ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
94.035 |
93.660 |
-0.375 |
-0.4% |
92.750 |
| High |
94.060 |
94.330 |
0.270 |
0.3% |
94.140 |
| Low |
93.295 |
93.245 |
-0.050 |
-0.1% |
92.730 |
| Close |
93.560 |
93.411 |
-0.149 |
-0.2% |
94.042 |
| Range |
0.765 |
1.085 |
0.320 |
41.8% |
1.410 |
| ATR |
0.527 |
0.567 |
0.040 |
7.6% |
0.000 |
| Volume |
18,238 |
36,544 |
18,306 |
100.4% |
99,373 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.917 |
96.249 |
94.008 |
|
| R3 |
95.832 |
95.164 |
93.709 |
|
| R2 |
94.747 |
94.747 |
93.610 |
|
| R1 |
94.079 |
94.079 |
93.510 |
93.871 |
| PP |
93.662 |
93.662 |
93.662 |
93.558 |
| S1 |
92.994 |
92.994 |
93.312 |
92.786 |
| S2 |
92.577 |
92.577 |
93.212 |
|
| S3 |
91.492 |
91.909 |
93.113 |
|
| S4 |
90.407 |
90.824 |
92.814 |
|
|
| 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 |
94.330 |
93.245 |
1.085 |
1.2% |
0.681 |
0.7% |
15% |
True |
True |
22,869 |
| 10 |
94.330 |
92.610 |
1.720 |
1.8% |
0.563 |
0.6% |
47% |
True |
False |
19,886 |
| 20 |
94.330 |
92.460 |
1.870 |
2.0% |
0.521 |
0.6% |
51% |
True |
False |
20,451 |
| 40 |
94.795 |
92.460 |
2.335 |
2.5% |
0.522 |
0.6% |
41% |
False |
False |
22,331 |
| 60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.544 |
0.6% |
55% |
False |
False |
15,621 |
| 80 |
96.300 |
91.750 |
4.550 |
4.9% |
0.557 |
0.6% |
37% |
False |
False |
11,763 |
| 100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.537 |
0.6% |
28% |
False |
False |
9,421 |
| 120 |
99.895 |
91.750 |
8.145 |
8.7% |
0.521 |
0.6% |
20% |
False |
False |
7,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.941 |
|
2.618 |
97.171 |
|
1.618 |
96.086 |
|
1.000 |
95.415 |
|
0.618 |
95.001 |
|
HIGH |
94.330 |
|
0.618 |
93.916 |
|
0.500 |
93.788 |
|
0.382 |
93.659 |
|
LOW |
93.245 |
|
0.618 |
92.574 |
|
1.000 |
92.160 |
|
1.618 |
91.489 |
|
2.618 |
90.404 |
|
4.250 |
88.634 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
93.788 |
93.788 |
| PP |
93.662 |
93.662 |
| S1 |
93.537 |
93.537 |
|