ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 27-Oct-2020

Day Change Summary
	Previous	Current
	26-Oct-2020	27-Oct-2020	Change	Change %	Previous Week
Open	92.750	93.060	0.310	0.3%	93.720
High	93.110	93.130	0.020	0.0%	93.775
Low	92.730	92.775	0.045	0.0%	92.460
Close	93.044	92.927	-0.117	-0.1%	92.765
Range	0.380	0.355	-0.025	-6.6%	1.315
ATR	0.493	0.483	-0.010	-2.0%	0.000
Volume	14,722	13,970	-752	-5.1%	98,210

Daily Pivots for day following 27-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	94.009	93.823	93.122
R3	93.654	93.468	93.025
R2	93.299	93.299	92.992
R1	93.113	93.113	92.960	93.029
PP	92.944	92.944	92.944	92.902
S1	92.758	92.758	92.894	92.674
S2	92.589	92.589	92.862
S3	92.234	92.403	92.829
S4	91.879	92.048	92.732

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	96.945	96.170	93.488
R3	95.630	94.855	93.127
R2	94.315	94.315	93.006
R1	93.540	93.540	92.886	93.270
PP	93.000	93.000	93.000	92.865
S1	92.225	92.225	92.644	91.955
S2	91.685	91.685	92.524
S3	90.370	90.910	92.403
S4	89.055	89.595	92.042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.130	92.460	0.670	0.7%	0.440	0.5%	70%	True	False	16,585
10	93.925	92.460	1.465	1.6%	0.467	0.5%	32%	False	False	18,831
20	94.250	92.460	1.790	1.9%	0.458	0.5%	26%	False	False	19,990
40	94.795	91.750	3.045	3.3%	0.504	0.5%	39%	False	False	19,773
60	94.795	91.750	3.045	3.3%	0.536	0.6%	39%	False	False	13,304
80	97.100	91.750	5.350	5.8%	0.543	0.6%	22%	False	False	10,016
100	97.785	91.750	6.035	6.5%	0.540	0.6%	20%	False	False	8,023
120	100.522	91.750	8.772	9.4%	0.497	0.5%	13%	False	False	6,687

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.081
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	94.639
2.618	94.059
1.618	93.704
1.000	93.485
0.618	93.349
HIGH	93.130
0.618	92.994
0.500	92.953
0.382	92.911
LOW	92.775
0.618	92.556
1.000	92.420
1.618	92.201
2.618	91.846
4.250	91.266

Fisher Pivots for day following 27-Oct-2020
Pivot	1 day	3 day
R1	92.953	92.914
PP	92.944	92.901
S1	92.936	92.888

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