ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
93.110 |
93.075 |
-0.035 |
0.0% |
93.915 |
| High |
93.270 |
93.605 |
0.335 |
0.4% |
93.975 |
| Low |
93.025 |
93.045 |
0.020 |
0.0% |
93.000 |
| Close |
93.104 |
93.536 |
0.432 |
0.5% |
93.065 |
| Range |
0.245 |
0.560 |
0.315 |
128.6% |
0.975 |
| ATR |
0.504 |
0.508 |
0.004 |
0.8% |
0.000 |
| Volume |
17,459 |
28,342 |
10,883 |
62.3% |
99,097 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.075 |
94.866 |
93.844 |
|
| R3 |
94.515 |
94.306 |
93.690 |
|
| R2 |
93.955 |
93.955 |
93.639 |
|
| R1 |
93.746 |
93.746 |
93.587 |
93.850 |
| PP |
93.395 |
93.395 |
93.395 |
93.448 |
| S1 |
93.186 |
93.186 |
93.485 |
93.291 |
| S2 |
92.835 |
92.835 |
93.433 |
|
| S3 |
92.275 |
92.626 |
93.382 |
|
| S4 |
91.715 |
92.066 |
93.228 |
|
|
| 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% |
0.418 |
0.4% |
55% |
False |
False |
20,156 |
| 10 |
94.250 |
93.000 |
1.250 |
1.3% |
0.449 |
0.5% |
43% |
False |
False |
21,149 |
| 20 |
94.795 |
92.755 |
2.040 |
2.2% |
0.511 |
0.5% |
38% |
False |
False |
23,030 |
| 40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.553 |
0.6% |
59% |
False |
False |
15,201 |
| 60 |
95.790 |
91.750 |
4.040 |
4.3% |
0.570 |
0.6% |
44% |
False |
False |
10,204 |
| 80 |
97.785 |
91.750 |
6.035 |
6.5% |
0.538 |
0.6% |
30% |
False |
False |
7,668 |
| 100 |
99.650 |
91.750 |
7.900 |
8.4% |
0.537 |
0.6% |
23% |
False |
False |
6,141 |
| 120 |
100.522 |
91.750 |
8.772 |
9.4% |
0.474 |
0.5% |
20% |
False |
False |
5,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.985 |
|
2.618 |
95.071 |
|
1.618 |
94.511 |
|
1.000 |
94.165 |
|
0.618 |
93.951 |
|
HIGH |
93.605 |
|
0.618 |
93.391 |
|
0.500 |
93.325 |
|
0.382 |
93.259 |
|
LOW |
93.045 |
|
0.618 |
92.699 |
|
1.000 |
92.485 |
|
1.618 |
92.139 |
|
2.618 |
91.579 |
|
4.250 |
90.665 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.466 |
93.461 |
| PP |
93.395 |
93.385 |
| S1 |
93.325 |
93.310 |
|