| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.11834 |
1.11878 |
0.00044 |
0.0% |
1.13058 |
| High |
1.12076 |
1.11921 |
-0.00155 |
-0.1% |
1.13546 |
| Low |
1.11579 |
1.11312 |
-0.00267 |
-0.2% |
1.11808 |
| Close |
1.11879 |
1.11418 |
-0.00461 |
-0.4% |
1.11936 |
| Range |
0.00497 |
0.00609 |
0.00112 |
22.5% |
0.01738 |
| ATR |
0.00758 |
0.00748 |
-0.00011 |
-1.4% |
0.00000 |
| Volume |
124,467 |
129,235 |
4,768 |
3.8% |
731,262 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13377 |
1.13007 |
1.11753 |
|
| R3 |
1.12768 |
1.12398 |
1.11585 |
|
| R2 |
1.12159 |
1.12159 |
1.11530 |
|
| R1 |
1.11789 |
1.11789 |
1.11474 |
1.11670 |
| PP |
1.11550 |
1.11550 |
1.11550 |
1.11491 |
| S1 |
1.11180 |
1.11180 |
1.11362 |
1.11061 |
| S2 |
1.10941 |
1.10941 |
1.11306 |
|
| S3 |
1.10332 |
1.10571 |
1.11251 |
|
| S4 |
1.09723 |
1.09962 |
1.11083 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17644 |
1.16528 |
1.12892 |
|
| R3 |
1.15906 |
1.14790 |
1.12414 |
|
| R2 |
1.14168 |
1.14168 |
1.12255 |
|
| R1 |
1.13052 |
1.13052 |
1.12095 |
1.12741 |
| PP |
1.12430 |
1.12430 |
1.12430 |
1.12275 |
| S1 |
1.11314 |
1.11314 |
1.11777 |
1.11003 |
| S2 |
1.10692 |
1.10692 |
1.11617 |
|
| S3 |
1.08954 |
1.09576 |
1.11458 |
|
| S4 |
1.07216 |
1.07838 |
1.10980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.13392 |
1.11312 |
0.02080 |
1.9% |
0.00749 |
0.7% |
5% |
False |
True |
139,451 |
| 10 |
1.13660 |
1.11312 |
0.02348 |
2.1% |
0.00696 |
0.6% |
5% |
False |
True |
147,256 |
| 20 |
1.13660 |
1.10465 |
0.03195 |
2.9% |
0.00721 |
0.6% |
30% |
False |
False |
131,528 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00731 |
0.7% |
46% |
False |
False |
142,219 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00888 |
0.8% |
45% |
False |
False |
165,799 |
| 80 |
1.14463 |
1.09117 |
0.05346 |
4.8% |
0.00848 |
0.8% |
43% |
False |
False |
164,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14509 |
|
2.618 |
1.13515 |
|
1.618 |
1.12906 |
|
1.000 |
1.12530 |
|
0.618 |
1.12297 |
|
HIGH |
1.11921 |
|
0.618 |
1.11688 |
|
0.500 |
1.11617 |
|
0.382 |
1.11545 |
|
LOW |
1.11312 |
|
0.618 |
1.10936 |
|
1.000 |
1.10703 |
|
1.618 |
1.10327 |
|
2.618 |
1.09718 |
|
4.250 |
1.08724 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11617 |
1.12352 |
| PP |
1.11550 |
1.12041 |
| S1 |
1.11484 |
1.11729 |
|