ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
92.325 |
92.445 |
0.120 |
0.1% |
92.620 |
| High |
92.730 |
92.500 |
-0.230 |
-0.2% |
92.785 |
| Low |
91.955 |
92.065 |
0.110 |
0.1% |
92.150 |
| Close |
92.434 |
92.165 |
-0.269 |
-0.3% |
92.335 |
| Range |
0.775 |
0.435 |
-0.340 |
-43.9% |
0.635 |
| ATR |
0.473 |
0.470 |
-0.003 |
-0.6% |
0.000 |
| Volume |
346 |
421 |
75 |
21.7% |
777 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.548 |
93.292 |
92.404 |
|
| R3 |
93.113 |
92.857 |
92.285 |
|
| R2 |
92.678 |
92.678 |
92.245 |
|
| R1 |
92.422 |
92.422 |
92.205 |
92.333 |
| PP |
92.243 |
92.243 |
92.243 |
92.199 |
| S1 |
91.987 |
91.987 |
92.125 |
91.898 |
| S2 |
91.808 |
91.808 |
92.085 |
|
| S3 |
91.373 |
91.552 |
92.045 |
|
| S4 |
90.938 |
91.117 |
91.926 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.328 |
93.967 |
92.684 |
|
| R3 |
93.693 |
93.332 |
92.510 |
|
| R2 |
93.058 |
93.058 |
92.451 |
|
| R1 |
92.697 |
92.697 |
92.393 |
92.560 |
| PP |
92.423 |
92.423 |
92.423 |
92.355 |
| S1 |
92.062 |
92.062 |
92.277 |
91.925 |
| S2 |
91.788 |
91.788 |
92.219 |
|
| S3 |
91.153 |
91.427 |
92.160 |
|
| S4 |
90.518 |
90.792 |
91.986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.730 |
91.955 |
0.775 |
0.8% |
0.428 |
0.5% |
27% |
False |
False |
251 |
| 10 |
93.165 |
91.955 |
1.210 |
1.3% |
0.398 |
0.4% |
17% |
False |
False |
202 |
| 20 |
94.250 |
91.955 |
2.295 |
2.5% |
0.501 |
0.5% |
9% |
False |
False |
191 |
| 40 |
94.250 |
91.955 |
2.295 |
2.5% |
0.441 |
0.5% |
9% |
False |
False |
146 |
| 60 |
94.690 |
91.955 |
2.735 |
3.0% |
0.416 |
0.5% |
8% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.349 |
|
2.618 |
93.639 |
|
1.618 |
93.204 |
|
1.000 |
92.935 |
|
0.618 |
92.769 |
|
HIGH |
92.500 |
|
0.618 |
92.334 |
|
0.500 |
92.283 |
|
0.382 |
92.231 |
|
LOW |
92.065 |
|
0.618 |
91.796 |
|
1.000 |
91.630 |
|
1.618 |
91.361 |
|
2.618 |
90.926 |
|
4.250 |
90.216 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.283 |
92.343 |
| PP |
92.243 |
92.283 |
| S1 |
92.204 |
92.224 |
|