| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.06230 |
1.05310 |
-0.00920 |
-0.9% |
1.06426 |
| High |
1.06698 |
1.05395 |
-0.01303 |
-1.2% |
1.08740 |
| Low |
1.04971 |
1.03663 |
-0.01308 |
-1.2% |
1.05055 |
| Close |
1.05321 |
1.04121 |
-0.01200 |
-1.1% |
1.05594 |
| Range |
0.01727 |
0.01732 |
0.00005 |
0.3% |
0.03685 |
| ATR |
0.01155 |
0.01196 |
0.00041 |
3.6% |
0.00000 |
| Volume |
175,957 |
238,493 |
62,536 |
35.5% |
914,261 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.09589 |
1.08587 |
1.05074 |
|
| R3 |
1.07857 |
1.06855 |
1.04597 |
|
| R2 |
1.06125 |
1.06125 |
1.04439 |
|
| R1 |
1.05123 |
1.05123 |
1.04280 |
1.04758 |
| PP |
1.04393 |
1.04393 |
1.04393 |
1.04211 |
| S1 |
1.03391 |
1.03391 |
1.03962 |
1.03026 |
| S2 |
1.02661 |
1.02661 |
1.03803 |
|
| S3 |
1.00929 |
1.01659 |
1.03645 |
|
| S4 |
0.99197 |
0.99927 |
1.03168 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17518 |
1.15241 |
1.07621 |
|
| R3 |
1.13833 |
1.11556 |
1.06607 |
|
| R2 |
1.10148 |
1.10148 |
1.06270 |
|
| R1 |
1.07871 |
1.07871 |
1.05932 |
1.07167 |
| PP |
1.06463 |
1.06463 |
1.06463 |
1.06111 |
| S1 |
1.04186 |
1.04186 |
1.05256 |
1.03482 |
| S2 |
1.02778 |
1.02778 |
1.04918 |
|
| S3 |
0.99093 |
1.00501 |
1.04581 |
|
| S4 |
0.95408 |
0.96816 |
1.03567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06698 |
1.03663 |
0.03035 |
2.9% |
0.01270 |
1.2% |
15% |
False |
True |
177,820 |
| 10 |
1.08740 |
1.03663 |
0.05077 |
4.9% |
0.01411 |
1.4% |
9% |
False |
True |
182,721 |
| 20 |
1.08740 |
1.03663 |
0.05077 |
4.9% |
0.01155 |
1.1% |
9% |
False |
True |
184,138 |
| 40 |
1.12992 |
1.03663 |
0.09329 |
9.0% |
0.01059 |
1.0% |
5% |
False |
True |
173,100 |
| 60 |
1.12992 |
1.03663 |
0.09329 |
9.0% |
0.00936 |
0.9% |
5% |
False |
True |
159,263 |
| 80 |
1.13392 |
1.03663 |
0.09729 |
9.3% |
0.00886 |
0.9% |
5% |
False |
True |
153,390 |
| 100 |
1.13660 |
1.03663 |
0.09997 |
9.6% |
0.00849 |
0.8% |
5% |
False |
True |
148,971 |
| 120 |
1.13660 |
1.03663 |
0.09997 |
9.6% |
0.00835 |
0.8% |
5% |
False |
True |
150,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.12756 |
|
2.618 |
1.09929 |
|
1.618 |
1.08197 |
|
1.000 |
1.07127 |
|
0.618 |
1.06465 |
|
HIGH |
1.05395 |
|
0.618 |
1.04733 |
|
0.500 |
1.04529 |
|
0.382 |
1.04325 |
|
LOW |
1.03663 |
|
0.618 |
1.02593 |
|
1.000 |
1.01931 |
|
1.618 |
1.00861 |
|
2.618 |
0.99129 |
|
4.250 |
0.96302 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.04529 |
1.05181 |
| PP |
1.04393 |
1.04827 |
| S1 |
1.04257 |
1.04474 |
|