| Trading Metrics calculated at close of trading on 15-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2017 |
15-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.18258 |
1.17762 |
-0.00496 |
-0.4% |
1.17615 |
| High |
1.18622 |
1.18121 |
-0.00501 |
-0.4% |
1.18622 |
| Low |
1.17706 |
1.17444 |
-0.00262 |
-0.2% |
1.17174 |
| Close |
1.17771 |
1.17482 |
-0.00289 |
-0.2% |
1.17482 |
| Range |
0.00916 |
0.00677 |
-0.00239 |
-26.1% |
0.01448 |
| ATR |
0.00733 |
0.00729 |
-0.00004 |
-0.5% |
0.00000 |
| Volume |
172,147 |
140,318 |
-31,829 |
-18.5% |
726,509 |
|
| Daily Pivots for day following 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.19713 |
1.19275 |
1.17854 |
|
| R3 |
1.19036 |
1.18598 |
1.17668 |
|
| R2 |
1.18359 |
1.18359 |
1.17606 |
|
| R1 |
1.17921 |
1.17921 |
1.17544 |
1.17802 |
| PP |
1.17682 |
1.17682 |
1.17682 |
1.17623 |
| S1 |
1.17244 |
1.17244 |
1.17420 |
1.17125 |
| S2 |
1.17005 |
1.17005 |
1.17358 |
|
| S3 |
1.16328 |
1.16567 |
1.17296 |
|
| S4 |
1.15651 |
1.15890 |
1.17110 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.22103 |
1.21241 |
1.18278 |
|
| R3 |
1.20655 |
1.19793 |
1.17880 |
|
| R2 |
1.19207 |
1.19207 |
1.17747 |
|
| R1 |
1.18345 |
1.18345 |
1.17615 |
1.18052 |
| PP |
1.17759 |
1.17759 |
1.17759 |
1.17613 |
| S1 |
1.16897 |
1.16897 |
1.17349 |
1.16604 |
| S2 |
1.16311 |
1.16311 |
1.17217 |
|
| S3 |
1.14863 |
1.15449 |
1.17084 |
|
| S4 |
1.13415 |
1.14001 |
1.16686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.18622 |
1.17174 |
0.01448 |
1.2% |
0.00773 |
0.7% |
21% |
False |
False |
145,301 |
| 10 |
1.18784 |
1.17174 |
0.01610 |
1.4% |
0.00667 |
0.6% |
19% |
False |
False |
143,464 |
| 20 |
1.19607 |
1.17131 |
0.02476 |
2.1% |
0.00741 |
0.6% |
14% |
False |
False |
195,323 |
| 40 |
1.19607 |
1.15545 |
0.04062 |
3.5% |
0.00713 |
0.6% |
48% |
False |
False |
224,725 |
| 60 |
1.19607 |
1.15545 |
0.04062 |
3.5% |
0.00720 |
0.6% |
48% |
False |
False |
234,781 |
| 80 |
1.20921 |
1.15545 |
0.05376 |
4.6% |
0.00757 |
0.6% |
36% |
False |
False |
250,397 |
| 100 |
1.20921 |
1.15545 |
0.05376 |
4.6% |
0.00789 |
0.7% |
36% |
False |
False |
254,322 |
| 120 |
1.20921 |
1.13123 |
0.07798 |
6.6% |
0.00794 |
0.7% |
56% |
False |
False |
257,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.20998 |
|
2.618 |
1.19893 |
|
1.618 |
1.19216 |
|
1.000 |
1.18798 |
|
0.618 |
1.18539 |
|
HIGH |
1.18121 |
|
0.618 |
1.17862 |
|
0.500 |
1.17783 |
|
0.382 |
1.17703 |
|
LOW |
1.17444 |
|
0.618 |
1.17026 |
|
1.000 |
1.16767 |
|
1.618 |
1.16349 |
|
2.618 |
1.15672 |
|
4.250 |
1.14567 |
|
|
| Fisher Pivots for day following 15-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.17783 |
1.17958 |
| PP |
1.17682 |
1.17799 |
| S1 |
1.17582 |
1.17641 |
|