| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.11143 |
1.11745 |
0.00602 |
0.5% |
1.11699 |
| High |
1.11898 |
1.11898 |
0.00000 |
0.0% |
1.12333 |
| Low |
1.11117 |
1.11350 |
0.00233 |
0.2% |
1.10465 |
| Close |
1.11762 |
1.11361 |
-0.00401 |
-0.4% |
1.10827 |
| Range |
0.00781 |
0.00548 |
-0.00233 |
-29.8% |
0.01868 |
| ATR |
0.00773 |
0.00757 |
-0.00016 |
-2.1% |
0.00000 |
| Volume |
113,722 |
106,899 |
-6,823 |
-6.0% |
610,058 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13180 |
1.12819 |
1.11662 |
|
| R3 |
1.12632 |
1.12271 |
1.11512 |
|
| R2 |
1.12084 |
1.12084 |
1.11461 |
|
| R1 |
1.11723 |
1.11723 |
1.11411 |
1.11630 |
| PP |
1.11536 |
1.11536 |
1.11536 |
1.11490 |
| S1 |
1.11175 |
1.11175 |
1.11311 |
1.11082 |
| S2 |
1.10988 |
1.10988 |
1.11261 |
|
| S3 |
1.10440 |
1.10627 |
1.11210 |
|
| S4 |
1.09892 |
1.10079 |
1.11060 |
|
|
| 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% |
0.00664 |
0.6% |
63% |
True |
False |
106,026 |
| 10 |
1.12333 |
1.10465 |
0.01868 |
1.7% |
0.00690 |
0.6% |
48% |
False |
False |
118,405 |
| 20 |
1.12333 |
1.09518 |
0.02815 |
2.5% |
0.00708 |
0.6% |
65% |
False |
False |
127,859 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00913 |
0.8% |
44% |
False |
False |
169,508 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00887 |
0.8% |
44% |
False |
False |
169,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14227 |
|
2.618 |
1.13333 |
|
1.618 |
1.12785 |
|
1.000 |
1.12446 |
|
0.618 |
1.12237 |
|
HIGH |
1.11898 |
|
0.618 |
1.11689 |
|
0.500 |
1.11624 |
|
0.382 |
1.11559 |
|
LOW |
1.11350 |
|
0.618 |
1.11011 |
|
1.000 |
1.10802 |
|
1.618 |
1.10463 |
|
2.618 |
1.09915 |
|
4.250 |
1.09021 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11624 |
1.11341 |
| PP |
1.11536 |
1.11321 |
| S1 |
1.11449 |
1.11301 |
|