| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.10869 |
1.11143 |
0.00274 |
0.2% |
1.11699 |
| High |
1.11223 |
1.11898 |
0.00675 |
0.6% |
1.12333 |
| Low |
1.10704 |
1.11117 |
0.00413 |
0.4% |
1.10465 |
| Close |
1.11153 |
1.11762 |
0.00609 |
0.5% |
1.10827 |
| Range |
0.00519 |
0.00781 |
0.00262 |
50.5% |
0.01868 |
| ATR |
0.00772 |
0.00773 |
0.00001 |
0.1% |
0.00000 |
| Volume |
99,814 |
113,722 |
13,908 |
13.9% |
610,058 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13935 |
1.13630 |
1.12192 |
|
| R3 |
1.13154 |
1.12849 |
1.11977 |
|
| R2 |
1.12373 |
1.12373 |
1.11905 |
|
| R1 |
1.12068 |
1.12068 |
1.11834 |
1.12221 |
| PP |
1.11592 |
1.11592 |
1.11592 |
1.11669 |
| S1 |
1.11287 |
1.11287 |
1.11690 |
1.11440 |
| S2 |
1.10811 |
1.10811 |
1.11619 |
|
| S3 |
1.10030 |
1.10506 |
1.11547 |
|
| S4 |
1.09249 |
1.09725 |
1.11332 |
|
|
| 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 |
1.11898 |
1.10465 |
0.01433 |
1.3% |
0.00639 |
0.6% |
91% |
True |
False |
109,459 |
| 10 |
1.12333 |
1.10465 |
0.01868 |
1.7% |
0.00702 |
0.6% |
69% |
False |
False |
121,363 |
| 20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00719 |
0.6% |
80% |
False |
False |
130,700 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00940 |
0.8% |
51% |
False |
False |
172,609 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00887 |
0.8% |
51% |
False |
False |
170,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.15217 |
|
2.618 |
1.13943 |
|
1.618 |
1.13162 |
|
1.000 |
1.12679 |
|
0.618 |
1.12381 |
|
HIGH |
1.11898 |
|
0.618 |
1.11600 |
|
0.500 |
1.11508 |
|
0.382 |
1.11415 |
|
LOW |
1.11117 |
|
0.618 |
1.10634 |
|
1.000 |
1.10336 |
|
1.618 |
1.09853 |
|
2.618 |
1.09072 |
|
4.250 |
1.07798 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11677 |
1.11608 |
| PP |
1.11592 |
1.11455 |
| S1 |
1.11508 |
1.11301 |
|