| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12220 |
1.11484 |
-0.00736 |
-0.7% |
1.09764 |
| High |
1.12263 |
1.11561 |
-0.00702 |
-0.6% |
1.11971 |
| Low |
1.11402 |
1.11138 |
-0.00264 |
-0.2% |
1.09518 |
| Close |
1.11477 |
1.11274 |
-0.00203 |
-0.2% |
1.11719 |
| Range |
0.00861 |
0.00423 |
-0.00438 |
-50.9% |
0.02453 |
| ATR |
0.00832 |
0.00803 |
-0.00029 |
-3.5% |
0.00000 |
| Volume |
109,784 |
124,063 |
14,279 |
13.0% |
684,204 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.12593 |
1.12357 |
1.11507 |
|
| R3 |
1.12170 |
1.11934 |
1.11390 |
|
| R2 |
1.11747 |
1.11747 |
1.11352 |
|
| R1 |
1.11511 |
1.11511 |
1.11313 |
1.11418 |
| PP |
1.11324 |
1.11324 |
1.11324 |
1.11278 |
| S1 |
1.11088 |
1.11088 |
1.11235 |
1.10995 |
| S2 |
1.10901 |
1.10901 |
1.11196 |
|
| S3 |
1.10478 |
1.10665 |
1.11158 |
|
| S4 |
1.10055 |
1.10242 |
1.11041 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.18428 |
1.17527 |
1.13068 |
|
| R3 |
1.15975 |
1.15074 |
1.12394 |
|
| R2 |
1.13522 |
1.13522 |
1.12169 |
|
| R1 |
1.12621 |
1.12621 |
1.11944 |
1.13072 |
| PP |
1.11069 |
1.11069 |
1.11069 |
1.11295 |
| S1 |
1.10168 |
1.10168 |
1.11494 |
1.10619 |
| S2 |
1.08616 |
1.08616 |
1.11269 |
|
| S3 |
1.06163 |
1.07715 |
1.11044 |
|
| S4 |
1.03710 |
1.05262 |
1.10370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.12333 |
1.10722 |
0.01611 |
1.4% |
0.00715 |
0.6% |
34% |
False |
False |
130,784 |
| 10 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00707 |
0.6% |
62% |
False |
False |
131,480 |
| 20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00736 |
0.7% |
62% |
False |
False |
144,470 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00961 |
0.9% |
42% |
False |
False |
180,354 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00888 |
0.8% |
42% |
False |
False |
173,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.13359 |
|
2.618 |
1.12668 |
|
1.618 |
1.12245 |
|
1.000 |
1.11984 |
|
0.618 |
1.11822 |
|
HIGH |
1.11561 |
|
0.618 |
1.11399 |
|
0.500 |
1.11350 |
|
0.382 |
1.11300 |
|
LOW |
1.11138 |
|
0.618 |
1.10877 |
|
1.000 |
1.10715 |
|
1.618 |
1.10454 |
|
2.618 |
1.10031 |
|
4.250 |
1.09340 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11350 |
1.11736 |
| PP |
1.11324 |
1.11582 |
| S1 |
1.11299 |
1.11428 |
|