| Trading Metrics calculated at close of trading on 29-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
29-May-2017 |
Change |
Change % |
Previous Week |
| Open |
1.12100 |
1.11658 |
-0.00442 |
-0.4% |
1.12037 |
| High |
1.12343 |
1.11897 |
-0.00446 |
-0.4% |
1.12671 |
| Low |
1.11605 |
1.11616 |
0.00011 |
0.0% |
1.11605 |
| Close |
1.11785 |
1.11627 |
-0.00158 |
-0.1% |
1.11785 |
| Range |
0.00738 |
0.00281 |
-0.00457 |
-61.9% |
0.01066 |
| ATR |
0.00779 |
0.00743 |
-0.00036 |
-4.6% |
0.00000 |
| Volume |
236,204 |
129,409 |
-106,795 |
-45.2% |
1,070,714 |
|
| Daily Pivots for day following 29-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.12556 |
1.12373 |
1.11782 |
|
| R3 |
1.12275 |
1.12092 |
1.11704 |
|
| R2 |
1.11994 |
1.11994 |
1.11679 |
|
| R1 |
1.11811 |
1.11811 |
1.11653 |
1.11762 |
| PP |
1.11713 |
1.11713 |
1.11713 |
1.11689 |
| S1 |
1.11530 |
1.11530 |
1.11601 |
1.11481 |
| S2 |
1.11432 |
1.11432 |
1.11575 |
|
| S3 |
1.11151 |
1.11249 |
1.11550 |
|
| S4 |
1.10870 |
1.10968 |
1.11472 |
|
|
| 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% |
0.00604 |
0.5% |
2% |
False |
False |
210,615 |
| 10 |
1.12671 |
1.09735 |
0.02936 |
2.6% |
0.00819 |
0.7% |
64% |
False |
False |
183,248 |
| 20 |
1.12671 |
1.08391 |
0.04280 |
3.8% |
0.00748 |
0.7% |
76% |
False |
False |
158,648 |
| 40 |
1.12671 |
1.05697 |
0.06974 |
6.2% |
0.00707 |
0.6% |
85% |
False |
False |
137,611 |
| 60 |
1.12671 |
1.05249 |
0.07422 |
6.6% |
0.00704 |
0.6% |
86% |
False |
False |
135,279 |
| 80 |
1.12671 |
1.04934 |
0.07737 |
6.9% |
0.00708 |
0.6% |
87% |
False |
False |
136,788 |
| 100 |
1.12671 |
1.04537 |
0.08134 |
7.3% |
0.00746 |
0.7% |
87% |
False |
False |
142,959 |
| 120 |
1.12671 |
1.03405 |
0.09266 |
8.3% |
0.00777 |
0.7% |
89% |
False |
False |
141,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.13091 |
|
2.618 |
1.12633 |
|
1.618 |
1.12352 |
|
1.000 |
1.12178 |
|
0.618 |
1.12071 |
|
HIGH |
1.11897 |
|
0.618 |
1.11790 |
|
0.500 |
1.11757 |
|
0.382 |
1.11723 |
|
LOW |
1.11616 |
|
0.618 |
1.11442 |
|
1.000 |
1.11335 |
|
1.618 |
1.11161 |
|
2.618 |
1.10880 |
|
4.250 |
1.10422 |
|
|
| Fisher Pivots for day following 29-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.11757 |
1.12052 |
| PP |
1.11713 |
1.11910 |
| S1 |
1.11670 |
1.11769 |
|