| Trading Metrics calculated at close of trading on 19-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2017 |
19-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.17650 |
1.17877 |
0.00227 |
0.2% |
1.17340 |
| High |
1.18052 |
1.18577 |
0.00525 |
0.4% |
1.18796 |
| Low |
1.17304 |
1.17704 |
0.00400 |
0.3% |
1.17195 |
| Close |
1.17864 |
1.18509 |
0.00645 |
0.5% |
1.18175 |
| Range |
0.00748 |
0.00873 |
0.00125 |
16.7% |
0.01601 |
| ATR |
0.00733 |
0.00743 |
0.00010 |
1.4% |
0.00000 |
| Volume |
244,139 |
302,541 |
58,402 |
23.9% |
1,214,108 |
|
| Daily Pivots for day following 19-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.20882 |
1.20569 |
1.18989 |
|
| R3 |
1.20009 |
1.19696 |
1.18749 |
|
| R2 |
1.19136 |
1.19136 |
1.18669 |
|
| R1 |
1.18823 |
1.18823 |
1.18589 |
1.18980 |
| PP |
1.18263 |
1.18263 |
1.18263 |
1.18342 |
| S1 |
1.17950 |
1.17950 |
1.18429 |
1.18107 |
| S2 |
1.17390 |
1.17390 |
1.18349 |
|
| S3 |
1.16517 |
1.17077 |
1.18269 |
|
| S4 |
1.15644 |
1.16204 |
1.18029 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.22858 |
1.22118 |
1.19056 |
|
| R3 |
1.21257 |
1.20517 |
1.18615 |
|
| R2 |
1.19656 |
1.19656 |
1.18469 |
|
| R1 |
1.18916 |
1.18916 |
1.18322 |
1.19286 |
| PP |
1.18055 |
1.18055 |
1.18055 |
1.18241 |
| S1 |
1.17315 |
1.17315 |
1.18028 |
1.17685 |
| S2 |
1.16454 |
1.16454 |
1.17881 |
|
| S3 |
1.14853 |
1.15714 |
1.17735 |
|
| S4 |
1.13252 |
1.14113 |
1.17294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.18745 |
1.17304 |
0.01441 |
1.2% |
0.00666 |
0.6% |
84% |
False |
False |
252,868 |
| 10 |
1.18796 |
1.16718 |
0.02078 |
1.8% |
0.00644 |
0.5% |
86% |
False |
False |
252,334 |
| 20 |
1.20041 |
1.16718 |
0.03323 |
2.8% |
0.00719 |
0.6% |
54% |
False |
False |
253,240 |
| 40 |
1.20921 |
1.16718 |
0.04203 |
3.5% |
0.00819 |
0.7% |
43% |
False |
False |
276,111 |
| 60 |
1.20921 |
1.16628 |
0.04293 |
3.6% |
0.00839 |
0.7% |
44% |
False |
False |
274,655 |
| 80 |
1.20921 |
1.13123 |
0.07798 |
6.6% |
0.00830 |
0.7% |
69% |
False |
False |
273,640 |
| 100 |
1.20921 |
1.11189 |
0.09732 |
8.2% |
0.00802 |
0.7% |
75% |
False |
False |
268,534 |
| 120 |
1.20921 |
1.08391 |
0.12530 |
10.6% |
0.00795 |
0.7% |
81% |
False |
False |
253,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.22287 |
|
2.618 |
1.20863 |
|
1.618 |
1.19990 |
|
1.000 |
1.19450 |
|
0.618 |
1.19117 |
|
HIGH |
1.18577 |
|
0.618 |
1.18244 |
|
0.500 |
1.18141 |
|
0.382 |
1.18037 |
|
LOW |
1.17704 |
|
0.618 |
1.17164 |
|
1.000 |
1.16831 |
|
1.618 |
1.16291 |
|
2.618 |
1.15418 |
|
4.250 |
1.13994 |
|
|
| Fisher Pivots for day following 19-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.18386 |
1.18320 |
| PP |
1.18263 |
1.18130 |
| S1 |
1.18141 |
1.17941 |
|