| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.12001 |
1.12020 |
0.00019 |
0.0% |
1.12731 |
| High |
1.12319 |
1.12245 |
-0.00074 |
-0.1% |
1.12835 |
| Low |
1.11919 |
1.11846 |
-0.00073 |
-0.1% |
1.11663 |
| Close |
1.12019 |
1.12095 |
0.00076 |
0.1% |
1.11941 |
| Range |
0.00400 |
0.00399 |
-0.00001 |
-0.3% |
0.01172 |
| ATR |
0.00696 |
0.00675 |
-0.00021 |
-3.0% |
0.00000 |
| Volume |
208,802 |
197,183 |
-11,619 |
-5.6% |
1,263,524 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13259 |
1.13076 |
1.12314 |
|
| R3 |
1.12860 |
1.12677 |
1.12205 |
|
| R2 |
1.12461 |
1.12461 |
1.12168 |
|
| R1 |
1.12278 |
1.12278 |
1.12132 |
1.12370 |
| PP |
1.12062 |
1.12062 |
1.12062 |
1.12108 |
| S1 |
1.11879 |
1.11879 |
1.12058 |
1.11971 |
| S2 |
1.11663 |
1.11663 |
1.12022 |
|
| S3 |
1.11264 |
1.11480 |
1.11985 |
|
| S4 |
1.10865 |
1.11081 |
1.11876 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15662 |
1.14974 |
1.12586 |
|
| R3 |
1.14490 |
1.13802 |
1.12263 |
|
| R2 |
1.13318 |
1.13318 |
1.12156 |
|
| R1 |
1.12630 |
1.12630 |
1.12048 |
1.12388 |
| PP |
1.12146 |
1.12146 |
1.12146 |
1.12026 |
| S1 |
1.11458 |
1.11458 |
1.11834 |
1.11216 |
| S2 |
1.10974 |
1.10974 |
1.11726 |
|
| S3 |
1.09802 |
1.10286 |
1.11619 |
|
| S4 |
1.08630 |
1.09114 |
1.11296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.12816 |
1.11663 |
0.01153 |
1.0% |
0.00603 |
0.5% |
37% |
False |
False |
254,737 |
| 10 |
1.12847 |
1.11639 |
0.01208 |
1.1% |
0.00617 |
0.6% |
38% |
False |
False |
241,130 |
| 20 |
1.12847 |
1.10770 |
0.02077 |
1.9% |
0.00704 |
0.6% |
64% |
False |
False |
217,567 |
| 40 |
1.12847 |
1.06823 |
0.06024 |
5.4% |
0.00720 |
0.6% |
88% |
False |
False |
175,375 |
| 60 |
1.12847 |
1.05697 |
0.07150 |
6.4% |
0.00684 |
0.6% |
89% |
False |
False |
154,593 |
| 80 |
1.12847 |
1.04934 |
0.07913 |
7.1% |
0.00699 |
0.6% |
90% |
False |
False |
150,830 |
| 100 |
1.12847 |
1.04934 |
0.07913 |
7.1% |
0.00718 |
0.6% |
90% |
False |
False |
150,631 |
| 120 |
1.12847 |
1.03405 |
0.09442 |
8.4% |
0.00763 |
0.7% |
92% |
False |
False |
150,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.13941 |
|
2.618 |
1.13290 |
|
1.618 |
1.12891 |
|
1.000 |
1.12644 |
|
0.618 |
1.12492 |
|
HIGH |
1.12245 |
|
0.618 |
1.12093 |
|
0.500 |
1.12046 |
|
0.382 |
1.11998 |
|
LOW |
1.11846 |
|
0.618 |
1.11599 |
|
1.000 |
1.11447 |
|
1.618 |
1.11200 |
|
2.618 |
1.10801 |
|
4.250 |
1.10150 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.12079 |
1.12068 |
| PP |
1.12062 |
1.12041 |
| S1 |
1.12046 |
1.12014 |
|