ICE US Dollar Index Future December 2020

Trading Metrics calculated at close of trading on 18-Nov-2020

Day Change Summary
	Previous	Current
	17-Nov-2020	18-Nov-2020	Change	Change %	Previous Week
Open	92.485	92.440	-0.045	0.0%	92.230
High	92.605	92.510	-0.095	-0.1%	93.190
Low	92.250	92.195	-0.055	-0.1%	92.120
Close	92.398	92.311	-0.087	-0.1%	92.750
Range	0.355	0.315	-0.040	-11.3%	1.070
ATR	0.545	0.529	-0.016	-3.0%	0.000
Volume	17,590	14,660	-2,930	-16.7%	130,010

Daily Pivots for day following 18-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	93.284	93.112	92.484
R3	92.969	92.797	92.398
R2	92.654	92.654	92.369
R1	92.482	92.482	92.340	92.411
PP	92.339	92.339	92.339	92.303
S1	92.167	92.167	92.282	92.096
S2	92.024	92.024	92.253
S3	91.709	91.852	92.224
S4	91.394	91.537	92.138

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	95.897	95.393	93.339
R3	94.827	94.323	93.044
R2	93.757	93.757	92.946
R1	93.253	93.253	92.848	93.505
PP	92.687	92.687	92.687	92.813
S1	92.183	92.183	92.652	92.435
S2	91.617	91.617	92.554
S3	90.547	91.113	92.456
S4	89.477	90.043	92.162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.125	92.195	0.930	1.0%	0.352	0.4%	12%	False	True	19,868
10	93.540	92.120	1.420	1.5%	0.532	0.6%	13%	False	False	26,007
20	94.330	92.120	2.210	2.4%	0.547	0.6%	9%	False	False	22,947
40	94.795	92.120	2.675	2.9%	0.512	0.6%	7%	False	False	22,013
60	94.795	91.750	3.045	3.3%	0.538	0.6%	18%	False	False	19,914
80	94.795	91.750	3.045	3.3%	0.555	0.6%	18%	False	False	14,997
100	97.580	91.750	5.830	6.3%	0.547	0.6%	10%	False	False	12,018
120	97.785	91.750	6.035	6.5%	0.546	0.6%	9%	False	False	10,022

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.115
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.849
2.618	93.335
1.618	93.020
1.000	92.825
0.618	92.705
HIGH	92.510
0.618	92.390
0.500	92.353
0.382	92.315
LOW	92.195
0.618	92.000
1.000	91.880
1.618	91.685
2.618	91.370
4.250	90.856

Fisher Pivots for day following 18-Nov-2020
Pivot	1 day	3 day
R1	92.353	92.523
PP	92.339	92.452
S1	92.325	92.382

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