ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
90.535 |
90.185 |
-0.350 |
-0.4% |
90.730 |
| High |
90.580 |
90.310 |
-0.270 |
-0.3% |
90.845 |
| Low |
90.050 |
90.075 |
0.025 |
0.0% |
89.640 |
| Close |
90.340 |
90.250 |
-0.090 |
-0.1% |
89.953 |
| Range |
0.530 |
0.235 |
-0.295 |
-55.7% |
1.205 |
| ATR |
0.537 |
0.518 |
-0.019 |
-3.6% |
0.000 |
| Volume |
27,553 |
10,826 |
-16,727 |
-60.7% |
121,523 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.917 |
90.818 |
90.379 |
|
| R3 |
90.682 |
90.583 |
90.315 |
|
| R2 |
90.447 |
90.447 |
90.293 |
|
| R1 |
90.348 |
90.348 |
90.272 |
90.398 |
| PP |
90.212 |
90.212 |
90.212 |
90.236 |
| S1 |
90.113 |
90.113 |
90.228 |
90.163 |
| S2 |
89.977 |
89.977 |
90.207 |
|
| S3 |
89.742 |
89.878 |
90.185 |
|
| S4 |
89.507 |
89.643 |
90.121 |
|
|
| 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 |
89.755 |
1.195 |
1.3% |
0.552 |
0.6% |
41% |
False |
False |
23,486 |
| 10 |
90.975 |
89.640 |
1.335 |
1.5% |
0.525 |
0.6% |
46% |
False |
False |
24,252 |
| 20 |
91.980 |
89.640 |
2.340 |
2.6% |
0.513 |
0.6% |
26% |
False |
False |
15,799 |
| 40 |
94.250 |
89.640 |
4.610 |
5.1% |
0.493 |
0.5% |
13% |
False |
False |
8,006 |
| 60 |
94.250 |
89.640 |
4.610 |
5.1% |
0.462 |
0.5% |
13% |
False |
False |
5,373 |
| 80 |
94.690 |
89.640 |
5.050 |
5.6% |
0.444 |
0.5% |
12% |
False |
False |
4,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.309 |
|
2.618 |
90.925 |
|
1.618 |
90.690 |
|
1.000 |
90.545 |
|
0.618 |
90.455 |
|
HIGH |
90.310 |
|
0.618 |
90.220 |
|
0.500 |
90.193 |
|
0.382 |
90.165 |
|
LOW |
90.075 |
|
0.618 |
89.930 |
|
1.000 |
89.840 |
|
1.618 |
89.695 |
|
2.618 |
89.460 |
|
4.250 |
89.076 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
90.231 |
90.285 |
| PP |
90.212 |
90.273 |
| S1 |
90.193 |
90.262 |
|