| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1.06233 |
1.05984 |
-0.00249 |
-0.2% |
1.08301 |
| High |
1.06428 |
1.06490 |
0.00062 |
0.1% |
1.08398 |
| Low |
1.05691 |
1.05784 |
0.00093 |
0.1% |
1.05691 |
| Close |
1.05845 |
1.06273 |
0.00428 |
0.4% |
1.05845 |
| Range |
0.00737 |
0.00706 |
-0.00031 |
-4.2% |
0.02707 |
| ATR |
0.00982 |
0.00963 |
-0.00020 |
-2.0% |
0.00000 |
| Volume |
206,289 |
178,052 |
-28,237 |
-13.7% |
989,596 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08300 |
1.07993 |
1.06661 |
|
| R3 |
1.07594 |
1.07287 |
1.06467 |
|
| R2 |
1.06888 |
1.06888 |
1.06402 |
|
| R1 |
1.06581 |
1.06581 |
1.06338 |
1.06735 |
| PP |
1.06182 |
1.06182 |
1.06182 |
1.06259 |
| S1 |
1.05875 |
1.05875 |
1.06208 |
1.06029 |
| S2 |
1.05476 |
1.05476 |
1.06144 |
|
| S3 |
1.04770 |
1.05169 |
1.06079 |
|
| S4 |
1.04064 |
1.04463 |
1.05885 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14766 |
1.13012 |
1.07334 |
|
| R3 |
1.12059 |
1.10305 |
1.06589 |
|
| R2 |
1.09352 |
1.09352 |
1.06341 |
|
| R1 |
1.07598 |
1.07598 |
1.06093 |
1.07122 |
| PP |
1.06645 |
1.06645 |
1.06645 |
1.06406 |
| S1 |
1.04891 |
1.04891 |
1.05597 |
1.04415 |
| S2 |
1.03938 |
1.03938 |
1.05349 |
|
| S3 |
1.01231 |
1.02184 |
1.05101 |
|
| S4 |
0.98524 |
0.99477 |
1.04356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.08162 |
1.05691 |
0.02471 |
2.3% |
0.00932 |
0.9% |
24% |
False |
False |
191,873 |
| 10 |
1.12992 |
1.05691 |
0.07301 |
6.9% |
0.01229 |
1.2% |
8% |
False |
False |
205,536 |
| 20 |
1.12992 |
1.05691 |
0.07301 |
6.9% |
0.00980 |
0.9% |
8% |
False |
False |
169,690 |
| 40 |
1.12992 |
1.05691 |
0.07301 |
6.9% |
0.00836 |
0.8% |
8% |
False |
False |
150,406 |
| 60 |
1.13268 |
1.05691 |
0.07577 |
7.1% |
0.00785 |
0.7% |
8% |
False |
False |
144,622 |
| 80 |
1.13660 |
1.05691 |
0.07969 |
7.5% |
0.00771 |
0.7% |
7% |
False |
False |
141,324 |
| 100 |
1.13660 |
1.05691 |
0.07969 |
7.5% |
0.00770 |
0.7% |
7% |
False |
False |
144,192 |
| 120 |
1.14258 |
1.05691 |
0.08567 |
8.1% |
0.00835 |
0.8% |
7% |
False |
False |
155,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.09491 |
|
2.618 |
1.08338 |
|
1.618 |
1.07632 |
|
1.000 |
1.07196 |
|
0.618 |
1.06926 |
|
HIGH |
1.06490 |
|
0.618 |
1.06220 |
|
0.500 |
1.06137 |
|
0.382 |
1.06054 |
|
LOW |
1.05784 |
|
0.618 |
1.05348 |
|
1.000 |
1.05078 |
|
1.618 |
1.04642 |
|
2.618 |
1.03936 |
|
4.250 |
1.02784 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.06228 |
1.06571 |
| PP |
1.06182 |
1.06472 |
| S1 |
1.06137 |
1.06372 |
|