ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
90.185 |
90.260 |
0.075 |
0.1% |
90.045 |
| High |
90.310 |
90.320 |
0.010 |
0.0% |
90.950 |
| Low |
90.075 |
89.895 |
-0.180 |
-0.2% |
89.925 |
| Close |
90.250 |
90.275 |
0.025 |
0.0% |
90.250 |
| Range |
0.235 |
0.425 |
0.190 |
80.9% |
1.025 |
| ATR |
0.518 |
0.511 |
-0.007 |
-1.3% |
0.000 |
| Volume |
10,826 |
18,455 |
7,629 |
70.5% |
99,503 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.438 |
91.282 |
90.509 |
|
| R3 |
91.013 |
90.857 |
90.392 |
|
| R2 |
90.588 |
90.588 |
90.353 |
|
| R1 |
90.432 |
90.432 |
90.314 |
90.510 |
| PP |
90.163 |
90.163 |
90.163 |
90.203 |
| S1 |
90.007 |
90.007 |
90.236 |
90.085 |
| S2 |
89.738 |
89.738 |
90.197 |
|
| S3 |
89.313 |
89.582 |
90.158 |
|
| S4 |
88.888 |
89.157 |
90.041 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.450 |
92.875 |
90.814 |
|
| R3 |
92.425 |
91.850 |
90.532 |
|
| R2 |
91.400 |
91.400 |
90.438 |
|
| R1 |
90.825 |
90.825 |
90.344 |
91.113 |
| PP |
90.375 |
90.375 |
90.375 |
90.519 |
| S1 |
89.800 |
89.800 |
90.156 |
90.088 |
| S2 |
89.350 |
89.350 |
90.062 |
|
| S3 |
88.325 |
88.775 |
89.968 |
|
| S4 |
87.300 |
87.750 |
89.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.950 |
89.895 |
1.055 |
1.2% |
0.577 |
0.6% |
36% |
False |
True |
23,591 |
| 10 |
90.950 |
89.640 |
1.310 |
1.5% |
0.525 |
0.6% |
48% |
False |
False |
23,948 |
| 20 |
91.955 |
89.640 |
2.315 |
2.6% |
0.520 |
0.6% |
27% |
False |
False |
16,711 |
| 40 |
94.250 |
89.640 |
4.610 |
5.1% |
0.497 |
0.6% |
14% |
False |
False |
8,466 |
| 60 |
94.250 |
89.640 |
4.610 |
5.1% |
0.464 |
0.5% |
14% |
False |
False |
5,679 |
| 80 |
94.690 |
89.640 |
5.050 |
5.6% |
0.449 |
0.5% |
13% |
False |
False |
4,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.126 |
|
2.618 |
91.433 |
|
1.618 |
91.008 |
|
1.000 |
90.745 |
|
0.618 |
90.583 |
|
HIGH |
90.320 |
|
0.618 |
90.158 |
|
0.500 |
90.108 |
|
0.382 |
90.057 |
|
LOW |
89.895 |
|
0.618 |
89.632 |
|
1.000 |
89.470 |
|
1.618 |
89.207 |
|
2.618 |
88.782 |
|
4.250 |
88.089 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
90.219 |
90.263 |
| PP |
90.163 |
90.250 |
| S1 |
90.108 |
90.238 |
|