| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1.09764 |
1.09942 |
0.00178 |
0.2% |
1.10513 |
| High |
1.09981 |
1.10294 |
0.00313 |
0.3% |
1.10832 |
| Low |
1.09518 |
1.09786 |
0.00268 |
0.2% |
1.09553 |
| Close |
1.09934 |
1.09851 |
-0.00083 |
-0.1% |
1.09758 |
| Range |
0.00463 |
0.00508 |
0.00045 |
9.7% |
0.01279 |
| ATR |
0.00878 |
0.00852 |
-0.00026 |
-3.0% |
0.00000 |
| Volume |
111,527 |
126,158 |
14,631 |
13.1% |
694,016 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.11501 |
1.11184 |
1.10130 |
|
| R3 |
1.10993 |
1.10676 |
1.09991 |
|
| R2 |
1.10485 |
1.10485 |
1.09944 |
|
| R1 |
1.10168 |
1.10168 |
1.09898 |
1.10073 |
| PP |
1.09977 |
1.09977 |
1.09977 |
1.09929 |
| S1 |
1.09660 |
1.09660 |
1.09804 |
1.09565 |
| S2 |
1.09469 |
1.09469 |
1.09758 |
|
| S3 |
1.08961 |
1.09152 |
1.09711 |
|
| S4 |
1.08453 |
1.08644 |
1.09572 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13885 |
1.13100 |
1.10461 |
|
| R3 |
1.12606 |
1.11821 |
1.10110 |
|
| R2 |
1.11327 |
1.11327 |
1.09992 |
|
| R1 |
1.10542 |
1.10542 |
1.09875 |
1.10295 |
| PP |
1.10048 |
1.10048 |
1.10048 |
1.09924 |
| S1 |
1.09263 |
1.09263 |
1.09641 |
1.09016 |
| S2 |
1.08769 |
1.08769 |
1.09524 |
|
| S3 |
1.07490 |
1.07984 |
1.09406 |
|
| S4 |
1.06211 |
1.06705 |
1.09055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.10583 |
1.09518 |
0.01065 |
1.0% |
0.00617 |
0.6% |
31% |
False |
False |
136,926 |
| 10 |
1.11645 |
1.09518 |
0.02127 |
1.9% |
0.00714 |
0.6% |
16% |
False |
False |
139,403 |
| 20 |
1.11856 |
1.09518 |
0.02338 |
2.1% |
0.00787 |
0.7% |
14% |
False |
False |
166,055 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.7% |
0.00996 |
0.9% |
14% |
False |
False |
187,518 |
| 60 |
1.15290 |
1.09117 |
0.06173 |
5.6% |
0.00882 |
0.8% |
12% |
False |
False |
177,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.12453 |
|
2.618 |
1.11624 |
|
1.618 |
1.11116 |
|
1.000 |
1.10802 |
|
0.618 |
1.10608 |
|
HIGH |
1.10294 |
|
0.618 |
1.10100 |
|
0.500 |
1.10040 |
|
0.382 |
1.09980 |
|
LOW |
1.09786 |
|
0.618 |
1.09472 |
|
1.000 |
1.09278 |
|
1.618 |
1.08964 |
|
2.618 |
1.08456 |
|
4.250 |
1.07627 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.10040 |
1.09963 |
| PP |
1.09977 |
1.09926 |
| S1 |
1.09914 |
1.09888 |
|