ICE US Dollar Index Future December 2021
Trading Metrics calculated at close of trading on 11-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
93.980 |
94.880 |
0.900 |
1.0% |
94.120 |
High |
94.900 |
95.195 |
0.295 |
0.3% |
94.645 |
Low |
93.965 |
94.835 |
0.870 |
0.9% |
93.800 |
Close |
94.838 |
95.175 |
0.337 |
0.4% |
94.317 |
Range |
0.935 |
0.360 |
-0.575 |
-61.5% |
0.845 |
ATR |
0.469 |
0.462 |
-0.008 |
-1.7% |
0.000 |
Volume |
28,373 |
18,190 |
-10,183 |
-35.9% |
120,155 |
|
Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.148 |
96.022 |
95.373 |
|
R3 |
95.788 |
95.662 |
95.274 |
|
R2 |
95.428 |
95.428 |
95.241 |
|
R1 |
95.302 |
95.302 |
95.208 |
95.365 |
PP |
95.068 |
95.068 |
95.068 |
95.100 |
S1 |
94.942 |
94.942 |
95.142 |
95.005 |
S2 |
94.708 |
94.708 |
95.109 |
|
S3 |
94.348 |
94.582 |
95.076 |
|
S4 |
93.988 |
94.222 |
94.977 |
|
|
Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.789 |
96.398 |
94.782 |
|
R3 |
95.944 |
95.553 |
94.549 |
|
R2 |
95.099 |
95.099 |
94.472 |
|
R1 |
94.708 |
94.708 |
94.394 |
94.904 |
PP |
94.254 |
94.254 |
94.254 |
94.352 |
S1 |
93.863 |
93.863 |
94.240 |
94.059 |
S2 |
93.409 |
93.409 |
94.162 |
|
S3 |
92.564 |
93.018 |
94.085 |
|
S4 |
91.719 |
92.173 |
93.852 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.195 |
93.865 |
1.330 |
1.4% |
0.488 |
0.5% |
98% |
True |
False |
25,418 |
10 |
95.195 |
93.310 |
1.885 |
2.0% |
0.528 |
0.6% |
99% |
True |
False |
24,943 |
20 |
95.195 |
93.265 |
1.930 |
2.0% |
0.454 |
0.5% |
99% |
True |
False |
25,070 |
40 |
95.195 |
92.745 |
2.450 |
2.6% |
0.432 |
0.5% |
99% |
True |
False |
24,412 |
60 |
95.195 |
91.935 |
3.260 |
3.4% |
0.408 |
0.4% |
99% |
True |
False |
19,510 |
80 |
95.195 |
91.775 |
3.420 |
3.6% |
0.395 |
0.4% |
99% |
True |
False |
14,711 |
100 |
95.195 |
91.500 |
3.695 |
3.9% |
0.393 |
0.4% |
99% |
True |
False |
11,801 |
120 |
95.195 |
89.695 |
5.500 |
5.8% |
0.396 |
0.4% |
100% |
True |
False |
9,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.725 |
2.618 |
96.137 |
1.618 |
95.777 |
1.000 |
95.555 |
0.618 |
95.417 |
HIGH |
95.195 |
0.618 |
95.057 |
0.500 |
95.015 |
0.382 |
94.973 |
LOW |
94.835 |
0.618 |
94.613 |
1.000 |
94.475 |
1.618 |
94.253 |
2.618 |
93.893 |
4.250 |
93.305 |
|
|
Fisher Pivots for day following 11-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
95.122 |
94.960 |
PP |
95.068 |
94.745 |
S1 |
95.015 |
94.530 |
|