| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.17710 |
1.18177 |
0.00467 |
0.4% |
1.17701 |
| High |
1.18445 |
1.18383 |
-0.00062 |
-0.1% |
1.18445 |
| Low |
1.17486 |
1.17714 |
0.00228 |
0.2% |
1.16889 |
| Close |
1.18182 |
1.17787 |
-0.00395 |
-0.3% |
1.18182 |
| Range |
0.00959 |
0.00669 |
-0.00290 |
-30.2% |
0.01556 |
| ATR |
0.00875 |
0.00860 |
-0.00015 |
-1.7% |
0.00000 |
| Volume |
282,173 |
221,900 |
-60,273 |
-21.4% |
1,312,160 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.19968 |
1.19547 |
1.18155 |
|
| R3 |
1.19299 |
1.18878 |
1.17971 |
|
| R2 |
1.18630 |
1.18630 |
1.17910 |
|
| R1 |
1.18209 |
1.18209 |
1.17848 |
1.18085 |
| PP |
1.17961 |
1.17961 |
1.17961 |
1.17900 |
| S1 |
1.17540 |
1.17540 |
1.17726 |
1.17416 |
| S2 |
1.17292 |
1.17292 |
1.17664 |
|
| S3 |
1.16623 |
1.16871 |
1.17603 |
|
| S4 |
1.15954 |
1.16202 |
1.17419 |
|
|
| 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% |
0.00850 |
0.7% |
58% |
False |
False |
268,432 |
| 10 |
1.19056 |
1.16889 |
0.02167 |
1.8% |
0.00855 |
0.7% |
41% |
False |
False |
266,701 |
| 20 |
1.19056 |
1.14716 |
0.04340 |
3.7% |
0.00926 |
0.8% |
71% |
False |
False |
286,334 |
| 40 |
1.19056 |
1.11189 |
0.07867 |
6.7% |
0.00813 |
0.7% |
84% |
False |
False |
266,992 |
| 60 |
1.19056 |
1.11096 |
0.07960 |
6.8% |
0.00766 |
0.7% |
84% |
False |
False |
257,884 |
| 80 |
1.19056 |
1.08391 |
0.10665 |
9.1% |
0.00774 |
0.7% |
88% |
False |
False |
228,034 |
| 100 |
1.19056 |
1.05697 |
0.13359 |
11.3% |
0.00747 |
0.6% |
91% |
False |
False |
205,254 |
| 120 |
1.19056 |
1.04948 |
0.14108 |
12.0% |
0.00741 |
0.6% |
91% |
False |
False |
193,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.21226 |
|
2.618 |
1.20134 |
|
1.618 |
1.19465 |
|
1.000 |
1.19052 |
|
0.618 |
1.18796 |
|
HIGH |
1.18383 |
|
0.618 |
1.18127 |
|
0.500 |
1.18049 |
|
0.382 |
1.17970 |
|
LOW |
1.17714 |
|
0.618 |
1.17301 |
|
1.000 |
1.17045 |
|
1.618 |
1.16632 |
|
2.618 |
1.15963 |
|
4.250 |
1.14871 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.18049 |
1.17772 |
| PP |
1.17961 |
1.17756 |
| S1 |
1.17874 |
1.17741 |
|