ICE US Dollar Index Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
90.090 |
90.485 |
0.395 |
0.4% |
89.870 |
| High |
90.720 |
90.600 |
-0.120 |
-0.1% |
90.230 |
| Low |
90.055 |
89.995 |
-0.060 |
-0.1% |
89.165 |
| Close |
90.442 |
90.064 |
-0.378 |
-0.4% |
90.068 |
| Range |
0.665 |
0.605 |
-0.060 |
-9.0% |
1.065 |
| ATR |
0.535 |
0.540 |
0.005 |
0.9% |
0.000 |
| Volume |
30,535 |
23,637 |
-6,898 |
-22.6% |
149,459 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.035 |
91.654 |
90.397 |
|
| R3 |
91.430 |
91.049 |
90.230 |
|
| R2 |
90.825 |
90.825 |
90.175 |
|
| R1 |
90.444 |
90.444 |
90.119 |
90.332 |
| PP |
90.220 |
90.220 |
90.220 |
90.164 |
| S1 |
89.839 |
89.839 |
90.009 |
89.727 |
| S2 |
89.615 |
89.615 |
89.953 |
|
| S3 |
89.010 |
89.234 |
89.898 |
|
| S4 |
88.405 |
88.629 |
89.731 |
|
|
| 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% |
0.630 |
0.7% |
58% |
False |
False |
31,239 |
| 10 |
90.720 |
89.165 |
1.555 |
1.7% |
0.539 |
0.6% |
58% |
False |
False |
25,740 |
| 20 |
90.950 |
89.165 |
1.785 |
2.0% |
0.532 |
0.6% |
50% |
False |
False |
24,844 |
| 40 |
92.785 |
89.165 |
3.620 |
4.0% |
0.489 |
0.5% |
25% |
False |
False |
14,853 |
| 60 |
94.250 |
89.165 |
5.085 |
5.6% |
0.492 |
0.5% |
18% |
False |
False |
9,950 |
| 80 |
94.690 |
89.165 |
5.525 |
6.1% |
0.474 |
0.5% |
16% |
False |
False |
7,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.171 |
|
2.618 |
92.184 |
|
1.618 |
91.579 |
|
1.000 |
91.205 |
|
0.618 |
90.974 |
|
HIGH |
90.600 |
|
0.618 |
90.369 |
|
0.500 |
90.298 |
|
0.382 |
90.226 |
|
LOW |
89.995 |
|
0.618 |
89.621 |
|
1.000 |
89.390 |
|
1.618 |
89.016 |
|
2.618 |
88.411 |
|
4.250 |
87.424 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
90.298 |
90.173 |
| PP |
90.220 |
90.136 |
| S1 |
90.142 |
90.100 |
|