| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.05364 |
1.05823 |
0.00459 |
0.4% |
1.05096 |
| High |
1.06158 |
1.06035 |
-0.00123 |
-0.1% |
1.06158 |
| Low |
1.05282 |
1.05651 |
0.00369 |
0.4% |
1.05091 |
| Close |
1.05811 |
1.05949 |
0.00138 |
0.1% |
1.05949 |
| Range |
0.00876 |
0.00384 |
-0.00492 |
-56.2% |
0.01067 |
| ATR |
0.00720 |
0.00696 |
-0.00024 |
-3.3% |
0.00000 |
| Volume |
311,487 |
251,513 |
-59,974 |
-19.3% |
1,402,635 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.07030 |
1.06874 |
1.06160 |
|
| R3 |
1.06646 |
1.06490 |
1.06055 |
|
| R2 |
1.06262 |
1.06262 |
1.06019 |
|
| R1 |
1.06106 |
1.06106 |
1.05984 |
1.06184 |
| PP |
1.05878 |
1.05878 |
1.05878 |
1.05918 |
| S1 |
1.05722 |
1.05722 |
1.05914 |
1.05800 |
| S2 |
1.05494 |
1.05494 |
1.05879 |
|
| S3 |
1.05110 |
1.05338 |
1.05843 |
|
| S4 |
1.04726 |
1.04954 |
1.05738 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.08934 |
1.08508 |
1.06536 |
|
| R3 |
1.07867 |
1.07441 |
1.06242 |
|
| R2 |
1.06800 |
1.06800 |
1.06145 |
|
| R1 |
1.06374 |
1.06374 |
1.06047 |
1.06587 |
| PP |
1.05733 |
1.05733 |
1.05733 |
1.05839 |
| S1 |
1.05307 |
1.05307 |
1.05851 |
1.05520 |
| S2 |
1.04666 |
1.04666 |
1.05753 |
|
| S3 |
1.03599 |
1.04240 |
1.05656 |
|
| S4 |
1.02532 |
1.03173 |
1.05362 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.06158 |
1.05091 |
0.01067 |
1.0% |
0.00626 |
0.6% |
80% |
False |
False |
280,527 |
| 10 |
1.06395 |
1.04955 |
0.01440 |
1.4% |
0.00662 |
0.6% |
69% |
False |
False |
295,297 |
| 20 |
1.06554 |
1.04487 |
0.02067 |
2.0% |
0.00715 |
0.7% |
71% |
False |
False |
291,703 |
| 40 |
1.09453 |
1.04487 |
0.04966 |
4.7% |
0.00702 |
0.7% |
29% |
False |
False |
272,449 |
| 60 |
1.10645 |
1.04487 |
0.06158 |
5.8% |
0.00700 |
0.7% |
24% |
False |
False |
269,370 |
| 80 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00722 |
0.7% |
18% |
False |
False |
264,982 |
| 100 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00728 |
0.7% |
18% |
False |
False |
254,136 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.8% |
0.00719 |
0.7% |
18% |
False |
False |
248,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.07667 |
|
2.618 |
1.07040 |
|
1.618 |
1.06656 |
|
1.000 |
1.06419 |
|
0.618 |
1.06272 |
|
HIGH |
1.06035 |
|
0.618 |
1.05888 |
|
0.500 |
1.05843 |
|
0.382 |
1.05798 |
|
LOW |
1.05651 |
|
0.618 |
1.05414 |
|
1.000 |
1.05267 |
|
1.618 |
1.05030 |
|
2.618 |
1.04646 |
|
4.250 |
1.04019 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.05914 |
1.05864 |
| PP |
1.05878 |
1.05780 |
| S1 |
1.05843 |
1.05695 |
|