| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.11835 |
1.12453 |
0.00618 |
0.6% |
1.12037 |
| High |
1.12519 |
1.12565 |
0.00046 |
0.0% |
1.12671 |
| Low |
1.11639 |
1.12021 |
0.00382 |
0.3% |
1.11605 |
| Close |
1.12431 |
1.12102 |
-0.00329 |
-0.3% |
1.11785 |
| Range |
0.00880 |
0.00544 |
-0.00336 |
-38.2% |
0.01066 |
| ATR |
0.00767 |
0.00751 |
-0.00016 |
-2.1% |
0.00000 |
| Volume |
277,232 |
230,938 |
-46,294 |
-16.7% |
1,070,714 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13861 |
1.13526 |
1.12401 |
|
| R3 |
1.13317 |
1.12982 |
1.12252 |
|
| R2 |
1.12773 |
1.12773 |
1.12202 |
|
| R1 |
1.12438 |
1.12438 |
1.12152 |
1.12334 |
| PP |
1.12229 |
1.12229 |
1.12229 |
1.12177 |
| S1 |
1.11894 |
1.11894 |
1.12052 |
1.11790 |
| S2 |
1.11685 |
1.11685 |
1.12002 |
|
| S3 |
1.11141 |
1.11350 |
1.11952 |
|
| S4 |
1.10597 |
1.10806 |
1.11803 |
|
|
| 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 |
1.12565 |
1.11096 |
0.01469 |
1.3% |
0.00679 |
0.6% |
68% |
True |
False |
224,933 |
| 10 |
1.12671 |
1.10968 |
0.01703 |
1.5% |
0.00757 |
0.7% |
67% |
False |
False |
210,311 |
| 20 |
1.12671 |
1.08391 |
0.04280 |
3.8% |
0.00761 |
0.7% |
87% |
False |
False |
176,769 |
| 40 |
1.12671 |
1.05697 |
0.06974 |
6.2% |
0.00729 |
0.7% |
92% |
False |
False |
148,248 |
| 60 |
1.12671 |
1.05697 |
0.06974 |
6.2% |
0.00715 |
0.6% |
92% |
False |
False |
141,161 |
| 80 |
1.12671 |
1.04934 |
0.07737 |
6.9% |
0.00710 |
0.6% |
93% |
False |
False |
140,598 |
| 100 |
1.12671 |
1.04934 |
0.07737 |
6.9% |
0.00734 |
0.7% |
93% |
False |
False |
145,589 |
| 120 |
1.12671 |
1.03405 |
0.09266 |
8.3% |
0.00763 |
0.7% |
94% |
False |
False |
143,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14877 |
|
2.618 |
1.13989 |
|
1.618 |
1.13445 |
|
1.000 |
1.13109 |
|
0.618 |
1.12901 |
|
HIGH |
1.12565 |
|
0.618 |
1.12357 |
|
0.500 |
1.12293 |
|
0.382 |
1.12229 |
|
LOW |
1.12021 |
|
0.618 |
1.11685 |
|
1.000 |
1.11477 |
|
1.618 |
1.11141 |
|
2.618 |
1.10597 |
|
4.250 |
1.09709 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.12293 |
1.12012 |
| PP |
1.12229 |
1.11921 |
| S1 |
1.12166 |
1.11831 |
|