| Trading Metrics calculated at close of trading on 12-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2017 |
12-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.18070 |
1.18577 |
0.00507 |
0.4% |
1.17883 |
| High |
1.18690 |
1.18796 |
0.00106 |
0.1% |
1.18147 |
| Low |
1.17951 |
1.18276 |
0.00325 |
0.3% |
1.16718 |
| Close |
1.18578 |
1.18292 |
-0.00286 |
-0.2% |
1.17269 |
| Range |
0.00739 |
0.00520 |
-0.00219 |
-29.6% |
0.01429 |
| ATR |
0.00792 |
0.00773 |
-0.00019 |
-2.5% |
0.00000 |
| Volume |
271,975 |
237,196 |
-34,779 |
-12.8% |
1,208,510 |
|
| Daily Pivots for day following 12-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.20015 |
1.19673 |
1.18578 |
|
| R3 |
1.19495 |
1.19153 |
1.18435 |
|
| R2 |
1.18975 |
1.18975 |
1.18387 |
|
| R1 |
1.18633 |
1.18633 |
1.18340 |
1.18544 |
| PP |
1.18455 |
1.18455 |
1.18455 |
1.18410 |
| S1 |
1.18113 |
1.18113 |
1.18244 |
1.18024 |
| S2 |
1.17935 |
1.17935 |
1.18197 |
|
| S3 |
1.17415 |
1.17593 |
1.18149 |
|
| S4 |
1.16895 |
1.17073 |
1.18006 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.21665 |
1.20896 |
1.18055 |
|
| R3 |
1.20236 |
1.19467 |
1.17662 |
|
| R2 |
1.18807 |
1.18807 |
1.17531 |
|
| R1 |
1.18038 |
1.18038 |
1.17400 |
1.17708 |
| PP |
1.17378 |
1.17378 |
1.17378 |
1.17213 |
| S1 |
1.16609 |
1.16609 |
1.17138 |
1.16279 |
| S2 |
1.15949 |
1.15949 |
1.17007 |
|
| S3 |
1.14520 |
1.15180 |
1.16876 |
|
| S4 |
1.13091 |
1.13751 |
1.16483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.18796 |
1.16718 |
0.02078 |
1.8% |
0.00621 |
0.5% |
76% |
True |
False |
251,800 |
| 10 |
1.18796 |
1.16718 |
0.02078 |
1.8% |
0.00670 |
0.6% |
76% |
True |
False |
239,694 |
| 20 |
1.20303 |
1.16718 |
0.03585 |
3.0% |
0.00779 |
0.7% |
44% |
False |
False |
260,767 |
| 40 |
1.20921 |
1.16718 |
0.04203 |
3.6% |
0.00825 |
0.7% |
37% |
False |
False |
275,655 |
| 60 |
1.20921 |
1.16127 |
0.04794 |
4.1% |
0.00859 |
0.7% |
45% |
False |
False |
278,580 |
| 80 |
1.20921 |
1.11451 |
0.09470 |
8.0% |
0.00844 |
0.7% |
72% |
False |
False |
274,708 |
| 100 |
1.20921 |
1.11096 |
0.09825 |
8.3% |
0.00802 |
0.7% |
73% |
False |
False |
267,138 |
| 120 |
1.20921 |
1.08391 |
0.12530 |
10.6% |
0.00796 |
0.7% |
79% |
False |
False |
247,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.21006 |
|
2.618 |
1.20157 |
|
1.618 |
1.19637 |
|
1.000 |
1.19316 |
|
0.618 |
1.19117 |
|
HIGH |
1.18796 |
|
0.618 |
1.18597 |
|
0.500 |
1.18536 |
|
0.382 |
1.18475 |
|
LOW |
1.18276 |
|
0.618 |
1.17955 |
|
1.000 |
1.17756 |
|
1.618 |
1.17435 |
|
2.618 |
1.16915 |
|
4.250 |
1.16066 |
|
|
| Fisher Pivots for day following 12-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.18536 |
1.18226 |
| PP |
1.18455 |
1.18159 |
| S1 |
1.18373 |
1.18093 |
|