| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.13380 |
1.13774 |
0.00394 |
0.3% |
1.12012 |
| High |
1.13888 |
1.14452 |
0.00564 |
0.5% |
1.12125 |
| Low |
1.12944 |
1.13729 |
0.00785 |
0.7% |
1.11189 |
| Close |
1.13759 |
1.14397 |
0.00638 |
0.6% |
1.11931 |
| Range |
0.00944 |
0.00723 |
-0.00221 |
-23.4% |
0.00936 |
| ATR |
0.00731 |
0.00731 |
-0.00001 |
-0.1% |
0.00000 |
| Volume |
368,771 |
309,621 |
-59,150 |
-16.0% |
1,013,709 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16362 |
1.16102 |
1.14795 |
|
| R3 |
1.15639 |
1.15379 |
1.14596 |
|
| R2 |
1.14916 |
1.14916 |
1.14530 |
|
| R1 |
1.14656 |
1.14656 |
1.14463 |
1.14786 |
| PP |
1.14193 |
1.14193 |
1.14193 |
1.14258 |
| S1 |
1.13933 |
1.13933 |
1.14331 |
1.14063 |
| S2 |
1.13470 |
1.13470 |
1.14264 |
|
| S3 |
1.12747 |
1.13210 |
1.14198 |
|
| S4 |
1.12024 |
1.12487 |
1.13999 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14556 |
1.14180 |
1.12446 |
|
| R3 |
1.13620 |
1.13244 |
1.12188 |
|
| R2 |
1.12684 |
1.12684 |
1.12103 |
|
| R1 |
1.12308 |
1.12308 |
1.12017 |
1.12028 |
| PP |
1.11748 |
1.11748 |
1.11748 |
1.11609 |
| S1 |
1.11372 |
1.11372 |
1.11845 |
1.11092 |
| S2 |
1.10812 |
1.10812 |
1.11759 |
|
| S3 |
1.09876 |
1.10436 |
1.11674 |
|
| S4 |
1.08940 |
1.09500 |
1.11416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.14452 |
1.11451 |
0.03001 |
2.6% |
0.00898 |
0.8% |
98% |
True |
False |
269,954 |
| 10 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00708 |
0.6% |
98% |
True |
False |
241,216 |
| 20 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00689 |
0.6% |
98% |
True |
False |
248,112 |
| 40 |
1.14452 |
1.08391 |
0.06061 |
5.3% |
0.00725 |
0.6% |
99% |
True |
False |
212,440 |
| 60 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00716 |
0.6% |
99% |
True |
False |
181,536 |
| 80 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00709 |
0.6% |
99% |
True |
False |
167,899 |
| 100 |
1.14452 |
1.04934 |
0.09518 |
8.3% |
0.00706 |
0.6% |
99% |
True |
False |
162,101 |
| 120 |
1.14452 |
1.04934 |
0.09518 |
8.3% |
0.00727 |
0.6% |
99% |
True |
False |
162,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.17525 |
|
2.618 |
1.16345 |
|
1.618 |
1.15622 |
|
1.000 |
1.15175 |
|
0.618 |
1.14899 |
|
HIGH |
1.14452 |
|
0.618 |
1.14176 |
|
0.500 |
1.14091 |
|
0.382 |
1.14005 |
|
LOW |
1.13729 |
|
0.618 |
1.13282 |
|
1.000 |
1.13006 |
|
1.618 |
1.12559 |
|
2.618 |
1.11836 |
|
4.250 |
1.10656 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.14295 |
1.13971 |
| PP |
1.14193 |
1.13545 |
| S1 |
1.14091 |
1.13120 |
|