ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
89.390 |
89.330 |
-0.060 |
-0.1% |
90.260 |
| High |
89.795 |
89.970 |
0.175 |
0.2% |
90.320 |
| Low |
89.165 |
89.325 |
0.160 |
0.2% |
89.475 |
| Close |
89.502 |
89.791 |
0.289 |
0.3% |
89.894 |
| Range |
0.630 |
0.645 |
0.015 |
2.4% |
0.845 |
| ATR |
0.509 |
0.519 |
0.010 |
1.9% |
0.000 |
| Volume |
40,287 |
23,326 |
-16,961 |
-42.1% |
72,229 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.630 |
91.356 |
90.146 |
|
| R3 |
90.985 |
90.711 |
89.968 |
|
| R2 |
90.340 |
90.340 |
89.909 |
|
| R1 |
90.066 |
90.066 |
89.850 |
90.203 |
| PP |
89.695 |
89.695 |
89.695 |
89.764 |
| S1 |
89.421 |
89.421 |
89.732 |
89.558 |
| S2 |
89.050 |
89.050 |
89.673 |
|
| S3 |
88.405 |
88.776 |
89.614 |
|
| S4 |
87.760 |
88.131 |
89.436 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.431 |
92.008 |
90.359 |
|
| R3 |
91.586 |
91.163 |
90.126 |
|
| R2 |
90.741 |
90.741 |
90.049 |
|
| R1 |
90.318 |
90.318 |
89.971 |
90.107 |
| PP |
89.896 |
89.896 |
89.896 |
89.791 |
| S1 |
89.473 |
89.473 |
89.817 |
89.262 |
| S2 |
89.051 |
89.051 |
89.739 |
|
| S3 |
88.206 |
88.628 |
89.662 |
|
| S4 |
87.361 |
87.783 |
89.429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.970 |
89.165 |
0.805 |
0.9% |
0.551 |
0.6% |
78% |
True |
False |
24,828 |
| 10 |
90.580 |
89.165 |
1.415 |
1.6% |
0.471 |
0.5% |
44% |
False |
False |
22,165 |
| 20 |
91.120 |
89.165 |
1.955 |
2.2% |
0.511 |
0.6% |
32% |
False |
False |
23,344 |
| 40 |
93.165 |
89.165 |
4.000 |
4.5% |
0.471 |
0.5% |
16% |
False |
False |
12,550 |
| 60 |
94.250 |
89.165 |
5.085 |
5.7% |
0.478 |
0.5% |
12% |
False |
False |
8,412 |
| 80 |
94.690 |
89.165 |
5.525 |
6.2% |
0.464 |
0.5% |
11% |
False |
False |
6,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.711 |
|
2.618 |
91.659 |
|
1.618 |
91.014 |
|
1.000 |
90.615 |
|
0.618 |
90.369 |
|
HIGH |
89.970 |
|
0.618 |
89.724 |
|
0.500 |
89.648 |
|
0.382 |
89.571 |
|
LOW |
89.325 |
|
0.618 |
88.926 |
|
1.000 |
88.680 |
|
1.618 |
88.281 |
|
2.618 |
87.636 |
|
4.250 |
86.584 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
89.743 |
89.717 |
| PP |
89.695 |
89.642 |
| S1 |
89.648 |
89.568 |
|