| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.20682 |
1.20248 |
-0.00434 |
-0.4% |
1.20012 |
| High |
1.20805 |
1.20520 |
-0.00285 |
-0.2% |
1.20881 |
| Low |
1.20207 |
1.19562 |
-0.00645 |
-0.5% |
1.19921 |
| Close |
1.20278 |
1.19665 |
-0.00613 |
-0.5% |
1.20278 |
| Range |
0.00598 |
0.00958 |
0.00360 |
60.2% |
0.00960 |
| ATR |
0.00669 |
0.00690 |
0.00021 |
3.1% |
0.00000 |
| Volume |
158,569 |
123,779 |
-34,790 |
-21.9% |
588,521 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.22790 |
1.22185 |
1.20192 |
|
| R3 |
1.21832 |
1.21227 |
1.19928 |
|
| R2 |
1.20874 |
1.20874 |
1.19841 |
|
| R1 |
1.20269 |
1.20269 |
1.19753 |
1.20093 |
| PP |
1.19916 |
1.19916 |
1.19916 |
1.19827 |
| S1 |
1.19311 |
1.19311 |
1.19577 |
1.19135 |
| S2 |
1.18958 |
1.18958 |
1.19489 |
|
| S3 |
1.18000 |
1.18353 |
1.19402 |
|
| S4 |
1.17042 |
1.17395 |
1.19138 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.23240 |
1.22719 |
1.20806 |
|
| R3 |
1.22280 |
1.21759 |
1.20542 |
|
| R2 |
1.21320 |
1.21320 |
1.20454 |
|
| R1 |
1.20799 |
1.20799 |
1.20366 |
1.21060 |
| PP |
1.20360 |
1.20360 |
1.20360 |
1.20490 |
| S1 |
1.19839 |
1.19839 |
1.20190 |
1.20100 |
| S2 |
1.19400 |
1.19400 |
1.20102 |
|
| S3 |
1.18440 |
1.18879 |
1.20014 |
|
| S4 |
1.17480 |
1.17919 |
1.19750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.20881 |
1.19562 |
0.01319 |
1.1% |
0.00774 |
0.6% |
8% |
False |
True |
141,655 |
| 10 |
1.20881 |
1.18464 |
0.02417 |
2.0% |
0.00650 |
0.5% |
50% |
False |
False |
110,580 |
| 20 |
1.20881 |
1.17174 |
0.03707 |
3.1% |
0.00696 |
0.6% |
67% |
False |
False |
119,734 |
| 40 |
1.20881 |
1.16612 |
0.04269 |
3.6% |
0.00714 |
0.6% |
72% |
False |
False |
167,689 |
| 60 |
1.20881 |
1.15545 |
0.05336 |
4.5% |
0.00704 |
0.6% |
77% |
False |
False |
197,429 |
| 80 |
1.20881 |
1.15545 |
0.05336 |
4.5% |
0.00719 |
0.6% |
77% |
False |
False |
212,737 |
| 100 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00747 |
0.6% |
77% |
False |
False |
228,401 |
| 120 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00781 |
0.7% |
77% |
False |
False |
237,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.24592 |
|
2.618 |
1.23028 |
|
1.618 |
1.22070 |
|
1.000 |
1.21478 |
|
0.618 |
1.21112 |
|
HIGH |
1.20520 |
|
0.618 |
1.20154 |
|
0.500 |
1.20041 |
|
0.382 |
1.19928 |
|
LOW |
1.19562 |
|
0.618 |
1.18970 |
|
1.000 |
1.18604 |
|
1.618 |
1.18012 |
|
2.618 |
1.17054 |
|
4.250 |
1.15491 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.20041 |
1.20222 |
| PP |
1.19916 |
1.20036 |
| S1 |
1.19790 |
1.19851 |
|