| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
1.13774 |
1.14410 |
0.00636 |
0.6% |
1.11962 |
| High |
1.14452 |
1.14450 |
-0.00002 |
0.0% |
1.14452 |
| Low |
1.13729 |
1.13919 |
0.00190 |
0.2% |
1.11715 |
| Close |
1.14397 |
1.14256 |
-0.00141 |
-0.1% |
1.14256 |
| Range |
0.00723 |
0.00531 |
-0.00192 |
-26.6% |
0.02737 |
| ATR |
0.00731 |
0.00716 |
-0.00014 |
-2.0% |
0.00000 |
| Volume |
309,621 |
280,632 |
-28,989 |
-9.4% |
1,452,773 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15801 |
1.15560 |
1.14548 |
|
| R3 |
1.15270 |
1.15029 |
1.14402 |
|
| R2 |
1.14739 |
1.14739 |
1.14353 |
|
| R1 |
1.14498 |
1.14498 |
1.14305 |
1.14353 |
| PP |
1.14208 |
1.14208 |
1.14208 |
1.14136 |
| S1 |
1.13967 |
1.13967 |
1.14207 |
1.13822 |
| S2 |
1.13677 |
1.13677 |
1.14159 |
|
| S3 |
1.13146 |
1.13436 |
1.14110 |
|
| S4 |
1.12615 |
1.12905 |
1.13964 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.21685 |
1.20708 |
1.15761 |
|
| R3 |
1.18948 |
1.17971 |
1.15009 |
|
| R2 |
1.16211 |
1.16211 |
1.14758 |
|
| R1 |
1.15234 |
1.15234 |
1.14507 |
1.15723 |
| PP |
1.13474 |
1.13474 |
1.13474 |
1.13719 |
| S1 |
1.12497 |
1.12497 |
1.14005 |
1.12986 |
| S2 |
1.10737 |
1.10737 |
1.13754 |
|
| S3 |
1.08000 |
1.09760 |
1.13503 |
|
| S4 |
1.05263 |
1.07023 |
1.12751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.14452 |
1.11715 |
0.02737 |
2.4% |
0.00877 |
0.8% |
93% |
False |
False |
290,554 |
| 10 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00698 |
0.6% |
94% |
False |
False |
246,648 |
| 20 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00676 |
0.6% |
94% |
False |
False |
250,462 |
| 40 |
1.14452 |
1.08391 |
0.06061 |
5.3% |
0.00726 |
0.6% |
97% |
False |
False |
215,849 |
| 60 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00711 |
0.6% |
98% |
False |
False |
183,900 |
| 80 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00700 |
0.6% |
98% |
False |
False |
169,447 |
| 100 |
1.14452 |
1.04934 |
0.09518 |
8.3% |
0.00705 |
0.6% |
98% |
False |
False |
163,368 |
| 120 |
1.14452 |
1.04934 |
0.09518 |
8.3% |
0.00725 |
0.6% |
98% |
False |
False |
163,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.16707 |
|
2.618 |
1.15840 |
|
1.618 |
1.15309 |
|
1.000 |
1.14981 |
|
0.618 |
1.14778 |
|
HIGH |
1.14450 |
|
0.618 |
1.14247 |
|
0.500 |
1.14185 |
|
0.382 |
1.14122 |
|
LOW |
1.13919 |
|
0.618 |
1.13591 |
|
1.000 |
1.13388 |
|
1.618 |
1.13060 |
|
2.618 |
1.12529 |
|
4.250 |
1.11662 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.14232 |
1.14070 |
| PP |
1.14208 |
1.13884 |
| S1 |
1.14185 |
1.13698 |
|