| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.19361 |
1.19460 |
0.00099 |
0.1% |
1.20012 |
| High |
1.20164 |
1.20587 |
0.00423 |
0.4% |
1.20881 |
| Low |
1.19232 |
1.19296 |
0.00064 |
0.1% |
1.19921 |
| Close |
1.19469 |
1.20313 |
0.00844 |
0.7% |
1.20278 |
| Range |
0.00932 |
0.01291 |
0.00359 |
38.5% |
0.00960 |
| ATR |
0.00701 |
0.00743 |
0.00042 |
6.0% |
0.00000 |
| Volume |
193,183 |
223,297 |
30,114 |
15.6% |
588,521 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.23938 |
1.23417 |
1.21023 |
|
| R3 |
1.22647 |
1.22126 |
1.20668 |
|
| R2 |
1.21356 |
1.21356 |
1.20550 |
|
| R1 |
1.20835 |
1.20835 |
1.20431 |
1.21096 |
| PP |
1.20065 |
1.20065 |
1.20065 |
1.20196 |
| S1 |
1.19544 |
1.19544 |
1.20195 |
1.19805 |
| S2 |
1.18774 |
1.18774 |
1.20076 |
|
| S3 |
1.17483 |
1.18253 |
1.19958 |
|
| S4 |
1.16192 |
1.16962 |
1.19603 |
|
|
| 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 |
1.20805 |
1.19160 |
0.01645 |
1.4% |
0.00875 |
0.7% |
70% |
False |
False |
168,051 |
| 10 |
1.20881 |
1.19160 |
0.01721 |
1.4% |
0.00782 |
0.7% |
67% |
False |
False |
138,667 |
| 20 |
1.20881 |
1.17377 |
0.03504 |
2.9% |
0.00702 |
0.6% |
84% |
False |
False |
124,352 |
| 40 |
1.20881 |
1.17131 |
0.03750 |
3.1% |
0.00719 |
0.6% |
85% |
False |
False |
162,707 |
| 60 |
1.20881 |
1.15545 |
0.05336 |
4.4% |
0.00714 |
0.6% |
89% |
False |
False |
193,907 |
| 80 |
1.20881 |
1.15545 |
0.05336 |
4.4% |
0.00715 |
0.6% |
89% |
False |
False |
208,740 |
| 100 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00756 |
0.6% |
89% |
False |
False |
226,788 |
| 120 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00776 |
0.6% |
89% |
False |
False |
234,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.26074 |
|
2.618 |
1.23967 |
|
1.618 |
1.22676 |
|
1.000 |
1.21878 |
|
0.618 |
1.21385 |
|
HIGH |
1.20587 |
|
0.618 |
1.20094 |
|
0.500 |
1.19942 |
|
0.382 |
1.19789 |
|
LOW |
1.19296 |
|
0.618 |
1.18498 |
|
1.000 |
1.18005 |
|
1.618 |
1.17207 |
|
2.618 |
1.15916 |
|
4.250 |
1.13809 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.20189 |
1.20167 |
| PP |
1.20065 |
1.20020 |
| S1 |
1.19942 |
1.19874 |
|