| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.09056 |
1.09376 |
0.00320 |
0.3% |
1.09130 |
| High |
1.09489 |
1.09592 |
0.00103 |
0.1% |
1.09651 |
| Low |
1.08950 |
1.09252 |
0.00302 |
0.3% |
1.08527 |
| Close |
1.09411 |
1.09551 |
0.00140 |
0.1% |
1.09411 |
| Range |
0.00539 |
0.00340 |
-0.00199 |
-36.9% |
0.01124 |
| ATR |
0.00726 |
0.00698 |
-0.00028 |
-3.8% |
0.00000 |
| Volume |
160,224 |
193,559 |
33,335 |
20.8% |
814,638 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.10485 |
1.10358 |
1.09738 |
|
| R3 |
1.10145 |
1.10018 |
1.09645 |
|
| R2 |
1.09805 |
1.09805 |
1.09613 |
|
| R1 |
1.09678 |
1.09678 |
1.09582 |
1.09742 |
| PP |
1.09465 |
1.09465 |
1.09465 |
1.09497 |
| S1 |
1.09338 |
1.09338 |
1.09520 |
1.09402 |
| S2 |
1.09125 |
1.09125 |
1.09489 |
|
| S3 |
1.08785 |
1.08998 |
1.09458 |
|
| S4 |
1.08445 |
1.08658 |
1.09364 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.12568 |
1.12114 |
1.10029 |
|
| R3 |
1.11444 |
1.10990 |
1.09720 |
|
| R2 |
1.10320 |
1.10320 |
1.09617 |
|
| R1 |
1.09866 |
1.09866 |
1.09514 |
1.10093 |
| PP |
1.09196 |
1.09196 |
1.09196 |
1.09310 |
| S1 |
1.08742 |
1.08742 |
1.09308 |
1.08969 |
| S2 |
1.08072 |
1.08072 |
1.09205 |
|
| S3 |
1.06948 |
1.07618 |
1.09102 |
|
| S4 |
1.05824 |
1.06494 |
1.08793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.09651 |
1.08527 |
0.01124 |
1.0% |
0.00554 |
0.5% |
91% |
False |
False |
201,639 |
| 10 |
1.09651 |
1.06653 |
0.02998 |
2.7% |
0.00722 |
0.7% |
97% |
False |
False |
208,368 |
| 20 |
1.09651 |
1.05178 |
0.04473 |
4.1% |
0.00733 |
0.7% |
98% |
False |
False |
221,770 |
| 40 |
1.09651 |
1.04487 |
0.05164 |
4.7% |
0.00726 |
0.7% |
98% |
False |
False |
253,557 |
| 60 |
1.09651 |
1.04487 |
0.05164 |
4.7% |
0.00706 |
0.6% |
98% |
False |
False |
256,061 |
| 80 |
1.10645 |
1.04487 |
0.06158 |
5.6% |
0.00709 |
0.6% |
82% |
False |
False |
253,852 |
| 100 |
1.12754 |
1.04487 |
0.08267 |
7.5% |
0.00725 |
0.7% |
61% |
False |
False |
258,073 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.5% |
0.00727 |
0.7% |
61% |
False |
False |
250,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.11037 |
|
2.618 |
1.10482 |
|
1.618 |
1.10142 |
|
1.000 |
1.09932 |
|
0.618 |
1.09802 |
|
HIGH |
1.09592 |
|
0.618 |
1.09462 |
|
0.500 |
1.09422 |
|
0.382 |
1.09382 |
|
LOW |
1.09252 |
|
0.618 |
1.09042 |
|
1.000 |
1.08912 |
|
1.618 |
1.08702 |
|
2.618 |
1.08362 |
|
4.250 |
1.07807 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.09508 |
1.09387 |
| PP |
1.09465 |
1.09223 |
| S1 |
1.09422 |
1.09060 |
|