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.975 |
93.000 |
0.975 |
1.0% |
0.473 |
0.5% |
7% |
False |
True |
19,819 |
| 10 |
94.670 |
93.000 |
1.670 |
1.8% |
0.467 |
0.5% |
4% |
False |
True |
20,332 |
| 20 |
94.795 |
92.755 |
2.040 |
2.2% |
0.514 |
0.6% |
15% |
False |
False |
22,873 |
| 40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.550 |
0.6% |
43% |
False |
False |
14,065 |
| 60 |
96.270 |
91.750 |
4.520 |
4.9% |
0.571 |
0.6% |
29% |
False |
False |
9,443 |
| 80 |
97.785 |
91.750 |
6.035 |
6.5% |
0.541 |
0.6% |
22% |
False |
False |
7,096 |
| 100 |
99.895 |
91.750 |
8.145 |
8.8% |
0.530 |
0.6% |
16% |
False |
False |
5,683 |
| 120 |
100.710 |
91.750 |
8.960 |
9.6% |
0.471 |
0.5% |
15% |
False |
False |
4,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.255 |
|
2.618 |
95.243 |
|
1.618 |
94.623 |
|
1.000 |
94.240 |
|
0.618 |
94.003 |
|
HIGH |
93.620 |
|
0.618 |
93.383 |
|
0.500 |
93.310 |
|
0.382 |
93.237 |
|
LOW |
93.000 |
|
0.618 |
92.617 |
|
1.000 |
92.380 |
|
1.618 |
91.997 |
|
2.618 |
91.377 |
|
4.250 |
90.365 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.310 |
93.488 |
| PP |
93.228 |
93.347 |
| S1 |
93.147 |
93.206 |
|