| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.12173 |
1.11436 |
-0.00737 |
-0.7% |
1.12001 |
| High |
1.12285 |
1.12013 |
-0.00272 |
-0.2% |
1.12941 |
| Low |
1.11324 |
1.11384 |
0.00060 |
0.1% |
1.11324 |
| Close |
1.11440 |
1.11968 |
0.00528 |
0.5% |
1.11968 |
| Range |
0.00961 |
0.00629 |
-0.00332 |
-34.5% |
0.01617 |
| ATR |
0.00717 |
0.00711 |
-0.00006 |
-0.9% |
0.00000 |
| Volume |
290,814 |
226,311 |
-64,503 |
-22.2% |
1,279,247 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13675 |
1.13451 |
1.12314 |
|
| R3 |
1.13046 |
1.12822 |
1.12141 |
|
| R2 |
1.12417 |
1.12417 |
1.12083 |
|
| R1 |
1.12193 |
1.12193 |
1.12026 |
1.12305 |
| PP |
1.11788 |
1.11788 |
1.11788 |
1.11845 |
| S1 |
1.11564 |
1.11564 |
1.11910 |
1.11676 |
| S2 |
1.11159 |
1.11159 |
1.11853 |
|
| S3 |
1.10530 |
1.10935 |
1.11795 |
|
| S4 |
1.09901 |
1.10306 |
1.11622 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16929 |
1.16065 |
1.12857 |
|
| R3 |
1.15312 |
1.14448 |
1.12413 |
|
| R2 |
1.13695 |
1.13695 |
1.12264 |
|
| R1 |
1.12831 |
1.12831 |
1.12116 |
1.12455 |
| PP |
1.12078 |
1.12078 |
1.12078 |
1.11889 |
| S1 |
1.11214 |
1.11214 |
1.11820 |
1.10838 |
| S2 |
1.10461 |
1.10461 |
1.11672 |
|
| S3 |
1.08844 |
1.09597 |
1.11523 |
|
| S4 |
1.07227 |
1.07980 |
1.11079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.12941 |
1.11324 |
0.01617 |
1.4% |
0.00680 |
0.6% |
40% |
False |
False |
255,849 |
| 10 |
1.12941 |
1.11324 |
0.01617 |
1.4% |
0.00654 |
0.6% |
40% |
False |
False |
254,277 |
| 20 |
1.12941 |
1.11096 |
0.01845 |
1.6% |
0.00688 |
0.6% |
47% |
False |
False |
236,778 |
| 40 |
1.12941 |
1.08207 |
0.04734 |
4.2% |
0.00745 |
0.7% |
79% |
False |
False |
188,400 |
| 60 |
1.12941 |
1.05697 |
0.07244 |
6.5% |
0.00704 |
0.6% |
87% |
False |
False |
162,705 |
| 80 |
1.12941 |
1.04948 |
0.07993 |
7.1% |
0.00706 |
0.6% |
88% |
False |
False |
156,326 |
| 100 |
1.12941 |
1.04934 |
0.08007 |
7.2% |
0.00721 |
0.6% |
88% |
False |
False |
154,624 |
| 120 |
1.12941 |
1.03405 |
0.09536 |
8.5% |
0.00755 |
0.7% |
90% |
False |
False |
155,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14686 |
|
2.618 |
1.13660 |
|
1.618 |
1.13031 |
|
1.000 |
1.12642 |
|
0.618 |
1.12402 |
|
HIGH |
1.12013 |
|
0.618 |
1.11773 |
|
0.500 |
1.11699 |
|
0.382 |
1.11624 |
|
LOW |
1.11384 |
|
0.618 |
1.10995 |
|
1.000 |
1.10755 |
|
1.618 |
1.10366 |
|
2.618 |
1.09737 |
|
4.250 |
1.08711 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.11878 |
1.12133 |
| PP |
1.11788 |
1.12078 |
| S1 |
1.11699 |
1.12023 |
|