| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.09806 |
1.09426 |
-0.00380 |
-0.3% |
1.07589 |
| High |
1.09839 |
1.10123 |
0.00284 |
0.3% |
1.10091 |
| Low |
1.09299 |
1.09355 |
0.00056 |
0.1% |
1.07417 |
| Close |
1.09422 |
1.10118 |
0.00696 |
0.6% |
1.08953 |
| Range |
0.00540 |
0.00768 |
0.00228 |
42.2% |
0.02674 |
| ATR |
0.00748 |
0.00750 |
0.00001 |
0.2% |
0.00000 |
| Volume |
239,099 |
278,020 |
38,921 |
16.3% |
1,403,865 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.12169 |
1.11912 |
1.10540 |
|
| R3 |
1.11401 |
1.11144 |
1.10329 |
|
| R2 |
1.10633 |
1.10633 |
1.10259 |
|
| R1 |
1.10376 |
1.10376 |
1.10188 |
1.10505 |
| PP |
1.09865 |
1.09865 |
1.09865 |
1.09930 |
| S1 |
1.09608 |
1.09608 |
1.10048 |
1.09737 |
| S2 |
1.09097 |
1.09097 |
1.09977 |
|
| S3 |
1.08329 |
1.08840 |
1.09907 |
|
| S4 |
1.07561 |
1.08072 |
1.09696 |
|
|
| 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 |
1.10123 |
1.08887 |
0.01236 |
1.1% |
0.00714 |
0.6% |
100% |
True |
False |
261,701 |
| 10 |
1.10123 |
1.07243 |
0.02880 |
2.6% |
0.00795 |
0.7% |
100% |
True |
False |
268,968 |
| 20 |
1.10173 |
1.07243 |
0.02930 |
2.7% |
0.00735 |
0.7% |
98% |
False |
False |
252,941 |
| 40 |
1.10173 |
1.05178 |
0.04995 |
4.5% |
0.00739 |
0.7% |
99% |
False |
False |
241,299 |
| 60 |
1.10173 |
1.04487 |
0.05686 |
5.2% |
0.00738 |
0.7% |
99% |
False |
False |
257,710 |
| 80 |
1.10173 |
1.04487 |
0.05686 |
5.2% |
0.00726 |
0.7% |
99% |
False |
False |
257,960 |
| 100 |
1.10645 |
1.04487 |
0.06158 |
5.6% |
0.00721 |
0.7% |
91% |
False |
False |
256,477 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.5% |
0.00729 |
0.7% |
68% |
False |
False |
258,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.13387 |
|
2.618 |
1.12134 |
|
1.618 |
1.11366 |
|
1.000 |
1.10891 |
|
0.618 |
1.10598 |
|
HIGH |
1.10123 |
|
0.618 |
1.09830 |
|
0.500 |
1.09739 |
|
0.382 |
1.09648 |
|
LOW |
1.09355 |
|
0.618 |
1.08880 |
|
1.000 |
1.08587 |
|
1.618 |
1.08112 |
|
2.618 |
1.07344 |
|
4.250 |
1.06091 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.09992 |
1.09958 |
| PP |
1.09865 |
1.09797 |
| S1 |
1.09739 |
1.09637 |
|