| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.12180 |
1.12100 |
-0.00080 |
-0.1% |
1.12037 |
| High |
1.12498 |
1.12343 |
-0.00155 |
-0.1% |
1.12671 |
| Low |
1.11932 |
1.11605 |
-0.00327 |
-0.3% |
1.11605 |
| Close |
1.12100 |
1.11785 |
-0.00315 |
-0.3% |
1.11785 |
| Range |
0.00566 |
0.00738 |
0.00172 |
30.4% |
0.01066 |
| ATR |
0.00782 |
0.00779 |
-0.00003 |
-0.4% |
0.00000 |
| Volume |
226,470 |
236,204 |
9,734 |
4.3% |
1,070,714 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14125 |
1.13693 |
1.12191 |
|
| R3 |
1.13387 |
1.12955 |
1.11988 |
|
| R2 |
1.12649 |
1.12649 |
1.11920 |
|
| R1 |
1.12217 |
1.12217 |
1.11853 |
1.12064 |
| PP |
1.11911 |
1.11911 |
1.11911 |
1.11835 |
| S1 |
1.11479 |
1.11479 |
1.11717 |
1.11326 |
| S2 |
1.11173 |
1.11173 |
1.11650 |
|
| S3 |
1.10435 |
1.10741 |
1.11582 |
|
| S4 |
1.09697 |
1.10003 |
1.11379 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15218 |
1.14568 |
1.12371 |
|
| R3 |
1.14152 |
1.13502 |
1.12078 |
|
| R2 |
1.13086 |
1.13086 |
1.11980 |
|
| R1 |
1.12436 |
1.12436 |
1.11883 |
1.12228 |
| PP |
1.12020 |
1.12020 |
1.12020 |
1.11917 |
| S1 |
1.11370 |
1.11370 |
1.11687 |
1.11162 |
| S2 |
1.10954 |
1.10954 |
1.11590 |
|
| S3 |
1.09888 |
1.10304 |
1.11492 |
|
| S4 |
1.08822 |
1.09238 |
1.11199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.12671 |
1.11605 |
0.01066 |
1.0% |
0.00752 |
0.7% |
17% |
False |
True |
214,142 |
| 10 |
1.12671 |
1.09225 |
0.03446 |
3.1% |
0.00858 |
0.8% |
74% |
False |
False |
182,059 |
| 20 |
1.12671 |
1.08391 |
0.04280 |
3.8% |
0.00753 |
0.7% |
79% |
False |
False |
155,398 |
| 40 |
1.12671 |
1.05697 |
0.06974 |
6.2% |
0.00710 |
0.6% |
87% |
False |
False |
136,845 |
| 60 |
1.12671 |
1.05249 |
0.07422 |
6.6% |
0.00711 |
0.6% |
88% |
False |
False |
135,253 |
| 80 |
1.12671 |
1.04934 |
0.07737 |
6.9% |
0.00716 |
0.6% |
89% |
False |
False |
137,068 |
| 100 |
1.12671 |
1.04537 |
0.08134 |
7.3% |
0.00751 |
0.7% |
89% |
False |
False |
142,897 |
| 120 |
1.12671 |
1.03405 |
0.09266 |
8.3% |
0.00785 |
0.7% |
90% |
False |
False |
142,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.15480 |
|
2.618 |
1.14275 |
|
1.618 |
1.13537 |
|
1.000 |
1.13081 |
|
0.618 |
1.12799 |
|
HIGH |
1.12343 |
|
0.618 |
1.12061 |
|
0.500 |
1.11974 |
|
0.382 |
1.11887 |
|
LOW |
1.11605 |
|
0.618 |
1.11149 |
|
1.000 |
1.10867 |
|
1.618 |
1.10411 |
|
2.618 |
1.09673 |
|
4.250 |
1.08469 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.11974 |
1.12052 |
| PP |
1.11911 |
1.11963 |
| S1 |
1.11848 |
1.11874 |
|