| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.11878 |
1.11427 |
-0.00451 |
-0.4% |
1.13058 |
| High |
1.11921 |
1.11652 |
-0.00269 |
-0.2% |
1.13546 |
| Low |
1.11312 |
1.11231 |
-0.00081 |
-0.1% |
1.11808 |
| Close |
1.11418 |
1.11568 |
0.00150 |
0.1% |
1.11936 |
| Range |
0.00609 |
0.00421 |
-0.00188 |
-30.9% |
0.01738 |
| ATR |
0.00748 |
0.00724 |
-0.00023 |
-3.1% |
0.00000 |
| Volume |
129,235 |
136,864 |
7,629 |
5.9% |
731,262 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.12747 |
1.12578 |
1.11800 |
|
| R3 |
1.12326 |
1.12157 |
1.11684 |
|
| R2 |
1.11905 |
1.11905 |
1.11645 |
|
| R1 |
1.11736 |
1.11736 |
1.11607 |
1.11821 |
| PP |
1.11484 |
1.11484 |
1.11484 |
1.11526 |
| S1 |
1.11315 |
1.11315 |
1.11529 |
1.11400 |
| S2 |
1.11063 |
1.11063 |
1.11491 |
|
| S3 |
1.10642 |
1.10894 |
1.11452 |
|
| S4 |
1.10221 |
1.10473 |
1.11336 |
|
|
| 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 |
1.11231 |
0.02161 |
1.9% |
0.00699 |
0.6% |
16% |
False |
True |
137,936 |
| 10 |
1.13660 |
1.11231 |
0.02429 |
2.2% |
0.00666 |
0.6% |
14% |
False |
True |
144,728 |
| 20 |
1.13660 |
1.10465 |
0.03195 |
2.9% |
0.00699 |
0.6% |
35% |
False |
False |
132,882 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00721 |
0.6% |
49% |
False |
False |
140,185 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00885 |
0.8% |
48% |
False |
False |
165,396 |
| 80 |
1.14287 |
1.09117 |
0.05170 |
4.6% |
0.00843 |
0.8% |
47% |
False |
False |
163,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.13441 |
|
2.618 |
1.12754 |
|
1.618 |
1.12333 |
|
1.000 |
1.12073 |
|
0.618 |
1.11912 |
|
HIGH |
1.11652 |
|
0.618 |
1.11491 |
|
0.500 |
1.11442 |
|
0.382 |
1.11392 |
|
LOW |
1.11231 |
|
0.618 |
1.10971 |
|
1.000 |
1.10810 |
|
1.618 |
1.10550 |
|
2.618 |
1.10129 |
|
4.250 |
1.09442 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.11526 |
1.11654 |
| PP |
1.11484 |
1.11625 |
| S1 |
1.11442 |
1.11597 |
|