| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.11484 |
1.11261 |
-0.00223 |
-0.2% |
1.11699 |
| High |
1.11561 |
1.11610 |
0.00049 |
0.0% |
1.12333 |
| Low |
1.11138 |
1.10465 |
-0.00673 |
-0.6% |
1.10465 |
| Close |
1.11274 |
1.10827 |
-0.00447 |
-0.4% |
1.10827 |
| Range |
0.00423 |
0.01145 |
0.00722 |
170.7% |
0.01868 |
| ATR |
0.00803 |
0.00827 |
0.00024 |
3.0% |
0.00000 |
| Volume |
124,063 |
118,078 |
-5,985 |
-4.8% |
610,058 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14402 |
1.13760 |
1.11457 |
|
| R3 |
1.13257 |
1.12615 |
1.11142 |
|
| R2 |
1.12112 |
1.12112 |
1.11037 |
|
| R1 |
1.11470 |
1.11470 |
1.10932 |
1.11219 |
| PP |
1.10967 |
1.10967 |
1.10967 |
1.10842 |
| S1 |
1.10325 |
1.10325 |
1.10722 |
1.10074 |
| S2 |
1.09822 |
1.09822 |
1.10617 |
|
| S3 |
1.08677 |
1.09180 |
1.10512 |
|
| S4 |
1.07532 |
1.08035 |
1.10197 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16812 |
1.15688 |
1.11854 |
|
| R3 |
1.14944 |
1.13820 |
1.11341 |
|
| R2 |
1.13076 |
1.13076 |
1.11169 |
|
| R1 |
1.11952 |
1.11952 |
1.10998 |
1.11580 |
| PP |
1.11208 |
1.11208 |
1.11208 |
1.11023 |
| S1 |
1.10084 |
1.10084 |
1.10656 |
1.09712 |
| S2 |
1.09340 |
1.09340 |
1.10485 |
|
| S3 |
1.07472 |
1.08216 |
1.10313 |
|
| S4 |
1.05604 |
1.06348 |
1.09800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.12333 |
1.10465 |
0.01868 |
1.7% |
0.00694 |
0.6% |
19% |
False |
True |
122,011 |
| 10 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00736 |
0.7% |
47% |
False |
False |
129,426 |
| 20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00742 |
0.7% |
47% |
False |
False |
141,054 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00971 |
0.9% |
33% |
False |
False |
178,967 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00891 |
0.8% |
33% |
False |
False |
172,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.16476 |
|
2.618 |
1.14608 |
|
1.618 |
1.13463 |
|
1.000 |
1.12755 |
|
0.618 |
1.12318 |
|
HIGH |
1.11610 |
|
0.618 |
1.11173 |
|
0.500 |
1.11038 |
|
0.382 |
1.10902 |
|
LOW |
1.10465 |
|
0.618 |
1.09757 |
|
1.000 |
1.09320 |
|
1.618 |
1.08612 |
|
2.618 |
1.07467 |
|
4.250 |
1.05599 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11038 |
1.11364 |
| PP |
1.10967 |
1.11185 |
| S1 |
1.10897 |
1.11006 |
|