| Trading Metrics calculated at close of trading on 03-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2020 |
03-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
1.12553 |
1.11716 |
-0.00837 |
-0.7% |
1.11775 |
| High |
1.12553 |
1.11795 |
-0.00758 |
-0.7% |
1.12553 |
| Low |
1.11635 |
1.11248 |
-0.00387 |
-0.3% |
1.11248 |
| Close |
1.11716 |
1.11576 |
-0.00140 |
-0.1% |
1.11576 |
| Range |
0.00918 |
0.00547 |
-0.00371 |
-40.4% |
0.01305 |
| ATR |
0.00565 |
0.00564 |
-0.00001 |
-0.2% |
0.00000 |
| Volume |
132,987 |
149,686 |
16,699 |
12.6% |
550,817 |
|
| Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13181 |
1.12925 |
1.11877 |
|
| R3 |
1.12634 |
1.12378 |
1.11726 |
|
| R2 |
1.12087 |
1.12087 |
1.11676 |
|
| R1 |
1.11831 |
1.11831 |
1.11626 |
1.11686 |
| PP |
1.11540 |
1.11540 |
1.11540 |
1.11467 |
| S1 |
1.11284 |
1.11284 |
1.11526 |
1.11139 |
| S2 |
1.10993 |
1.10993 |
1.11476 |
|
| S3 |
1.10446 |
1.10737 |
1.11426 |
|
| S4 |
1.09899 |
1.10190 |
1.11275 |
|
|
| Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15707 |
1.14947 |
1.12294 |
|
| R3 |
1.14402 |
1.13642 |
1.11935 |
|
| R2 |
1.13097 |
1.13097 |
1.11815 |
|
| R1 |
1.12337 |
1.12337 |
1.11696 |
1.12065 |
| PP |
1.11792 |
1.11792 |
1.11792 |
1.11656 |
| S1 |
1.11032 |
1.11032 |
1.11456 |
1.10760 |
| S2 |
1.10487 |
1.10487 |
1.11337 |
|
| S3 |
1.09182 |
1.09727 |
1.11217 |
|
| S4 |
1.07877 |
1.08422 |
1.10858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.12553 |
1.10939 |
0.01614 |
1.4% |
0.00662 |
0.6% |
39% |
False |
False |
141,687 |
| 10 |
1.12553 |
1.10661 |
0.01892 |
1.7% |
0.00638 |
0.6% |
48% |
False |
False |
123,833 |
| 20 |
1.12553 |
1.10397 |
0.02156 |
1.9% |
0.00567 |
0.5% |
55% |
False |
False |
125,365 |
| 40 |
1.12553 |
1.09809 |
0.02744 |
2.5% |
0.00476 |
0.4% |
64% |
False |
False |
122,590 |
| 60 |
1.12553 |
1.09697 |
0.02856 |
2.6% |
0.00487 |
0.4% |
66% |
False |
False |
124,872 |
| 80 |
1.12553 |
1.08789 |
0.03764 |
3.4% |
0.00525 |
0.5% |
74% |
False |
False |
125,682 |
| 100 |
1.12553 |
1.08789 |
0.03764 |
3.4% |
0.00524 |
0.5% |
74% |
False |
False |
125,295 |
| 120 |
1.12812 |
1.08789 |
0.04023 |
3.6% |
0.00537 |
0.5% |
69% |
False |
False |
128,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14120 |
|
2.618 |
1.13227 |
|
1.618 |
1.12680 |
|
1.000 |
1.12342 |
|
0.618 |
1.12133 |
|
HIGH |
1.11795 |
|
0.618 |
1.11586 |
|
0.500 |
1.11522 |
|
0.382 |
1.11457 |
|
LOW |
1.11248 |
|
0.618 |
1.10910 |
|
1.000 |
1.10701 |
|
1.618 |
1.10363 |
|
2.618 |
1.09816 |
|
4.250 |
1.08923 |
|
|
| Fisher Pivots for day following 03-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.11558 |
1.11901 |
| PP |
1.11540 |
1.11792 |
| S1 |
1.11522 |
1.11684 |
|