| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1.09990 |
1.09783 |
-0.00207 |
-0.2% |
1.11805 |
| High |
1.10261 |
1.10043 |
-0.00218 |
-0.2% |
1.12014 |
| Low |
1.09701 |
1.09547 |
-0.00154 |
-0.1% |
1.09697 |
| Close |
1.09797 |
1.09729 |
-0.00068 |
-0.1% |
1.09708 |
| Range |
0.00560 |
0.00496 |
-0.00064 |
-11.4% |
0.02317 |
| ATR |
0.00692 |
0.00678 |
-0.00014 |
-2.0% |
0.00000 |
| Volume |
94,559 |
100,201 |
5,642 |
6.0% |
710,221 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.11261 |
1.10991 |
1.10002 |
|
| R3 |
1.10765 |
1.10495 |
1.09865 |
|
| R2 |
1.10269 |
1.10269 |
1.09820 |
|
| R1 |
1.09999 |
1.09999 |
1.09774 |
1.09886 |
| PP |
1.09773 |
1.09773 |
1.09773 |
1.09717 |
| S1 |
1.09503 |
1.09503 |
1.09684 |
1.09390 |
| S2 |
1.09277 |
1.09277 |
1.09638 |
|
| S3 |
1.08781 |
1.09007 |
1.09593 |
|
| S4 |
1.08285 |
1.08511 |
1.09456 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17424 |
1.15883 |
1.10982 |
|
| R3 |
1.15107 |
1.13566 |
1.10345 |
|
| R2 |
1.12790 |
1.12790 |
1.10133 |
|
| R1 |
1.11249 |
1.11249 |
1.09920 |
1.10861 |
| PP |
1.10473 |
1.10473 |
1.10473 |
1.10279 |
| S1 |
1.08932 |
1.08932 |
1.09496 |
1.08544 |
| S2 |
1.08156 |
1.08156 |
1.09283 |
|
| S3 |
1.05839 |
1.06615 |
1.09071 |
|
| S4 |
1.03522 |
1.04298 |
1.08434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.10578 |
1.09547 |
0.01031 |
0.9% |
0.00619 |
0.6% |
18% |
False |
True |
115,954 |
| 10 |
1.12122 |
1.09547 |
0.02575 |
2.3% |
0.00710 |
0.6% |
7% |
False |
True |
131,854 |
| 20 |
1.12786 |
1.09547 |
0.03239 |
3.0% |
0.00671 |
0.6% |
6% |
False |
True |
131,355 |
| 40 |
1.13392 |
1.09547 |
0.03845 |
3.5% |
0.00694 |
0.6% |
5% |
False |
True |
133,379 |
| 60 |
1.13660 |
1.09547 |
0.04113 |
3.7% |
0.00701 |
0.6% |
4% |
False |
True |
132,824 |
| 80 |
1.13660 |
1.09518 |
0.04142 |
3.8% |
0.00725 |
0.7% |
5% |
False |
False |
140,357 |
| 100 |
1.14258 |
1.09117 |
0.05141 |
4.7% |
0.00821 |
0.7% |
12% |
False |
False |
154,401 |
| 120 |
1.14934 |
1.09117 |
0.05817 |
5.3% |
0.00795 |
0.7% |
11% |
False |
False |
154,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.12151 |
|
2.618 |
1.11342 |
|
1.618 |
1.10846 |
|
1.000 |
1.10539 |
|
0.618 |
1.10350 |
|
HIGH |
1.10043 |
|
0.618 |
1.09854 |
|
0.500 |
1.09795 |
|
0.382 |
1.09736 |
|
LOW |
1.09547 |
|
0.618 |
1.09240 |
|
1.000 |
1.09051 |
|
1.618 |
1.08744 |
|
2.618 |
1.08248 |
|
4.250 |
1.07439 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.09795 |
1.09904 |
| PP |
1.09773 |
1.09846 |
| S1 |
1.09751 |
1.09787 |
|