| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.17570 |
1.17710 |
0.00140 |
0.1% |
1.17701 |
| High |
1.17846 |
1.18445 |
0.00599 |
0.5% |
1.18445 |
| Low |
1.17036 |
1.17486 |
0.00450 |
0.4% |
1.16889 |
| Close |
1.17708 |
1.18182 |
0.00474 |
0.4% |
1.18182 |
| Range |
0.00810 |
0.00959 |
0.00149 |
18.4% |
0.01556 |
| ATR |
0.00868 |
0.00875 |
0.00006 |
0.7% |
0.00000 |
| Volume |
292,168 |
282,173 |
-9,995 |
-3.4% |
1,312,160 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.20915 |
1.20507 |
1.18709 |
|
| R3 |
1.19956 |
1.19548 |
1.18446 |
|
| R2 |
1.18997 |
1.18997 |
1.18358 |
|
| R1 |
1.18589 |
1.18589 |
1.18270 |
1.18793 |
| PP |
1.18038 |
1.18038 |
1.18038 |
1.18140 |
| S1 |
1.17630 |
1.17630 |
1.18094 |
1.17834 |
| S2 |
1.17079 |
1.17079 |
1.18006 |
|
| S3 |
1.16120 |
1.16671 |
1.17918 |
|
| S4 |
1.15161 |
1.15712 |
1.17655 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.22507 |
1.21900 |
1.19038 |
|
| R3 |
1.20951 |
1.20344 |
1.18610 |
|
| R2 |
1.19395 |
1.19395 |
1.18467 |
|
| R1 |
1.18788 |
1.18788 |
1.18325 |
1.19092 |
| PP |
1.17839 |
1.17839 |
1.17839 |
1.17990 |
| S1 |
1.17232 |
1.17232 |
1.18039 |
1.17536 |
| S2 |
1.16283 |
1.16283 |
1.17897 |
|
| S3 |
1.14727 |
1.15676 |
1.17754 |
|
| S4 |
1.13171 |
1.14120 |
1.17326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.18445 |
1.16889 |
0.01556 |
1.3% |
0.00803 |
0.7% |
83% |
True |
False |
262,432 |
| 10 |
1.19056 |
1.16889 |
0.02167 |
1.8% |
0.00911 |
0.8% |
60% |
False |
False |
273,015 |
| 20 |
1.19056 |
1.14349 |
0.04707 |
4.0% |
0.00919 |
0.8% |
81% |
False |
False |
285,816 |
| 40 |
1.19056 |
1.11189 |
0.07867 |
6.7% |
0.00814 |
0.7% |
89% |
False |
False |
266,566 |
| 60 |
1.19056 |
1.11096 |
0.07960 |
6.7% |
0.00772 |
0.7% |
89% |
False |
False |
256,637 |
| 80 |
1.19056 |
1.08207 |
0.10849 |
9.2% |
0.00779 |
0.7% |
92% |
False |
False |
227,483 |
| 100 |
1.19056 |
1.05697 |
0.13359 |
11.3% |
0.00748 |
0.6% |
93% |
False |
False |
204,249 |
| 120 |
1.19056 |
1.04948 |
0.14108 |
11.9% |
0.00742 |
0.6% |
94% |
False |
False |
193,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.22521 |
|
2.618 |
1.20956 |
|
1.618 |
1.19997 |
|
1.000 |
1.19404 |
|
0.618 |
1.19038 |
|
HIGH |
1.18445 |
|
0.618 |
1.18079 |
|
0.500 |
1.17966 |
|
0.382 |
1.17852 |
|
LOW |
1.17486 |
|
0.618 |
1.16893 |
|
1.000 |
1.16527 |
|
1.618 |
1.15934 |
|
2.618 |
1.14975 |
|
4.250 |
1.13410 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.18110 |
1.18010 |
| PP |
1.18038 |
1.17839 |
| S1 |
1.17966 |
1.17667 |
|