| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.14410 |
1.14175 |
-0.00235 |
-0.2% |
1.11962 |
| High |
1.14450 |
1.14266 |
-0.00184 |
-0.2% |
1.14452 |
| Low |
1.13919 |
1.13548 |
-0.00371 |
-0.3% |
1.11715 |
| Close |
1.14256 |
1.13638 |
-0.00618 |
-0.5% |
1.14256 |
| Range |
0.00531 |
0.00718 |
0.00187 |
35.2% |
0.02737 |
| ATR |
0.00716 |
0.00716 |
0.00000 |
0.0% |
0.00000 |
| Volume |
280,632 |
217,779 |
-62,853 |
-22.4% |
1,452,773 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15971 |
1.15523 |
1.14033 |
|
| R3 |
1.15253 |
1.14805 |
1.13835 |
|
| R2 |
1.14535 |
1.14535 |
1.13770 |
|
| R1 |
1.14087 |
1.14087 |
1.13704 |
1.13952 |
| PP |
1.13817 |
1.13817 |
1.13817 |
1.13750 |
| S1 |
1.13369 |
1.13369 |
1.13572 |
1.13234 |
| S2 |
1.13099 |
1.13099 |
1.13506 |
|
| S3 |
1.12381 |
1.12651 |
1.13441 |
|
| S4 |
1.11663 |
1.11933 |
1.13243 |
|
|
| 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 |
1.11787 |
0.02665 |
2.3% |
0.00924 |
0.8% |
69% |
False |
False |
291,787 |
| 10 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00700 |
0.6% |
75% |
False |
False |
247,939 |
| 20 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00687 |
0.6% |
75% |
False |
False |
252,623 |
| 40 |
1.14452 |
1.08391 |
0.06061 |
5.3% |
0.00718 |
0.6% |
87% |
False |
False |
217,579 |
| 60 |
1.14452 |
1.05785 |
0.08667 |
7.6% |
0.00717 |
0.6% |
91% |
False |
False |
185,854 |
| 80 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00701 |
0.6% |
91% |
False |
False |
170,460 |
| 100 |
1.14452 |
1.04934 |
0.09518 |
8.4% |
0.00706 |
0.6% |
91% |
False |
False |
164,268 |
| 120 |
1.14452 |
1.04934 |
0.09518 |
8.4% |
0.00726 |
0.6% |
91% |
False |
False |
164,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.17318 |
|
2.618 |
1.16146 |
|
1.618 |
1.15428 |
|
1.000 |
1.14984 |
|
0.618 |
1.14710 |
|
HIGH |
1.14266 |
|
0.618 |
1.13992 |
|
0.500 |
1.13907 |
|
0.382 |
1.13822 |
|
LOW |
1.13548 |
|
0.618 |
1.13104 |
|
1.000 |
1.12830 |
|
1.618 |
1.12386 |
|
2.618 |
1.11668 |
|
4.250 |
1.10497 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.13907 |
1.14000 |
| PP |
1.13817 |
1.13879 |
| S1 |
1.13728 |
1.13759 |
|