| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.04117 |
1.04313 |
0.00196 |
0.2% |
1.05321 |
| High |
1.04733 |
1.04792 |
0.00059 |
0.1% |
1.06698 |
| Low |
1.04005 |
1.03925 |
-0.00080 |
-0.1% |
1.03663 |
| Close |
1.04453 |
1.04015 |
-0.00438 |
-0.4% |
1.04453 |
| Range |
0.00728 |
0.00867 |
0.00139 |
19.1% |
0.03035 |
| ATR |
0.01163 |
0.01142 |
-0.00021 |
-1.8% |
0.00000 |
| Volume |
175,814 |
154,701 |
-21,113 |
-12.0% |
905,419 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.06845 |
1.06297 |
1.04492 |
|
| R3 |
1.05978 |
1.05430 |
1.04253 |
|
| R2 |
1.05111 |
1.05111 |
1.04174 |
|
| R1 |
1.04563 |
1.04563 |
1.04094 |
1.04404 |
| PP |
1.04244 |
1.04244 |
1.04244 |
1.04164 |
| S1 |
1.03696 |
1.03696 |
1.03936 |
1.03537 |
| S2 |
1.03377 |
1.03377 |
1.03856 |
|
| S3 |
1.02510 |
1.02829 |
1.03777 |
|
| S4 |
1.01643 |
1.01962 |
1.03538 |
|
|
| 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% |
0.01139 |
1.1% |
12% |
False |
False |
180,017 |
| 10 |
1.08740 |
1.03663 |
0.05077 |
4.9% |
0.01215 |
1.2% |
7% |
False |
False |
173,217 |
| 20 |
1.08740 |
1.03663 |
0.05077 |
4.9% |
0.01163 |
1.1% |
7% |
False |
False |
181,447 |
| 40 |
1.12992 |
1.03663 |
0.09329 |
9.0% |
0.01071 |
1.0% |
4% |
False |
False |
175,569 |
| 60 |
1.12992 |
1.03663 |
0.09329 |
9.0% |
0.00945 |
0.9% |
4% |
False |
False |
160,753 |
| 80 |
1.13268 |
1.03663 |
0.09605 |
9.2% |
0.00880 |
0.8% |
4% |
False |
False |
153,828 |
| 100 |
1.13660 |
1.03663 |
0.09997 |
9.6% |
0.00849 |
0.8% |
4% |
False |
False |
149,349 |
| 120 |
1.13660 |
1.03663 |
0.09997 |
9.6% |
0.00835 |
0.8% |
4% |
False |
False |
150,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.08477 |
|
2.618 |
1.07062 |
|
1.618 |
1.06195 |
|
1.000 |
1.05659 |
|
0.618 |
1.05328 |
|
HIGH |
1.04792 |
|
0.618 |
1.04461 |
|
0.500 |
1.04359 |
|
0.382 |
1.04256 |
|
LOW |
1.03925 |
|
0.618 |
1.03389 |
|
1.000 |
1.03058 |
|
1.618 |
1.02522 |
|
2.618 |
1.01655 |
|
4.250 |
1.00240 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.04359 |
1.04529 |
| PP |
1.04244 |
1.04358 |
| S1 |
1.04130 |
1.04186 |
|