| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.05892 |
1.06600 |
0.00708 |
0.7% |
1.06168 |
| High |
1.06685 |
1.06898 |
0.00213 |
0.2% |
1.06898 |
| Low |
1.05836 |
1.06252 |
0.00416 |
0.4% |
1.05535 |
| Close |
1.06603 |
1.06551 |
-0.00052 |
0.0% |
1.06551 |
| Range |
0.00849 |
0.00646 |
-0.00203 |
-23.9% |
0.01363 |
| ATR |
0.00957 |
0.00935 |
-0.00022 |
-2.3% |
0.00000 |
| Volume |
187,489 |
183,345 |
-4,144 |
-2.2% |
935,263 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08505 |
1.08174 |
1.06906 |
|
| R3 |
1.07859 |
1.07528 |
1.06729 |
|
| R2 |
1.07213 |
1.07213 |
1.06669 |
|
| R1 |
1.06882 |
1.06882 |
1.06610 |
1.06725 |
| PP |
1.06567 |
1.06567 |
1.06567 |
1.06488 |
| S1 |
1.06236 |
1.06236 |
1.06492 |
1.06079 |
| S2 |
1.05921 |
1.05921 |
1.06433 |
|
| S3 |
1.05275 |
1.05590 |
1.06373 |
|
| S4 |
1.04629 |
1.04944 |
1.06196 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.10417 |
1.09847 |
1.07301 |
|
| R3 |
1.09054 |
1.08484 |
1.06926 |
|
| R2 |
1.07691 |
1.07691 |
1.06801 |
|
| R1 |
1.07121 |
1.07121 |
1.06676 |
1.07406 |
| PP |
1.06328 |
1.06328 |
1.06328 |
1.06471 |
| S1 |
1.05758 |
1.05758 |
1.06426 |
1.06043 |
| S2 |
1.04965 |
1.04965 |
1.06301 |
|
| S3 |
1.03602 |
1.04395 |
1.06176 |
|
| S4 |
1.02239 |
1.03032 |
1.05801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06898 |
1.05535 |
0.01363 |
1.3% |
0.00946 |
0.9% |
75% |
True |
False |
187,052 |
| 10 |
1.06898 |
1.05180 |
0.01718 |
1.6% |
0.00890 |
0.8% |
80% |
True |
False |
183,262 |
| 20 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.01066 |
1.0% |
18% |
False |
False |
192,153 |
| 40 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.00885 |
0.8% |
18% |
False |
False |
160,618 |
| 60 |
1.12992 |
1.05180 |
0.07812 |
7.3% |
0.00811 |
0.8% |
18% |
False |
False |
152,641 |
| 80 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00795 |
0.7% |
16% |
False |
False |
149,417 |
| 100 |
1.13660 |
1.05180 |
0.08480 |
8.0% |
0.00774 |
0.7% |
16% |
False |
False |
144,695 |
| 120 |
1.14258 |
1.05180 |
0.09078 |
8.5% |
0.00836 |
0.8% |
15% |
False |
False |
155,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.09644 |
|
2.618 |
1.08589 |
|
1.618 |
1.07943 |
|
1.000 |
1.07544 |
|
0.618 |
1.07297 |
|
HIGH |
1.06898 |
|
0.618 |
1.06651 |
|
0.500 |
1.06575 |
|
0.382 |
1.06499 |
|
LOW |
1.06252 |
|
0.618 |
1.05853 |
|
1.000 |
1.05606 |
|
1.618 |
1.05207 |
|
2.618 |
1.04561 |
|
4.250 |
1.03507 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.06575 |
1.06440 |
| PP |
1.06567 |
1.06328 |
| S1 |
1.06559 |
1.06217 |
|