| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.23194 |
1.23239 |
0.00045 |
0.0% |
1.21774 |
| High |
1.23932 |
1.25060 |
0.01128 |
0.9% |
1.23932 |
| Low |
1.22905 |
1.23219 |
0.00314 |
0.3% |
1.21632 |
| Close |
1.23459 |
1.24888 |
0.01429 |
1.2% |
1.23459 |
| Range |
0.01027 |
0.01841 |
0.00814 |
79.3% |
0.02300 |
| ATR |
0.01187 |
0.01234 |
0.00047 |
3.9% |
0.00000 |
| Volume |
257,036 |
188,597 |
-68,439 |
-26.6% |
1,056,963 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.29912 |
1.29241 |
1.25901 |
|
| R3 |
1.28071 |
1.27400 |
1.25394 |
|
| R2 |
1.26230 |
1.26230 |
1.25226 |
|
| R1 |
1.25559 |
1.25559 |
1.25057 |
1.25895 |
| PP |
1.24389 |
1.24389 |
1.24389 |
1.24557 |
| S1 |
1.23718 |
1.23718 |
1.24719 |
1.24054 |
| S2 |
1.22548 |
1.22548 |
1.24550 |
|
| S3 |
1.20707 |
1.21877 |
1.24382 |
|
| S4 |
1.18866 |
1.20036 |
1.23875 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.29908 |
1.28983 |
1.24724 |
|
| R3 |
1.27608 |
1.26683 |
1.24092 |
|
| R2 |
1.25308 |
1.25308 |
1.23881 |
|
| R1 |
1.24383 |
1.24383 |
1.23670 |
1.24846 |
| PP |
1.23008 |
1.23008 |
1.23008 |
1.23239 |
| S1 |
1.22083 |
1.22083 |
1.23248 |
1.22546 |
| S2 |
1.20708 |
1.20708 |
1.23037 |
|
| S3 |
1.18408 |
1.19783 |
1.22827 |
|
| S4 |
1.16108 |
1.17483 |
1.22194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.25060 |
1.21778 |
0.03282 |
2.6% |
0.01460 |
1.2% |
95% |
True |
False |
221,134 |
| 10 |
1.25060 |
1.21611 |
0.03449 |
2.8% |
0.01082 |
0.9% |
95% |
True |
False |
203,465 |
| 20 |
1.25060 |
1.20744 |
0.04316 |
3.5% |
0.01147 |
0.9% |
96% |
True |
False |
199,260 |
| 40 |
1.26463 |
1.20744 |
0.05719 |
4.6% |
0.01192 |
1.0% |
72% |
False |
False |
191,750 |
| 60 |
1.31252 |
1.14106 |
0.17146 |
13.7% |
0.01751 |
1.4% |
63% |
False |
False |
237,794 |
| 80 |
1.31990 |
1.14106 |
0.17884 |
14.3% |
0.01562 |
1.3% |
60% |
False |
False |
219,997 |
| 100 |
1.32083 |
1.14106 |
0.17977 |
14.4% |
0.01433 |
1.1% |
60% |
False |
False |
206,987 |
| 120 |
1.35139 |
1.14106 |
0.21033 |
16.8% |
0.01400 |
1.1% |
51% |
False |
False |
204,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.32884 |
|
2.618 |
1.29880 |
|
1.618 |
1.28039 |
|
1.000 |
1.26901 |
|
0.618 |
1.26198 |
|
HIGH |
1.25060 |
|
0.618 |
1.24357 |
|
0.500 |
1.24140 |
|
0.382 |
1.23922 |
|
LOW |
1.23219 |
|
0.618 |
1.22081 |
|
1.000 |
1.21378 |
|
1.618 |
1.20240 |
|
2.618 |
1.18399 |
|
4.250 |
1.15395 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.24639 |
1.24491 |
| PP |
1.24389 |
1.24094 |
| S1 |
1.24140 |
1.23697 |
|