| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.16400 |
1.16460 |
0.00060 |
0.1% |
1.14698 |
| High |
1.17118 |
1.17395 |
0.00277 |
0.2% |
1.16825 |
| Low |
1.16307 |
1.16127 |
-0.00180 |
-0.2% |
1.14349 |
| Close |
1.16462 |
1.17327 |
0.00865 |
0.7% |
1.16636 |
| Range |
0.00811 |
0.01268 |
0.00457 |
56.4% |
0.02476 |
| ATR |
0.00769 |
0.00805 |
0.00036 |
4.6% |
0.00000 |
| Volume |
302,526 |
329,763 |
27,237 |
9.0% |
1,421,029 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.20754 |
1.20308 |
1.18024 |
|
| R3 |
1.19486 |
1.19040 |
1.17676 |
|
| R2 |
1.18218 |
1.18218 |
1.17559 |
|
| R1 |
1.17772 |
1.17772 |
1.17443 |
1.17995 |
| PP |
1.16950 |
1.16950 |
1.16950 |
1.17061 |
| S1 |
1.16504 |
1.16504 |
1.17211 |
1.16727 |
| S2 |
1.15682 |
1.15682 |
1.17095 |
|
| S3 |
1.14414 |
1.15236 |
1.16978 |
|
| S4 |
1.13146 |
1.13968 |
1.16630 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.23365 |
1.22476 |
1.17998 |
|
| R3 |
1.20889 |
1.20000 |
1.17317 |
|
| R2 |
1.18413 |
1.18413 |
1.17090 |
|
| R1 |
1.17524 |
1.17524 |
1.16863 |
1.17969 |
| PP |
1.15937 |
1.15937 |
1.15937 |
1.16159 |
| S1 |
1.15048 |
1.15048 |
1.16409 |
1.15493 |
| S2 |
1.13461 |
1.13461 |
1.16182 |
|
| S3 |
1.10985 |
1.12572 |
1.15955 |
|
| S4 |
1.08509 |
1.10096 |
1.15274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.17395 |
1.14793 |
0.02602 |
2.2% |
0.00999 |
0.9% |
97% |
True |
False |
306,104 |
| 10 |
1.17395 |
1.13704 |
0.03691 |
3.1% |
0.00873 |
0.7% |
98% |
True |
False |
281,869 |
| 20 |
1.17395 |
1.13123 |
0.04272 |
3.6% |
0.00776 |
0.7% |
98% |
True |
False |
268,267 |
| 40 |
1.17395 |
1.11189 |
0.06206 |
5.3% |
0.00728 |
0.6% |
99% |
True |
False |
256,222 |
| 60 |
1.17395 |
1.08391 |
0.09004 |
7.7% |
0.00749 |
0.6% |
99% |
True |
False |
228,470 |
| 80 |
1.17395 |
1.05697 |
0.11698 |
10.0% |
0.00729 |
0.6% |
99% |
True |
False |
200,819 |
| 100 |
1.17395 |
1.05249 |
0.12146 |
10.4% |
0.00724 |
0.6% |
99% |
True |
False |
186,575 |
| 120 |
1.17395 |
1.04934 |
0.12461 |
10.6% |
0.00717 |
0.6% |
99% |
True |
False |
178,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.22784 |
|
2.618 |
1.20715 |
|
1.618 |
1.19447 |
|
1.000 |
1.18663 |
|
0.618 |
1.18179 |
|
HIGH |
1.17395 |
|
0.618 |
1.16911 |
|
0.500 |
1.16761 |
|
0.382 |
1.16611 |
|
LOW |
1.16127 |
|
0.618 |
1.15343 |
|
1.000 |
1.14859 |
|
1.618 |
1.14075 |
|
2.618 |
1.12807 |
|
4.250 |
1.10738 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.17138 |
1.17138 |
| PP |
1.16950 |
1.16950 |
| S1 |
1.16761 |
1.16761 |
|