| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
1.17334 |
1.17660 |
0.00326 |
0.3% |
1.17701 |
| High |
1.17779 |
1.17898 |
0.00119 |
0.1% |
1.18445 |
| Low |
1.16819 |
1.16628 |
-0.00191 |
-0.2% |
1.16889 |
| Close |
1.17661 |
1.17224 |
-0.00437 |
-0.4% |
1.18182 |
| Range |
0.00960 |
0.01270 |
0.00310 |
32.3% |
0.01556 |
| ATR |
0.00880 |
0.00908 |
0.00028 |
3.2% |
0.00000 |
| Volume |
300,768 |
319,511 |
18,743 |
6.2% |
1,312,160 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.21060 |
1.20412 |
1.17923 |
|
| R3 |
1.19790 |
1.19142 |
1.17573 |
|
| R2 |
1.18520 |
1.18520 |
1.17457 |
|
| R1 |
1.17872 |
1.17872 |
1.17340 |
1.17561 |
| PP |
1.17250 |
1.17250 |
1.17250 |
1.17095 |
| S1 |
1.16602 |
1.16602 |
1.17108 |
1.16291 |
| S2 |
1.15980 |
1.15980 |
1.16991 |
|
| S3 |
1.14710 |
1.15332 |
1.16875 |
|
| S4 |
1.13440 |
1.14062 |
1.16526 |
|
|
| 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 |
1.16628 |
0.01817 |
1.6% |
0.00982 |
0.8% |
33% |
False |
True |
281,213 |
| 10 |
1.18885 |
1.16628 |
0.02257 |
1.9% |
0.00953 |
0.8% |
26% |
False |
True |
272,887 |
| 20 |
1.19056 |
1.16127 |
0.02929 |
2.5% |
0.00926 |
0.8% |
37% |
False |
False |
284,431 |
| 40 |
1.19056 |
1.11451 |
0.07605 |
6.5% |
0.00864 |
0.7% |
76% |
False |
False |
273,761 |
| 60 |
1.19056 |
1.11096 |
0.07960 |
6.8% |
0.00787 |
0.7% |
77% |
False |
False |
261,460 |
| 80 |
1.19056 |
1.08391 |
0.10665 |
9.1% |
0.00781 |
0.7% |
83% |
False |
False |
233,789 |
| 100 |
1.19056 |
1.05697 |
0.13359 |
11.4% |
0.00754 |
0.6% |
86% |
False |
False |
210,538 |
| 120 |
1.19056 |
1.05019 |
0.14037 |
12.0% |
0.00753 |
0.6% |
87% |
False |
False |
197,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.23296 |
|
2.618 |
1.21223 |
|
1.618 |
1.19953 |
|
1.000 |
1.19168 |
|
0.618 |
1.18683 |
|
HIGH |
1.17898 |
|
0.618 |
1.17413 |
|
0.500 |
1.17263 |
|
0.382 |
1.17113 |
|
LOW |
1.16628 |
|
0.618 |
1.15843 |
|
1.000 |
1.15358 |
|
1.618 |
1.14573 |
|
2.618 |
1.13303 |
|
4.250 |
1.11231 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.17263 |
1.17277 |
| PP |
1.17250 |
1.17259 |
| S1 |
1.17237 |
1.17242 |
|