| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.12600 |
1.12379 |
-0.00221 |
-0.2% |
1.11498 |
| High |
1.12848 |
1.12666 |
-0.00182 |
-0.2% |
1.13268 |
| Low |
1.11987 |
1.12103 |
0.00116 |
0.1% |
1.11397 |
| Close |
1.12326 |
1.12342 |
0.00016 |
0.0% |
1.12326 |
| Range |
0.00861 |
0.00563 |
-0.00298 |
-34.6% |
0.01871 |
| ATR |
0.00757 |
0.00743 |
-0.00014 |
-1.8% |
0.00000 |
| Volume |
139,601 |
148,993 |
9,392 |
6.7% |
630,133 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14059 |
1.13764 |
1.12652 |
|
| R3 |
1.13496 |
1.13201 |
1.12497 |
|
| R2 |
1.12933 |
1.12933 |
1.12445 |
|
| R1 |
1.12638 |
1.12638 |
1.12394 |
1.12504 |
| PP |
1.12370 |
1.12370 |
1.12370 |
1.12304 |
| S1 |
1.12075 |
1.12075 |
1.12290 |
1.11941 |
| S2 |
1.11807 |
1.11807 |
1.12239 |
|
| S3 |
1.11244 |
1.11512 |
1.12187 |
|
| S4 |
1.10681 |
1.10949 |
1.12032 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17943 |
1.17006 |
1.13355 |
|
| R3 |
1.16072 |
1.15135 |
1.12841 |
|
| R2 |
1.14201 |
1.14201 |
1.12669 |
|
| R1 |
1.13264 |
1.13264 |
1.12498 |
1.13733 |
| PP |
1.12330 |
1.12330 |
1.12330 |
1.12565 |
| S1 |
1.11393 |
1.11393 |
1.12154 |
1.11862 |
| S2 |
1.10459 |
1.10459 |
1.11983 |
|
| S3 |
1.08588 |
1.09522 |
1.11811 |
|
| S4 |
1.06717 |
1.07651 |
1.11297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.13268 |
1.11409 |
0.01859 |
1.7% |
0.00796 |
0.7% |
50% |
False |
False |
139,364 |
| 10 |
1.13268 |
1.11231 |
0.02037 |
1.8% |
0.00721 |
0.6% |
55% |
False |
False |
132,240 |
| 20 |
1.13660 |
1.11231 |
0.02429 |
2.2% |
0.00751 |
0.7% |
46% |
False |
False |
141,853 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00722 |
0.6% |
68% |
False |
False |
133,499 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00857 |
0.8% |
63% |
False |
False |
157,493 |
| 80 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00859 |
0.8% |
63% |
False |
False |
161,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.15059 |
|
2.618 |
1.14140 |
|
1.618 |
1.13577 |
|
1.000 |
1.13229 |
|
0.618 |
1.13014 |
|
HIGH |
1.12666 |
|
0.618 |
1.12451 |
|
0.500 |
1.12385 |
|
0.382 |
1.12318 |
|
LOW |
1.12103 |
|
0.618 |
1.11755 |
|
1.000 |
1.11540 |
|
1.618 |
1.11192 |
|
2.618 |
1.10629 |
|
4.250 |
1.09710 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12385 |
1.12628 |
| PP |
1.12370 |
1.12532 |
| S1 |
1.12356 |
1.12437 |
|