| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12769 |
1.12890 |
0.00121 |
0.1% |
1.10770 |
| High |
1.13155 |
1.13660 |
0.00505 |
0.4% |
1.12211 |
| Low |
1.12429 |
1.12854 |
0.00425 |
0.4% |
1.10704 |
| Close |
1.12880 |
1.13526 |
0.00646 |
0.6% |
1.11571 |
| Range |
0.00726 |
0.00806 |
0.00080 |
11.0% |
0.01507 |
| ATR |
0.00793 |
0.00794 |
0.00001 |
0.1% |
0.00000 |
| Volume |
162,143 |
174,592 |
12,449 |
7.7% |
527,931 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15765 |
1.15451 |
1.13969 |
|
| R3 |
1.14959 |
1.14645 |
1.13748 |
|
| R2 |
1.14153 |
1.14153 |
1.13674 |
|
| R1 |
1.13839 |
1.13839 |
1.13600 |
1.13996 |
| PP |
1.13347 |
1.13347 |
1.13347 |
1.13425 |
| S1 |
1.13033 |
1.13033 |
1.13452 |
1.13190 |
| S2 |
1.12541 |
1.12541 |
1.13378 |
|
| S3 |
1.11735 |
1.12227 |
1.13304 |
|
| S4 |
1.10929 |
1.11421 |
1.13083 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16016 |
1.15301 |
1.12400 |
|
| R3 |
1.14509 |
1.13794 |
1.11985 |
|
| R2 |
1.13002 |
1.13002 |
1.11847 |
|
| R1 |
1.12287 |
1.12287 |
1.11709 |
1.12645 |
| PP |
1.11495 |
1.11495 |
1.11495 |
1.11674 |
| S1 |
1.10780 |
1.10780 |
1.11433 |
1.11138 |
| S2 |
1.09988 |
1.09988 |
1.11295 |
|
| S3 |
1.08481 |
1.09273 |
1.11157 |
|
| S4 |
1.06974 |
1.07766 |
1.10742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.13660 |
1.11312 |
0.02348 |
2.1% |
0.00877 |
0.8% |
94% |
True |
False |
146,153 |
| 10 |
1.13660 |
1.10465 |
0.03195 |
2.8% |
0.00771 |
0.7% |
96% |
True |
False |
126,089 |
| 20 |
1.13660 |
1.09518 |
0.04142 |
3.6% |
0.00739 |
0.7% |
97% |
True |
False |
128,785 |
| 40 |
1.14258 |
1.09117 |
0.05141 |
4.5% |
0.00900 |
0.8% |
86% |
False |
False |
162,911 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.5% |
0.00911 |
0.8% |
86% |
False |
False |
168,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.17086 |
|
2.618 |
1.15770 |
|
1.618 |
1.14964 |
|
1.000 |
1.14466 |
|
0.618 |
1.14158 |
|
HIGH |
1.13660 |
|
0.618 |
1.13352 |
|
0.500 |
1.13257 |
|
0.382 |
1.13162 |
|
LOW |
1.12854 |
|
0.618 |
1.12356 |
|
1.000 |
1.12048 |
|
1.618 |
1.11550 |
|
2.618 |
1.10744 |
|
4.250 |
1.09429 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.13436 |
1.13255 |
| PP |
1.13347 |
1.12984 |
| S1 |
1.13257 |
1.12713 |
|