| Trading Metrics calculated at close of trading on 03-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2017 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.05170 |
1.04520 |
-0.00650 |
-0.6% |
1.04560 |
| High |
1.05262 |
1.04899 |
-0.00363 |
-0.3% |
1.06495 |
| Low |
1.04500 |
1.03405 |
-0.01095 |
-1.0% |
1.03722 |
| Close |
1.04526 |
1.04050 |
-0.00476 |
-0.5% |
1.05168 |
| Range |
0.00762 |
0.01494 |
0.00732 |
96.1% |
0.02773 |
| ATR |
0.00954 |
0.00993 |
0.00039 |
4.0% |
0.00000 |
| Volume |
74,915 |
128,999 |
54,084 |
72.2% |
527,188 |
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08600 |
1.07819 |
1.04872 |
|
| R3 |
1.07106 |
1.06325 |
1.04461 |
|
| R2 |
1.05612 |
1.05612 |
1.04324 |
|
| R1 |
1.04831 |
1.04831 |
1.04187 |
1.04475 |
| PP |
1.04118 |
1.04118 |
1.04118 |
1.03940 |
| S1 |
1.03337 |
1.03337 |
1.03913 |
1.02981 |
| S2 |
1.02624 |
1.02624 |
1.03776 |
|
| S3 |
1.01130 |
1.01843 |
1.03639 |
|
| S4 |
0.99636 |
1.00349 |
1.03228 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13447 |
1.12081 |
1.06693 |
|
| R3 |
1.10674 |
1.09308 |
1.05931 |
|
| R2 |
1.07901 |
1.07901 |
1.05676 |
|
| R1 |
1.06535 |
1.06535 |
1.05422 |
1.07218 |
| PP |
1.05128 |
1.05128 |
1.05128 |
1.05470 |
| S1 |
1.03762 |
1.03762 |
1.04914 |
1.04445 |
| S2 |
1.02355 |
1.02355 |
1.04660 |
|
| S3 |
0.99582 |
1.00989 |
1.04405 |
|
| S4 |
0.96809 |
0.98216 |
1.03643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06495 |
1.03405 |
0.03090 |
3.0% |
0.01167 |
1.1% |
21% |
False |
True |
114,899 |
| 10 |
1.06495 |
1.03405 |
0.03090 |
3.0% |
0.00827 |
0.8% |
21% |
False |
True |
110,765 |
| 20 |
1.08740 |
1.03405 |
0.05335 |
5.1% |
0.01010 |
1.0% |
12% |
False |
True |
141,598 |
| 40 |
1.12992 |
1.03405 |
0.09587 |
9.2% |
0.01097 |
1.1% |
7% |
False |
True |
170,665 |
| 60 |
1.12992 |
1.03405 |
0.09587 |
9.2% |
0.00962 |
0.9% |
7% |
False |
True |
156,452 |
| 80 |
1.12992 |
1.03405 |
0.09587 |
9.2% |
0.00894 |
0.9% |
7% |
False |
True |
151,318 |
| 100 |
1.13660 |
1.03405 |
0.10255 |
9.9% |
0.00857 |
0.8% |
6% |
False |
True |
149,110 |
| 120 |
1.13660 |
1.03405 |
0.10255 |
9.9% |
0.00835 |
0.8% |
6% |
False |
True |
145,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.11249 |
|
2.618 |
1.08810 |
|
1.618 |
1.07316 |
|
1.000 |
1.06393 |
|
0.618 |
1.05822 |
|
HIGH |
1.04899 |
|
0.618 |
1.04328 |
|
0.500 |
1.04152 |
|
0.382 |
1.03976 |
|
LOW |
1.03405 |
|
0.618 |
1.02482 |
|
1.000 |
1.01911 |
|
1.618 |
1.00988 |
|
2.618 |
0.99494 |
|
4.250 |
0.97056 |
|
|
| Fisher Pivots for day following 03-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.04152 |
1.04950 |
| PP |
1.04118 |
1.04650 |
| S1 |
1.04084 |
1.04350 |
|