ICE US Dollar Index Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
92.230 |
92.810 |
0.580 |
0.6% |
94.095 |
| High |
92.970 |
92.965 |
-0.005 |
0.0% |
94.330 |
| Low |
92.120 |
92.585 |
0.465 |
0.5% |
92.165 |
| Close |
92.715 |
92.736 |
0.021 |
0.0% |
92.225 |
| Range |
0.850 |
0.380 |
-0.470 |
-55.3% |
2.165 |
| ATR |
0.624 |
0.607 |
-0.017 |
-2.8% |
0.000 |
| Volume |
45,985 |
22,874 |
-23,111 |
-50.3% |
137,859 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.902 |
93.699 |
92.945 |
|
| R3 |
93.522 |
93.319 |
92.841 |
|
| R2 |
93.142 |
93.142 |
92.806 |
|
| R1 |
92.939 |
92.939 |
92.771 |
92.851 |
| PP |
92.762 |
92.762 |
92.762 |
92.718 |
| S1 |
92.559 |
92.559 |
92.701 |
92.471 |
| S2 |
92.382 |
92.382 |
92.666 |
|
| S3 |
92.002 |
92.179 |
92.632 |
|
| S4 |
91.622 |
91.799 |
92.527 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.402 |
97.978 |
93.416 |
|
| R3 |
97.237 |
95.813 |
92.820 |
|
| R2 |
95.072 |
95.072 |
92.622 |
|
| R1 |
93.648 |
93.648 |
92.423 |
93.278 |
| PP |
92.907 |
92.907 |
92.907 |
92.721 |
| S1 |
91.483 |
91.483 |
92.027 |
91.113 |
| S2 |
90.742 |
90.742 |
91.828 |
|
| S3 |
88.577 |
89.318 |
91.630 |
|
| S4 |
86.412 |
87.153 |
91.034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.330 |
92.120 |
2.210 |
2.4% |
0.809 |
0.9% |
28% |
False |
False |
34,746 |
| 10 |
94.330 |
92.120 |
2.210 |
2.4% |
0.698 |
0.8% |
28% |
False |
False |
27,739 |
| 20 |
94.330 |
92.120 |
2.210 |
2.4% |
0.583 |
0.6% |
28% |
False |
False |
23,285 |
| 40 |
94.795 |
92.120 |
2.675 |
2.9% |
0.547 |
0.6% |
23% |
False |
False |
23,158 |
| 60 |
94.795 |
91.750 |
3.045 |
3.3% |
0.563 |
0.6% |
32% |
False |
False |
17,896 |
| 80 |
95.790 |
91.750 |
4.040 |
4.4% |
0.574 |
0.6% |
24% |
False |
False |
13,475 |
| 100 |
97.785 |
91.750 |
6.035 |
6.5% |
0.547 |
0.6% |
16% |
False |
False |
10,791 |
| 120 |
99.650 |
91.750 |
7.900 |
8.5% |
0.544 |
0.6% |
12% |
False |
False |
8,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.580 |
|
2.618 |
93.960 |
|
1.618 |
93.580 |
|
1.000 |
93.345 |
|
0.618 |
93.200 |
|
HIGH |
92.965 |
|
0.618 |
92.820 |
|
0.500 |
92.775 |
|
0.382 |
92.730 |
|
LOW |
92.585 |
|
0.618 |
92.350 |
|
1.000 |
92.205 |
|
1.618 |
91.970 |
|
2.618 |
91.590 |
|
4.250 |
90.970 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
92.775 |
92.672 |
| PP |
92.762 |
92.609 |
| S1 |
92.749 |
92.545 |
|