ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
93.075 |
93.540 |
0.465 |
0.5% |
93.915 |
| High |
93.605 |
93.680 |
0.075 |
0.1% |
93.975 |
| Low |
93.045 |
93.240 |
0.195 |
0.2% |
93.000 |
| Close |
93.536 |
93.366 |
-0.170 |
-0.2% |
93.065 |
| Range |
0.560 |
0.440 |
-0.120 |
-21.4% |
0.975 |
| ATR |
0.508 |
0.503 |
-0.005 |
-1.0% |
0.000 |
| Volume |
28,342 |
24,149 |
-4,193 |
-14.8% |
99,097 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.749 |
94.497 |
93.608 |
|
| R3 |
94.309 |
94.057 |
93.487 |
|
| R2 |
93.869 |
93.869 |
93.447 |
|
| R1 |
93.617 |
93.617 |
93.406 |
93.523 |
| PP |
93.429 |
93.429 |
93.429 |
93.382 |
| S1 |
93.177 |
93.177 |
93.326 |
93.083 |
| S2 |
92.989 |
92.989 |
93.285 |
|
| S3 |
92.549 |
92.737 |
93.245 |
|
| S4 |
92.109 |
92.297 |
93.124 |
|
|
| 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 |
93.820 |
93.000 |
0.820 |
0.9% |
0.432 |
0.5% |
45% |
False |
False |
20,931 |
| 10 |
94.090 |
93.000 |
1.090 |
1.2% |
0.438 |
0.5% |
34% |
False |
False |
21,564 |
| 20 |
94.795 |
92.755 |
2.040 |
2.2% |
0.508 |
0.5% |
30% |
False |
False |
22,462 |
| 40 |
94.795 |
91.750 |
3.045 |
3.3% |
0.548 |
0.6% |
53% |
False |
False |
15,795 |
| 60 |
95.360 |
91.750 |
3.610 |
3.9% |
0.565 |
0.6% |
45% |
False |
False |
10,605 |
| 80 |
97.785 |
91.750 |
6.035 |
6.5% |
0.541 |
0.6% |
27% |
False |
False |
7,970 |
| 100 |
99.063 |
91.750 |
7.313 |
7.8% |
0.534 |
0.6% |
22% |
False |
False |
6,382 |
| 120 |
100.522 |
91.750 |
8.772 |
9.4% |
0.474 |
0.5% |
18% |
False |
False |
5,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.550 |
|
2.618 |
94.832 |
|
1.618 |
94.392 |
|
1.000 |
94.120 |
|
0.618 |
93.952 |
|
HIGH |
93.680 |
|
0.618 |
93.512 |
|
0.500 |
93.460 |
|
0.382 |
93.408 |
|
LOW |
93.240 |
|
0.618 |
92.968 |
|
1.000 |
92.800 |
|
1.618 |
92.528 |
|
2.618 |
92.088 |
|
4.250 |
91.370 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.460 |
93.362 |
| PP |
93.429 |
93.357 |
| S1 |
93.397 |
93.353 |
|