| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.05310 |
1.04117 |
-0.01193 |
-1.1% |
1.05321 |
| High |
1.05395 |
1.04733 |
-0.00662 |
-0.6% |
1.06698 |
| Low |
1.03663 |
1.04005 |
0.00342 |
0.3% |
1.03663 |
| Close |
1.04121 |
1.04453 |
0.00332 |
0.3% |
1.04453 |
| Range |
0.01732 |
0.00728 |
-0.01004 |
-58.0% |
0.03035 |
| ATR |
0.01196 |
0.01163 |
-0.00033 |
-2.8% |
0.00000 |
| Volume |
238,493 |
175,814 |
-62,679 |
-26.3% |
905,419 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.06581 |
1.06245 |
1.04853 |
|
| R3 |
1.05853 |
1.05517 |
1.04653 |
|
| R2 |
1.05125 |
1.05125 |
1.04586 |
|
| R1 |
1.04789 |
1.04789 |
1.04520 |
1.04957 |
| PP |
1.04397 |
1.04397 |
1.04397 |
1.04481 |
| S1 |
1.04061 |
1.04061 |
1.04386 |
1.04229 |
| S2 |
1.03669 |
1.03669 |
1.04320 |
|
| S3 |
1.02941 |
1.03333 |
1.04253 |
|
| S4 |
1.02213 |
1.02605 |
1.04053 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14043 |
1.12283 |
1.06122 |
|
| R3 |
1.11008 |
1.09248 |
1.05288 |
|
| R2 |
1.07973 |
1.07973 |
1.05009 |
|
| R1 |
1.06213 |
1.06213 |
1.04731 |
1.05576 |
| PP |
1.04938 |
1.04938 |
1.04938 |
1.04619 |
| S1 |
1.03178 |
1.03178 |
1.04175 |
1.02541 |
| S2 |
1.01903 |
1.01903 |
1.03897 |
|
| S3 |
0.98868 |
1.00143 |
1.03618 |
|
| S4 |
0.95833 |
0.97108 |
1.02784 |
|
|
| 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% |
0.01218 |
1.2% |
26% |
False |
False |
181,083 |
| 10 |
1.08740 |
1.03663 |
0.05077 |
4.9% |
0.01419 |
1.4% |
16% |
False |
False |
181,968 |
| 20 |
1.08740 |
1.03663 |
0.05077 |
4.9% |
0.01155 |
1.1% |
16% |
False |
False |
182,615 |
| 40 |
1.12992 |
1.03663 |
0.09329 |
8.9% |
0.01060 |
1.0% |
8% |
False |
False |
174,405 |
| 60 |
1.12992 |
1.03663 |
0.09329 |
8.9% |
0.00940 |
0.9% |
8% |
False |
False |
160,104 |
| 80 |
1.13268 |
1.03663 |
0.09605 |
9.2% |
0.00875 |
0.8% |
8% |
False |
False |
153,450 |
| 100 |
1.13660 |
1.03663 |
0.09997 |
9.6% |
0.00844 |
0.8% |
8% |
False |
False |
149,110 |
| 120 |
1.13660 |
1.03663 |
0.09997 |
9.6% |
0.00833 |
0.8% |
8% |
False |
False |
150,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.07827 |
|
2.618 |
1.06639 |
|
1.618 |
1.05911 |
|
1.000 |
1.05461 |
|
0.618 |
1.05183 |
|
HIGH |
1.04733 |
|
0.618 |
1.04455 |
|
0.500 |
1.04369 |
|
0.382 |
1.04283 |
|
LOW |
1.04005 |
|
0.618 |
1.03555 |
|
1.000 |
1.03277 |
|
1.618 |
1.02827 |
|
2.618 |
1.02099 |
|
4.250 |
1.00911 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.04425 |
1.05181 |
| PP |
1.04397 |
1.04938 |
| S1 |
1.04369 |
1.04696 |
|