ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
89.840 |
90.090 |
0.250 |
0.3% |
89.870 |
| High |
90.230 |
90.720 |
0.490 |
0.5% |
90.230 |
| Low |
89.625 |
90.055 |
0.430 |
0.5% |
89.165 |
| Close |
90.068 |
90.442 |
0.374 |
0.4% |
90.068 |
| Range |
0.605 |
0.665 |
0.060 |
9.9% |
1.065 |
| ATR |
0.525 |
0.535 |
0.010 |
1.9% |
0.000 |
| Volume |
38,410 |
30,535 |
-7,875 |
-20.5% |
149,459 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.401 |
92.086 |
90.808 |
|
| R3 |
91.736 |
91.421 |
90.625 |
|
| R2 |
91.071 |
91.071 |
90.564 |
|
| R1 |
90.756 |
90.756 |
90.503 |
90.914 |
| PP |
90.406 |
90.406 |
90.406 |
90.484 |
| S1 |
90.091 |
90.091 |
90.381 |
90.249 |
| S2 |
89.741 |
89.741 |
90.320 |
|
| S3 |
89.076 |
89.426 |
90.259 |
|
| S4 |
88.411 |
88.761 |
90.076 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.016 |
92.607 |
90.654 |
|
| R3 |
91.951 |
91.542 |
90.361 |
|
| R2 |
90.886 |
90.886 |
90.263 |
|
| R1 |
90.477 |
90.477 |
90.166 |
90.682 |
| PP |
89.821 |
89.821 |
89.821 |
89.923 |
| S1 |
89.412 |
89.412 |
89.970 |
89.617 |
| S2 |
88.756 |
88.756 |
89.873 |
|
| S3 |
87.691 |
88.347 |
89.775 |
|
| S4 |
86.626 |
87.282 |
89.482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.720 |
89.165 |
1.555 |
1.7% |
0.600 |
0.7% |
82% |
True |
False |
30,346 |
| 10 |
90.720 |
89.165 |
1.555 |
1.7% |
0.521 |
0.6% |
82% |
True |
False |
25,222 |
| 20 |
90.975 |
89.165 |
1.810 |
2.0% |
0.523 |
0.6% |
71% |
False |
False |
24,737 |
| 40 |
92.960 |
89.165 |
3.795 |
4.2% |
0.481 |
0.5% |
34% |
False |
False |
14,264 |
| 60 |
94.250 |
89.165 |
5.085 |
5.6% |
0.487 |
0.5% |
25% |
False |
False |
9,558 |
| 80 |
94.690 |
89.165 |
5.525 |
6.1% |
0.468 |
0.5% |
23% |
False |
False |
7,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.546 |
|
2.618 |
92.461 |
|
1.618 |
91.796 |
|
1.000 |
91.385 |
|
0.618 |
91.131 |
|
HIGH |
90.720 |
|
0.618 |
90.466 |
|
0.500 |
90.388 |
|
0.382 |
90.309 |
|
LOW |
90.055 |
|
0.618 |
89.644 |
|
1.000 |
89.390 |
|
1.618 |
88.979 |
|
2.618 |
88.314 |
|
4.250 |
87.229 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
90.424 |
90.302 |
| PP |
90.406 |
90.162 |
| S1 |
90.388 |
90.023 |
|