| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.13058 |
1.13190 |
0.00132 |
0.1% |
1.11669 |
| High |
1.13306 |
1.13546 |
0.00240 |
0.2% |
1.13660 |
| Low |
1.12709 |
1.13012 |
0.00303 |
0.3% |
1.11534 |
| Close |
1.13188 |
1.13047 |
-0.00141 |
-0.1% |
1.13211 |
| Range |
0.00597 |
0.00534 |
-0.00063 |
-10.6% |
0.02126 |
| ATR |
0.00764 |
0.00748 |
-0.00016 |
-2.2% |
0.00000 |
| Volume |
143,927 |
143,780 |
-147 |
-0.1% |
765,759 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14804 |
1.14459 |
1.13341 |
|
| R3 |
1.14270 |
1.13925 |
1.13194 |
|
| R2 |
1.13736 |
1.13736 |
1.13145 |
|
| R1 |
1.13391 |
1.13391 |
1.13096 |
1.13297 |
| PP |
1.13202 |
1.13202 |
1.13202 |
1.13154 |
| S1 |
1.12857 |
1.12857 |
1.12998 |
1.12763 |
| S2 |
1.12668 |
1.12668 |
1.12949 |
|
| S3 |
1.12134 |
1.12323 |
1.12900 |
|
| S4 |
1.11600 |
1.11789 |
1.12753 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.19180 |
1.18321 |
1.14380 |
|
| R3 |
1.17054 |
1.16195 |
1.13796 |
|
| R2 |
1.14928 |
1.14928 |
1.13601 |
|
| R1 |
1.14069 |
1.14069 |
1.13406 |
1.14499 |
| PP |
1.12802 |
1.12802 |
1.12802 |
1.13016 |
| S1 |
1.11943 |
1.11943 |
1.13016 |
1.12373 |
| S2 |
1.10676 |
1.10676 |
1.12821 |
|
| S3 |
1.08550 |
1.09817 |
1.12626 |
|
| S4 |
1.06424 |
1.07691 |
1.12042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.13660 |
1.12429 |
0.01231 |
1.1% |
0.00643 |
0.6% |
50% |
False |
False |
155,062 |
| 10 |
1.13660 |
1.11117 |
0.02543 |
2.2% |
0.00740 |
0.7% |
76% |
False |
False |
138,996 |
| 20 |
1.13660 |
1.09648 |
0.04012 |
3.5% |
0.00732 |
0.6% |
85% |
False |
False |
131,898 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00760 |
0.7% |
85% |
False |
False |
148,977 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.5% |
0.00908 |
0.8% |
76% |
False |
False |
168,978 |
| 80 |
1.15290 |
1.09117 |
0.06173 |
5.5% |
0.00845 |
0.7% |
64% |
False |
False |
166,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.15816 |
|
2.618 |
1.14944 |
|
1.618 |
1.14410 |
|
1.000 |
1.14080 |
|
0.618 |
1.13876 |
|
HIGH |
1.13546 |
|
0.618 |
1.13342 |
|
0.500 |
1.13279 |
|
0.382 |
1.13216 |
|
LOW |
1.13012 |
|
0.618 |
1.12682 |
|
1.000 |
1.12478 |
|
1.618 |
1.12148 |
|
2.618 |
1.11614 |
|
4.250 |
1.10743 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.13279 |
1.13151 |
| PP |
1.13202 |
1.13116 |
| S1 |
1.13124 |
1.13082 |
|