| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.18177 |
1.17790 |
-0.00387 |
-0.3% |
1.17701 |
| High |
1.18383 |
1.17925 |
-0.00458 |
-0.4% |
1.18445 |
| Low |
1.17714 |
1.16873 |
-0.00841 |
-0.7% |
1.16889 |
| Close |
1.17787 |
1.17342 |
-0.00445 |
-0.4% |
1.18182 |
| Range |
0.00669 |
0.01052 |
0.00383 |
57.2% |
0.01556 |
| ATR |
0.00860 |
0.00874 |
0.00014 |
1.6% |
0.00000 |
| Volume |
221,900 |
281,716 |
59,816 |
27.0% |
1,312,160 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.20536 |
1.19991 |
1.17921 |
|
| R3 |
1.19484 |
1.18939 |
1.17631 |
|
| R2 |
1.18432 |
1.18432 |
1.17535 |
|
| R1 |
1.17887 |
1.17887 |
1.17438 |
1.17634 |
| PP |
1.17380 |
1.17380 |
1.17380 |
1.17253 |
| S1 |
1.16835 |
1.16835 |
1.17246 |
1.16582 |
| S2 |
1.16328 |
1.16328 |
1.17149 |
|
| S3 |
1.15276 |
1.15783 |
1.17053 |
|
| S4 |
1.14224 |
1.14731 |
1.16763 |
|
|
| 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 |
1.16873 |
0.01572 |
1.3% |
0.00848 |
0.7% |
30% |
False |
True |
275,687 |
| 10 |
1.19056 |
1.16873 |
0.02183 |
1.9% |
0.00904 |
0.8% |
21% |
False |
True |
264,080 |
| 20 |
1.19056 |
1.14793 |
0.04263 |
3.6% |
0.00923 |
0.8% |
60% |
False |
False |
284,556 |
| 40 |
1.19056 |
1.11274 |
0.07782 |
6.6% |
0.00828 |
0.7% |
78% |
False |
False |
268,107 |
| 60 |
1.19056 |
1.11096 |
0.07960 |
6.8% |
0.00768 |
0.7% |
78% |
False |
False |
259,599 |
| 80 |
1.19056 |
1.08391 |
0.10665 |
9.1% |
0.00775 |
0.7% |
84% |
False |
False |
229,888 |
| 100 |
1.19056 |
1.05697 |
0.13359 |
11.4% |
0.00750 |
0.6% |
87% |
False |
False |
206,919 |
| 120 |
1.19056 |
1.04948 |
0.14108 |
12.0% |
0.00745 |
0.6% |
88% |
False |
False |
194,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.22396 |
|
2.618 |
1.20679 |
|
1.618 |
1.19627 |
|
1.000 |
1.18977 |
|
0.618 |
1.18575 |
|
HIGH |
1.17925 |
|
0.618 |
1.17523 |
|
0.500 |
1.17399 |
|
0.382 |
1.17275 |
|
LOW |
1.16873 |
|
0.618 |
1.16223 |
|
1.000 |
1.15821 |
|
1.618 |
1.15171 |
|
2.618 |
1.14119 |
|
4.250 |
1.12402 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.17399 |
1.17659 |
| PP |
1.17380 |
1.17553 |
| S1 |
1.17361 |
1.17448 |
|