| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.13401 |
1.13504 |
0.00103 |
0.1% |
1.11962 |
| High |
1.13683 |
1.14248 |
0.00565 |
0.5% |
1.14452 |
| Low |
1.13123 |
1.13295 |
0.00172 |
0.2% |
1.11715 |
| Close |
1.13507 |
1.14225 |
0.00718 |
0.6% |
1.14256 |
| Range |
0.00560 |
0.00953 |
0.00393 |
70.2% |
0.02737 |
| ATR |
0.00685 |
0.00704 |
0.00019 |
2.8% |
0.00000 |
| Volume |
257,493 |
257,025 |
-468 |
-0.2% |
1,452,773 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16782 |
1.16456 |
1.14749 |
|
| R3 |
1.15829 |
1.15503 |
1.14487 |
|
| R2 |
1.14876 |
1.14876 |
1.14400 |
|
| R1 |
1.14550 |
1.14550 |
1.14312 |
1.14713 |
| PP |
1.13923 |
1.13923 |
1.13923 |
1.14004 |
| S1 |
1.13597 |
1.13597 |
1.14138 |
1.13760 |
| S2 |
1.12970 |
1.12970 |
1.14050 |
|
| S3 |
1.12017 |
1.12644 |
1.13963 |
|
| S4 |
1.11064 |
1.11691 |
1.13701 |
|
|
| 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 |
1.14450 |
1.13123 |
0.01327 |
1.2% |
0.00633 |
0.6% |
83% |
False |
False |
242,396 |
| 10 |
1.14452 |
1.11451 |
0.03001 |
2.6% |
0.00766 |
0.7% |
92% |
False |
False |
256,175 |
| 20 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00686 |
0.6% |
93% |
False |
False |
248,047 |
| 40 |
1.14452 |
1.08558 |
0.05894 |
5.2% |
0.00724 |
0.6% |
96% |
False |
False |
225,181 |
| 60 |
1.14452 |
1.06027 |
0.08425 |
7.4% |
0.00714 |
0.6% |
97% |
False |
False |
192,045 |
| 80 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00692 |
0.6% |
97% |
False |
False |
174,030 |
| 100 |
1.14452 |
1.04934 |
0.09518 |
8.3% |
0.00700 |
0.6% |
98% |
False |
False |
167,011 |
| 120 |
1.14452 |
1.04934 |
0.09518 |
8.3% |
0.00718 |
0.6% |
98% |
False |
False |
165,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.18298 |
|
2.618 |
1.16743 |
|
1.618 |
1.15790 |
|
1.000 |
1.15201 |
|
0.618 |
1.14837 |
|
HIGH |
1.14248 |
|
0.618 |
1.13884 |
|
0.500 |
1.13772 |
|
0.382 |
1.13659 |
|
LOW |
1.13295 |
|
0.618 |
1.12706 |
|
1.000 |
1.12342 |
|
1.618 |
1.11753 |
|
2.618 |
1.10800 |
|
4.250 |
1.09245 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.14074 |
1.14045 |
| PP |
1.13923 |
1.13865 |
| S1 |
1.13772 |
1.13686 |
|