| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
1.04240 |
1.04338 |
0.00098 |
0.1% |
1.04313 |
| High |
1.04989 |
1.04670 |
-0.00319 |
-0.3% |
1.04989 |
| Low |
1.04225 |
1.04266 |
0.00041 |
0.0% |
1.03520 |
| Close |
1.04351 |
1.04523 |
0.00172 |
0.2% |
1.04523 |
| Range |
0.00764 |
0.00404 |
-0.00360 |
-47.1% |
0.01469 |
| ATR |
0.01055 |
0.01008 |
-0.00046 |
-4.4% |
0.00000 |
| Volume |
154,336 |
82,043 |
-72,293 |
-46.8% |
685,050 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.05698 |
1.05515 |
1.04745 |
|
| R3 |
1.05294 |
1.05111 |
1.04634 |
|
| R2 |
1.04890 |
1.04890 |
1.04597 |
|
| R1 |
1.04707 |
1.04707 |
1.04560 |
1.04799 |
| PP |
1.04486 |
1.04486 |
1.04486 |
1.04532 |
| S1 |
1.04303 |
1.04303 |
1.04486 |
1.04395 |
| S2 |
1.04082 |
1.04082 |
1.04449 |
|
| S3 |
1.03678 |
1.03899 |
1.04412 |
|
| S4 |
1.03274 |
1.03495 |
1.04301 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08751 |
1.08106 |
1.05331 |
|
| R3 |
1.07282 |
1.06637 |
1.04927 |
|
| R2 |
1.05813 |
1.05813 |
1.04792 |
|
| R1 |
1.05168 |
1.05168 |
1.04658 |
1.05491 |
| PP |
1.04344 |
1.04344 |
1.04344 |
1.04505 |
| S1 |
1.03699 |
1.03699 |
1.04388 |
1.04022 |
| S2 |
1.02875 |
1.02875 |
1.04254 |
|
| S3 |
1.01406 |
1.02230 |
1.04119 |
|
| S4 |
0.99937 |
1.00761 |
1.03715 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.04989 |
1.03520 |
0.01469 |
1.4% |
0.00675 |
0.6% |
68% |
False |
False |
137,010 |
| 10 |
1.06698 |
1.03520 |
0.03178 |
3.0% |
0.00947 |
0.9% |
32% |
False |
False |
159,046 |
| 20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01115 |
1.1% |
19% |
False |
False |
171,999 |
| 40 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.01063 |
1.0% |
11% |
False |
False |
175,343 |
| 60 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00942 |
0.9% |
11% |
False |
False |
160,422 |
| 80 |
1.13268 |
1.03520 |
0.09748 |
9.3% |
0.00876 |
0.8% |
10% |
False |
False |
153,666 |
| 100 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00843 |
0.8% |
10% |
False |
False |
149,860 |
| 120 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00826 |
0.8% |
10% |
False |
False |
148,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.06387 |
|
2.618 |
1.05728 |
|
1.618 |
1.05324 |
|
1.000 |
1.05074 |
|
0.618 |
1.04920 |
|
HIGH |
1.04670 |
|
0.618 |
1.04516 |
|
0.500 |
1.04468 |
|
0.382 |
1.04420 |
|
LOW |
1.04266 |
|
0.618 |
1.04016 |
|
1.000 |
1.03862 |
|
1.618 |
1.03612 |
|
2.618 |
1.03208 |
|
4.250 |
1.02549 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.04505 |
1.04484 |
| PP |
1.04486 |
1.04445 |
| S1 |
1.04468 |
1.04406 |
|