| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
1.06818 |
1.07178 |
0.00360 |
0.3% |
1.07062 |
| High |
1.07247 |
1.07399 |
0.00152 |
0.1% |
1.07737 |
| Low |
1.06583 |
1.06201 |
-0.00382 |
-0.4% |
1.06575 |
| Close |
1.06970 |
1.06921 |
-0.00049 |
0.0% |
1.06970 |
| Range |
0.00664 |
0.01198 |
0.00534 |
80.4% |
0.01162 |
| ATR |
0.00897 |
0.00918 |
0.00022 |
2.4% |
0.00000 |
| Volume |
155,503 |
152,152 |
-3,351 |
-2.2% |
790,439 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.10434 |
1.09876 |
1.07580 |
|
| R3 |
1.09236 |
1.08678 |
1.07250 |
|
| R2 |
1.08038 |
1.08038 |
1.07141 |
|
| R1 |
1.07480 |
1.07480 |
1.07031 |
1.07160 |
| PP |
1.06840 |
1.06840 |
1.06840 |
1.06681 |
| S1 |
1.06282 |
1.06282 |
1.06811 |
1.05962 |
| S2 |
1.05642 |
1.05642 |
1.06701 |
|
| S3 |
1.04444 |
1.05084 |
1.06592 |
|
| S4 |
1.03246 |
1.03886 |
1.06262 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.10580 |
1.09937 |
1.07609 |
|
| R3 |
1.09418 |
1.08775 |
1.07290 |
|
| R2 |
1.08256 |
1.08256 |
1.07183 |
|
| R1 |
1.07613 |
1.07613 |
1.07077 |
1.07354 |
| PP |
1.07094 |
1.07094 |
1.07094 |
1.06964 |
| S1 |
1.06451 |
1.06451 |
1.06863 |
1.06192 |
| S2 |
1.05932 |
1.05932 |
1.06757 |
|
| S3 |
1.04770 |
1.05289 |
1.06650 |
|
| S4 |
1.03608 |
1.04127 |
1.06331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.07737 |
1.06201 |
0.01536 |
1.4% |
0.00812 |
0.8% |
47% |
False |
True |
154,216 |
| 10 |
1.07737 |
1.05893 |
0.01844 |
1.7% |
0.00861 |
0.8% |
56% |
False |
False |
173,205 |
| 20 |
1.07737 |
1.03405 |
0.04332 |
4.1% |
0.00950 |
0.9% |
81% |
False |
False |
161,317 |
| 40 |
1.08740 |
1.03405 |
0.05335 |
5.0% |
0.00965 |
0.9% |
66% |
False |
False |
152,274 |
| 60 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.01033 |
1.0% |
37% |
False |
False |
167,385 |
| 80 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00952 |
0.9% |
37% |
False |
False |
157,816 |
| 100 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00896 |
0.8% |
37% |
False |
False |
153,426 |
| 120 |
1.13660 |
1.03405 |
0.10255 |
9.6% |
0.00872 |
0.8% |
34% |
False |
False |
151,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.12491 |
|
2.618 |
1.10535 |
|
1.618 |
1.09337 |
|
1.000 |
1.08597 |
|
0.618 |
1.08139 |
|
HIGH |
1.07399 |
|
0.618 |
1.06941 |
|
0.500 |
1.06800 |
|
0.382 |
1.06659 |
|
LOW |
1.06201 |
|
0.618 |
1.05461 |
|
1.000 |
1.05003 |
|
1.618 |
1.04263 |
|
2.618 |
1.03065 |
|
4.250 |
1.01110 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.06881 |
1.06927 |
| PP |
1.06840 |
1.06925 |
| S1 |
1.06800 |
1.06923 |
|