ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
89.800 |
90.045 |
0.245 |
0.3% |
90.730 |
| High |
90.055 |
90.950 |
0.895 |
1.0% |
90.845 |
| Low |
89.755 |
89.925 |
0.170 |
0.2% |
89.640 |
| Close |
89.953 |
89.949 |
-0.004 |
0.0% |
89.953 |
| Range |
0.300 |
1.025 |
0.725 |
241.7% |
1.205 |
| ATR |
0.489 |
0.527 |
0.038 |
7.8% |
0.000 |
| Volume |
17,930 |
39,253 |
21,323 |
118.9% |
121,523 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.350 |
92.674 |
90.513 |
|
| R3 |
92.325 |
91.649 |
90.231 |
|
| R2 |
91.300 |
91.300 |
90.137 |
|
| R1 |
90.624 |
90.624 |
90.043 |
90.450 |
| PP |
90.275 |
90.275 |
90.275 |
90.187 |
| S1 |
89.599 |
89.599 |
89.855 |
89.425 |
| S2 |
89.250 |
89.250 |
89.761 |
|
| S3 |
88.225 |
88.574 |
89.667 |
|
| S4 |
87.200 |
87.549 |
89.385 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.761 |
93.062 |
90.616 |
|
| R3 |
92.556 |
91.857 |
90.284 |
|
| R2 |
91.351 |
91.351 |
90.174 |
|
| R1 |
90.652 |
90.652 |
90.063 |
90.399 |
| PP |
90.146 |
90.146 |
90.146 |
90.020 |
| S1 |
89.447 |
89.447 |
89.843 |
89.194 |
| S2 |
88.941 |
88.941 |
89.732 |
|
| S3 |
87.736 |
88.242 |
89.622 |
|
| S4 |
86.531 |
87.037 |
89.290 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.950 |
89.640 |
1.310 |
1.5% |
0.578 |
0.6% |
24% |
True |
False |
27,470 |
| 10 |
91.120 |
89.640 |
1.480 |
1.6% |
0.511 |
0.6% |
21% |
False |
False |
23,374 |
| 20 |
92.500 |
89.640 |
2.860 |
3.2% |
0.496 |
0.6% |
11% |
False |
False |
12,844 |
| 40 |
94.250 |
89.640 |
4.610 |
5.1% |
0.493 |
0.5% |
7% |
False |
False |
6,509 |
| 60 |
94.280 |
89.640 |
4.640 |
5.2% |
0.459 |
0.5% |
7% |
False |
False |
4,374 |
| 80 |
94.690 |
89.640 |
5.050 |
5.6% |
0.438 |
0.5% |
6% |
False |
False |
3,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.306 |
|
2.618 |
93.633 |
|
1.618 |
92.608 |
|
1.000 |
91.975 |
|
0.618 |
91.583 |
|
HIGH |
90.950 |
|
0.618 |
90.558 |
|
0.500 |
90.438 |
|
0.382 |
90.317 |
|
LOW |
89.925 |
|
0.618 |
89.292 |
|
1.000 |
88.900 |
|
1.618 |
88.267 |
|
2.618 |
87.242 |
|
4.250 |
85.569 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
90.438 |
90.295 |
| PP |
90.275 |
90.180 |
| S1 |
90.112 |
90.064 |
|