ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
90.750 |
90.780 |
0.030 |
0.0% |
90.795 |
| High |
91.050 |
90.900 |
-0.150 |
-0.2% |
91.240 |
| Low |
90.630 |
90.455 |
-0.175 |
-0.2% |
90.610 |
| Close |
90.970 |
90.731 |
-0.239 |
-0.3% |
90.970 |
| Range |
0.420 |
0.445 |
0.025 |
6.0% |
0.630 |
| ATR |
0.500 |
0.501 |
0.001 |
0.2% |
0.000 |
| Volume |
11,622 |
529 |
-11,093 |
-95.4% |
116,862 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.030 |
91.826 |
90.976 |
|
| R3 |
91.585 |
91.381 |
90.853 |
|
| R2 |
91.140 |
91.140 |
90.813 |
|
| R1 |
90.936 |
90.936 |
90.772 |
90.816 |
| PP |
90.695 |
90.695 |
90.695 |
90.635 |
| S1 |
90.491 |
90.491 |
90.690 |
90.371 |
| S2 |
90.250 |
90.250 |
90.649 |
|
| S3 |
89.805 |
90.046 |
90.609 |
|
| S4 |
89.360 |
89.601 |
90.486 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.830 |
92.530 |
91.317 |
|
| R3 |
92.200 |
91.900 |
91.143 |
|
| R2 |
91.570 |
91.570 |
91.086 |
|
| R1 |
91.270 |
91.270 |
91.028 |
91.420 |
| PP |
90.940 |
90.940 |
90.940 |
91.015 |
| S1 |
90.640 |
90.640 |
90.912 |
90.790 |
| S2 |
90.310 |
90.310 |
90.854 |
|
| S3 |
89.680 |
90.010 |
90.797 |
|
| S4 |
89.050 |
89.380 |
90.623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.205 |
90.455 |
0.750 |
0.8% |
0.431 |
0.5% |
37% |
False |
True |
16,450 |
| 10 |
91.915 |
90.455 |
1.460 |
1.6% |
0.507 |
0.6% |
19% |
False |
True |
22,752 |
| 20 |
92.850 |
90.455 |
2.395 |
2.6% |
0.466 |
0.5% |
12% |
False |
True |
22,430 |
| 40 |
94.330 |
90.455 |
3.875 |
4.3% |
0.522 |
0.6% |
7% |
False |
True |
22,851 |
| 60 |
94.795 |
90.455 |
4.340 |
4.8% |
0.516 |
0.6% |
6% |
False |
True |
22,563 |
| 80 |
94.795 |
90.455 |
4.340 |
4.8% |
0.529 |
0.6% |
6% |
False |
True |
19,783 |
| 100 |
94.795 |
90.455 |
4.340 |
4.8% |
0.545 |
0.6% |
6% |
False |
True |
15,873 |
| 120 |
97.785 |
90.455 |
7.330 |
8.1% |
0.535 |
0.6% |
4% |
False |
True |
13,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.791 |
|
2.618 |
92.065 |
|
1.618 |
91.620 |
|
1.000 |
91.345 |
|
0.618 |
91.175 |
|
HIGH |
90.900 |
|
0.618 |
90.730 |
|
0.500 |
90.678 |
|
0.382 |
90.625 |
|
LOW |
90.455 |
|
0.618 |
90.180 |
|
1.000 |
90.010 |
|
1.618 |
89.735 |
|
2.618 |
89.290 |
|
4.250 |
88.564 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
90.713 |
90.805 |
| PP |
90.695 |
90.780 |
| S1 |
90.678 |
90.756 |
|