| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.10111 |
1.10138 |
0.00027 |
0.0% |
1.09010 |
| High |
1.10403 |
1.10452 |
0.00049 |
0.0% |
1.10403 |
| Low |
1.09939 |
1.10087 |
0.00148 |
0.1% |
1.08923 |
| Close |
1.10126 |
1.10414 |
0.00288 |
0.3% |
1.10126 |
| Range |
0.00464 |
0.00365 |
-0.00099 |
-21.3% |
0.01480 |
| ATR |
0.00729 |
0.00703 |
-0.00026 |
-3.6% |
0.00000 |
| Volume |
257,287 |
142,146 |
-115,141 |
-44.8% |
1,255,013 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.11413 |
1.11278 |
1.10615 |
|
| R3 |
1.11048 |
1.10913 |
1.10514 |
|
| R2 |
1.10683 |
1.10683 |
1.10481 |
|
| R1 |
1.10548 |
1.10548 |
1.10447 |
1.10616 |
| PP |
1.10318 |
1.10318 |
1.10318 |
1.10351 |
| S1 |
1.10183 |
1.10183 |
1.10381 |
1.10251 |
| S2 |
1.09953 |
1.09953 |
1.10347 |
|
| S3 |
1.09588 |
1.09818 |
1.10314 |
|
| S4 |
1.09223 |
1.09453 |
1.10213 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.14257 |
1.13672 |
1.10940 |
|
| R3 |
1.12777 |
1.12192 |
1.10533 |
|
| R2 |
1.11297 |
1.11297 |
1.10397 |
|
| R1 |
1.10712 |
1.10712 |
1.10262 |
1.11005 |
| PP |
1.09817 |
1.09817 |
1.09817 |
1.09964 |
| S1 |
1.09232 |
1.09232 |
1.09990 |
1.09525 |
| S2 |
1.08337 |
1.08337 |
1.09855 |
|
| S3 |
1.06857 |
1.07752 |
1.09719 |
|
| S4 |
1.05377 |
1.06272 |
1.09312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.10452 |
1.09150 |
0.01302 |
1.2% |
0.00572 |
0.5% |
97% |
True |
False |
233,162 |
| 10 |
1.10452 |
1.07612 |
0.02840 |
2.6% |
0.00765 |
0.7% |
99% |
True |
False |
258,616 |
| 20 |
1.10452 |
1.07243 |
0.03209 |
2.9% |
0.00732 |
0.7% |
99% |
True |
False |
255,224 |
| 40 |
1.10452 |
1.05178 |
0.05274 |
4.8% |
0.00732 |
0.7% |
99% |
True |
False |
238,497 |
| 60 |
1.10452 |
1.04487 |
0.05965 |
5.4% |
0.00728 |
0.7% |
99% |
True |
False |
254,113 |
| 80 |
1.10452 |
1.04487 |
0.05965 |
5.4% |
0.00712 |
0.6% |
99% |
True |
False |
255,852 |
| 100 |
1.10645 |
1.04487 |
0.06158 |
5.6% |
0.00714 |
0.6% |
96% |
False |
False |
254,127 |
| 120 |
1.12754 |
1.04487 |
0.08267 |
7.5% |
0.00726 |
0.7% |
72% |
False |
False |
257,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.12003 |
|
2.618 |
1.11408 |
|
1.618 |
1.11043 |
|
1.000 |
1.10817 |
|
0.618 |
1.10678 |
|
HIGH |
1.10452 |
|
0.618 |
1.10313 |
|
0.500 |
1.10270 |
|
0.382 |
1.10226 |
|
LOW |
1.10087 |
|
0.618 |
1.09861 |
|
1.000 |
1.09722 |
|
1.618 |
1.09496 |
|
2.618 |
1.09131 |
|
4.250 |
1.08536 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.10366 |
1.10244 |
| PP |
1.10318 |
1.10074 |
| S1 |
1.10270 |
1.09904 |
|