| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.13994 |
1.14670 |
0.00676 |
0.6% |
1.14175 |
| High |
1.14795 |
1.14893 |
0.00098 |
0.1% |
1.14389 |
| Low |
1.13826 |
1.13916 |
0.00090 |
0.1% |
1.13123 |
| Close |
1.14662 |
1.14117 |
-0.00545 |
-0.5% |
1.13965 |
| Range |
0.00969 |
0.00977 |
0.00008 |
0.8% |
0.01266 |
| ATR |
0.00693 |
0.00714 |
0.00020 |
2.9% |
0.00000 |
| Volume |
231,803 |
330,594 |
98,791 |
42.6% |
1,201,019 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17240 |
1.16655 |
1.14654 |
|
| R3 |
1.16263 |
1.15678 |
1.14386 |
|
| R2 |
1.15286 |
1.15286 |
1.14296 |
|
| R1 |
1.14701 |
1.14701 |
1.14207 |
1.14505 |
| PP |
1.14309 |
1.14309 |
1.14309 |
1.14211 |
| S1 |
1.13724 |
1.13724 |
1.14027 |
1.13528 |
| S2 |
1.13332 |
1.13332 |
1.13938 |
|
| S3 |
1.12355 |
1.12747 |
1.13848 |
|
| S4 |
1.11378 |
1.11770 |
1.13580 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17624 |
1.17060 |
1.14661 |
|
| R3 |
1.16358 |
1.15794 |
1.14313 |
|
| R2 |
1.15092 |
1.15092 |
1.14197 |
|
| R1 |
1.14528 |
1.14528 |
1.14081 |
1.14177 |
| PP |
1.13826 |
1.13826 |
1.13826 |
1.13650 |
| S1 |
1.13262 |
1.13262 |
1.13849 |
1.12911 |
| S2 |
1.12560 |
1.12560 |
1.13733 |
|
| S3 |
1.11294 |
1.11996 |
1.13617 |
|
| S4 |
1.10028 |
1.10730 |
1.13269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.14893 |
1.13295 |
0.01598 |
1.4% |
0.00771 |
0.7% |
51% |
True |
False |
256,413 |
| 10 |
1.14893 |
1.13123 |
0.01770 |
1.6% |
0.00679 |
0.6% |
56% |
True |
False |
254,664 |
| 20 |
1.14893 |
1.11189 |
0.03704 |
3.2% |
0.00705 |
0.6% |
79% |
True |
False |
247,000 |
| 40 |
1.14893 |
1.10770 |
0.04123 |
3.6% |
0.00709 |
0.6% |
81% |
True |
False |
237,337 |
| 60 |
1.14893 |
1.06823 |
0.08070 |
7.1% |
0.00726 |
0.6% |
90% |
True |
False |
203,300 |
| 80 |
1.14893 |
1.05697 |
0.09196 |
8.1% |
0.00696 |
0.6% |
92% |
True |
False |
180,563 |
| 100 |
1.14893 |
1.04948 |
0.09945 |
8.7% |
0.00702 |
0.6% |
92% |
True |
False |
172,058 |
| 120 |
1.14893 |
1.04934 |
0.09959 |
8.7% |
0.00719 |
0.6% |
92% |
True |
False |
168,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.19045 |
|
2.618 |
1.17451 |
|
1.618 |
1.16474 |
|
1.000 |
1.15870 |
|
0.618 |
1.15497 |
|
HIGH |
1.14893 |
|
0.618 |
1.14520 |
|
0.500 |
1.14405 |
|
0.382 |
1.14289 |
|
LOW |
1.13916 |
|
0.618 |
1.13312 |
|
1.000 |
1.12939 |
|
1.618 |
1.12335 |
|
2.618 |
1.11358 |
|
4.250 |
1.09764 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.14405 |
1.14354 |
| PP |
1.14309 |
1.14275 |
| S1 |
1.14213 |
1.14196 |
|