| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.10770 |
1.10869 |
0.00099 |
0.1% |
1.11699 |
| High |
1.11047 |
1.11223 |
0.00176 |
0.2% |
1.12333 |
| Low |
1.10718 |
1.10704 |
-0.00014 |
0.0% |
1.10465 |
| Close |
1.10862 |
1.11153 |
0.00291 |
0.3% |
1.10827 |
| Range |
0.00329 |
0.00519 |
0.00190 |
57.8% |
0.01868 |
| ATR |
0.00791 |
0.00772 |
-0.00019 |
-2.5% |
0.00000 |
| Volume |
91,618 |
99,814 |
8,196 |
8.9% |
610,058 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.12584 |
1.12387 |
1.11438 |
|
| R3 |
1.12065 |
1.11868 |
1.11296 |
|
| R2 |
1.11546 |
1.11546 |
1.11248 |
|
| R1 |
1.11349 |
1.11349 |
1.11201 |
1.11448 |
| PP |
1.11027 |
1.11027 |
1.11027 |
1.11076 |
| S1 |
1.10830 |
1.10830 |
1.11105 |
1.10929 |
| S2 |
1.10508 |
1.10508 |
1.11058 |
|
| S3 |
1.09989 |
1.10311 |
1.11010 |
|
| S4 |
1.09470 |
1.09792 |
1.10868 |
|
|
| 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 |
1.12263 |
1.10465 |
0.01798 |
1.6% |
0.00655 |
0.6% |
38% |
False |
False |
108,671 |
| 10 |
1.12333 |
1.09648 |
0.02685 |
2.4% |
0.00724 |
0.7% |
56% |
False |
False |
124,800 |
| 20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00719 |
0.6% |
58% |
False |
False |
132,101 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00946 |
0.9% |
40% |
False |
False |
174,554 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00891 |
0.8% |
40% |
False |
False |
171,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.13429 |
|
2.618 |
1.12582 |
|
1.618 |
1.12063 |
|
1.000 |
1.11742 |
|
0.618 |
1.11544 |
|
HIGH |
1.11223 |
|
0.618 |
1.11025 |
|
0.500 |
1.10964 |
|
0.382 |
1.10902 |
|
LOW |
1.10704 |
|
0.618 |
1.10383 |
|
1.000 |
1.10185 |
|
1.618 |
1.09864 |
|
2.618 |
1.09345 |
|
4.250 |
1.08498 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11090 |
1.11115 |
| PP |
1.11027 |
1.11076 |
| S1 |
1.10964 |
1.11038 |
|