| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.09239 |
1.09806 |
0.00567 |
0.5% |
1.07589 |
| High |
1.09875 |
1.09839 |
-0.00036 |
0.0% |
1.10091 |
| Low |
1.09150 |
1.09299 |
0.00149 |
0.1% |
1.07417 |
| Close |
1.09802 |
1.09422 |
-0.00380 |
-0.3% |
1.08953 |
| Range |
0.00725 |
0.00540 |
-0.00185 |
-25.5% |
0.02674 |
| ATR |
0.00765 |
0.00748 |
-0.00016 |
-2.1% |
0.00000 |
| Volume |
249,261 |
239,099 |
-10,162 |
-4.1% |
1,403,865 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.11140 |
1.10821 |
1.09719 |
|
| R3 |
1.10600 |
1.10281 |
1.09571 |
|
| R2 |
1.10060 |
1.10060 |
1.09521 |
|
| R1 |
1.09741 |
1.09741 |
1.09472 |
1.09631 |
| PP |
1.09520 |
1.09520 |
1.09520 |
1.09465 |
| S1 |
1.09201 |
1.09201 |
1.09373 |
1.09091 |
| S2 |
1.08980 |
1.08980 |
1.09323 |
|
| S3 |
1.08440 |
1.08661 |
1.09274 |
|
| S4 |
1.07900 |
1.08121 |
1.09125 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.16842 |
1.15572 |
1.10424 |
|
| R3 |
1.14168 |
1.12898 |
1.09688 |
|
| R2 |
1.11494 |
1.11494 |
1.09443 |
|
| R1 |
1.10224 |
1.10224 |
1.09198 |
1.10859 |
| PP |
1.08820 |
1.08820 |
1.08820 |
1.09138 |
| S1 |
1.07550 |
1.07550 |
1.08708 |
1.08185 |
| S2 |
1.06146 |
1.06146 |
1.08463 |
|
| S3 |
1.03472 |
1.04876 |
1.08218 |
|
| S4 |
1.00798 |
1.02202 |
1.07482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.10091 |
1.08737 |
0.01354 |
1.2% |
0.00831 |
0.8% |
51% |
False |
False |
280,165 |
| 10 |
1.10091 |
1.07243 |
0.02848 |
2.6% |
0.00780 |
0.7% |
77% |
False |
False |
269,012 |
| 20 |
1.10173 |
1.07243 |
0.02930 |
2.7% |
0.00731 |
0.7% |
74% |
False |
False |
250,425 |
| 40 |
1.10173 |
1.05178 |
0.04995 |
4.6% |
0.00730 |
0.7% |
85% |
False |
False |
240,400 |
| 60 |
1.10173 |
1.04487 |
0.05686 |
5.2% |
0.00740 |
0.7% |
87% |
False |
False |
258,007 |
| 80 |
1.10173 |
1.04487 |
0.05686 |
5.2% |
0.00730 |
0.7% |
87% |
False |
False |
258,054 |
| 100 |
1.10645 |
1.04487 |
0.06158 |
5.6% |
0.00718 |
0.7% |
80% |
False |
False |
256,266 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.6% |
0.00728 |
0.7% |
60% |
False |
False |
257,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.12134 |
|
2.618 |
1.11253 |
|
1.618 |
1.10713 |
|
1.000 |
1.10379 |
|
0.618 |
1.10173 |
|
HIGH |
1.09839 |
|
0.618 |
1.09633 |
|
0.500 |
1.09569 |
|
0.382 |
1.09505 |
|
LOW |
1.09299 |
|
0.618 |
1.08965 |
|
1.000 |
1.08759 |
|
1.618 |
1.08425 |
|
2.618 |
1.07885 |
|
4.250 |
1.07004 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.09569 |
1.09414 |
| PP |
1.09520 |
1.09407 |
| S1 |
1.09471 |
1.09399 |
|