ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
93.925 |
94.095 |
0.170 |
0.2% |
92.750 |
| High |
94.105 |
94.315 |
0.210 |
0.2% |
94.140 |
| Low |
93.660 |
93.990 |
0.330 |
0.4% |
92.730 |
| Close |
94.042 |
94.145 |
0.103 |
0.1% |
94.042 |
| Range |
0.445 |
0.325 |
-0.120 |
-27.0% |
1.410 |
| ATR |
0.516 |
0.502 |
-0.014 |
-2.6% |
0.000 |
| Volume |
18,477 |
14,746 |
-3,731 |
-20.2% |
99,373 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.125 |
94.960 |
94.324 |
|
| R3 |
94.800 |
94.635 |
94.234 |
|
| R2 |
94.475 |
94.475 |
94.205 |
|
| R1 |
94.310 |
94.310 |
94.175 |
94.392 |
| PP |
94.150 |
94.150 |
94.150 |
94.191 |
| S1 |
93.985 |
93.985 |
94.115 |
94.068 |
| S2 |
93.825 |
93.825 |
94.085 |
|
| S3 |
93.500 |
93.660 |
94.056 |
|
| S4 |
93.175 |
93.335 |
93.966 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.867 |
97.365 |
94.818 |
|
| R3 |
96.457 |
95.955 |
94.430 |
|
| R2 |
95.047 |
95.047 |
94.301 |
|
| R1 |
94.545 |
94.545 |
94.171 |
94.796 |
| PP |
93.637 |
93.637 |
93.637 |
93.763 |
| S1 |
93.135 |
93.135 |
93.913 |
93.386 |
| S2 |
92.227 |
92.227 |
93.783 |
|
| S3 |
90.817 |
91.725 |
93.654 |
|
| S4 |
89.407 |
90.315 |
93.266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.315 |
92.775 |
1.540 |
1.6% |
0.506 |
0.5% |
89% |
True |
False |
19,879 |
| 10 |
94.315 |
92.460 |
1.855 |
2.0% |
0.491 |
0.5% |
91% |
True |
False |
19,070 |
| 20 |
94.315 |
92.460 |
1.855 |
2.0% |
0.474 |
0.5% |
91% |
True |
False |
20,059 |
| 40 |
94.795 |
92.460 |
2.335 |
2.5% |
0.502 |
0.5% |
72% |
False |
False |
21,642 |
| 60 |
94.795 |
91.750 |
3.045 |
3.2% |
0.529 |
0.6% |
79% |
False |
False |
14,715 |
| 80 |
96.615 |
91.750 |
4.865 |
5.2% |
0.545 |
0.6% |
49% |
False |
False |
11,081 |
| 100 |
97.785 |
91.750 |
6.035 |
6.4% |
0.533 |
0.6% |
40% |
False |
False |
8,874 |
| 120 |
100.150 |
91.750 |
8.400 |
8.9% |
0.509 |
0.5% |
29% |
False |
False |
7,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.696 |
|
2.618 |
95.166 |
|
1.618 |
94.841 |
|
1.000 |
94.640 |
|
0.618 |
94.516 |
|
HIGH |
94.315 |
|
0.618 |
94.191 |
|
0.500 |
94.153 |
|
0.382 |
94.114 |
|
LOW |
93.990 |
|
0.618 |
93.789 |
|
1.000 |
93.665 |
|
1.618 |
93.464 |
|
2.618 |
93.139 |
|
4.250 |
92.609 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
94.153 |
94.042 |
| PP |
94.150 |
93.938 |
| S1 |
94.148 |
93.835 |
|