| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
1.19303 |
1.19546 |
0.00243 |
0.2% |
1.20109 |
| High |
1.19691 |
1.20064 |
0.00373 |
0.3% |
1.20295 |
| Low |
1.19151 |
1.19490 |
0.00339 |
0.3% |
1.18442 |
| Close |
1.19516 |
1.19936 |
0.00420 |
0.4% |
1.19427 |
| Range |
0.00540 |
0.00574 |
0.00034 |
6.3% |
0.01853 |
| ATR |
0.00859 |
0.00839 |
-0.00020 |
-2.4% |
0.00000 |
| Volume |
242,377 |
282,938 |
40,561 |
16.7% |
1,424,122 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.21552 |
1.21318 |
1.20252 |
|
| R3 |
1.20978 |
1.20744 |
1.20094 |
|
| R2 |
1.20404 |
1.20404 |
1.20041 |
|
| R1 |
1.20170 |
1.20170 |
1.19989 |
1.20287 |
| PP |
1.19830 |
1.19830 |
1.19830 |
1.19889 |
| S1 |
1.19596 |
1.19596 |
1.19883 |
1.19713 |
| S2 |
1.19256 |
1.19256 |
1.19831 |
|
| S3 |
1.18682 |
1.19022 |
1.19778 |
|
| S4 |
1.18108 |
1.18448 |
1.19620 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.24947 |
1.24040 |
1.20446 |
|
| R3 |
1.23094 |
1.22187 |
1.19937 |
|
| R2 |
1.21241 |
1.21241 |
1.19767 |
|
| R1 |
1.20334 |
1.20334 |
1.19597 |
1.19861 |
| PP |
1.19388 |
1.19388 |
1.19388 |
1.19152 |
| S1 |
1.18481 |
1.18481 |
1.19257 |
1.18008 |
| S2 |
1.17535 |
1.17535 |
1.19087 |
|
| S3 |
1.15682 |
1.16628 |
1.18917 |
|
| S4 |
1.13829 |
1.14775 |
1.18408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.20064 |
1.18442 |
0.01622 |
1.4% |
0.00793 |
0.7% |
92% |
True |
False |
287,827 |
| 10 |
1.20921 |
1.18442 |
0.02479 |
2.1% |
0.00792 |
0.7% |
60% |
False |
False |
297,831 |
| 20 |
1.20921 |
1.17414 |
0.03507 |
2.9% |
0.00849 |
0.7% |
72% |
False |
False |
293,564 |
| 40 |
1.20921 |
1.16127 |
0.04794 |
4.0% |
0.00898 |
0.7% |
79% |
False |
False |
287,643 |
| 60 |
1.20921 |
1.12944 |
0.07977 |
6.7% |
0.00852 |
0.7% |
88% |
False |
False |
281,834 |
| 80 |
1.20921 |
1.11189 |
0.09732 |
8.1% |
0.00808 |
0.7% |
90% |
False |
False |
271,276 |
| 100 |
1.20921 |
1.08391 |
0.12530 |
10.4% |
0.00801 |
0.7% |
92% |
False |
False |
250,104 |
| 120 |
1.20921 |
1.05697 |
0.15224 |
12.7% |
0.00779 |
0.6% |
94% |
False |
False |
227,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.22504 |
|
2.618 |
1.21567 |
|
1.618 |
1.20993 |
|
1.000 |
1.20638 |
|
0.618 |
1.20419 |
|
HIGH |
1.20064 |
|
0.618 |
1.19845 |
|
0.500 |
1.19777 |
|
0.382 |
1.19709 |
|
LOW |
1.19490 |
|
0.618 |
1.19135 |
|
1.000 |
1.18916 |
|
1.618 |
1.18561 |
|
2.618 |
1.17987 |
|
4.250 |
1.17051 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.19883 |
1.19803 |
| PP |
1.19830 |
1.19670 |
| S1 |
1.19777 |
1.19537 |
|