| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.23239 |
1.24887 |
0.01648 |
1.3% |
1.21774 |
| High |
1.25060 |
1.25748 |
0.00688 |
0.6% |
1.23932 |
| Low |
1.23219 |
1.24778 |
0.01559 |
1.3% |
1.21632 |
| Close |
1.24888 |
1.25486 |
0.00598 |
0.5% |
1.23459 |
| Range |
0.01841 |
0.00970 |
-0.00871 |
-47.3% |
0.02300 |
| ATR |
0.01234 |
0.01215 |
-0.00019 |
-1.5% |
0.00000 |
| Volume |
188,597 |
217,806 |
29,209 |
15.5% |
1,056,963 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.28247 |
1.27837 |
1.26020 |
|
| R3 |
1.27277 |
1.26867 |
1.25753 |
|
| R2 |
1.26307 |
1.26307 |
1.25664 |
|
| R1 |
1.25897 |
1.25897 |
1.25575 |
1.26102 |
| PP |
1.25337 |
1.25337 |
1.25337 |
1.25440 |
| S1 |
1.24927 |
1.24927 |
1.25397 |
1.25132 |
| S2 |
1.24367 |
1.24367 |
1.25308 |
|
| S3 |
1.23397 |
1.23957 |
1.25219 |
|
| S4 |
1.22427 |
1.22987 |
1.24953 |
|
|
| 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 |
1.25748 |
1.22053 |
0.03695 |
2.9% |
0.01284 |
1.0% |
93% |
True |
False |
225,143 |
| 10 |
1.25748 |
1.21611 |
0.04137 |
3.3% |
0.01068 |
0.9% |
94% |
True |
False |
203,600 |
| 20 |
1.25748 |
1.20744 |
0.05004 |
4.0% |
0.01164 |
0.9% |
95% |
True |
False |
200,956 |
| 40 |
1.26463 |
1.20744 |
0.05719 |
4.6% |
0.01161 |
0.9% |
83% |
False |
False |
191,068 |
| 60 |
1.29759 |
1.14106 |
0.15653 |
12.5% |
0.01727 |
1.4% |
73% |
False |
False |
237,355 |
| 80 |
1.31990 |
1.14106 |
0.17884 |
14.3% |
0.01565 |
1.2% |
64% |
False |
False |
220,686 |
| 100 |
1.32083 |
1.14106 |
0.17977 |
14.3% |
0.01435 |
1.1% |
63% |
False |
False |
207,365 |
| 120 |
1.34217 |
1.14106 |
0.20111 |
16.0% |
0.01378 |
1.1% |
57% |
False |
False |
204,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.29871 |
|
2.618 |
1.28287 |
|
1.618 |
1.27317 |
|
1.000 |
1.26718 |
|
0.618 |
1.26347 |
|
HIGH |
1.25748 |
|
0.618 |
1.25377 |
|
0.500 |
1.25263 |
|
0.382 |
1.25149 |
|
LOW |
1.24778 |
|
0.618 |
1.24179 |
|
1.000 |
1.23808 |
|
1.618 |
1.23209 |
|
2.618 |
1.22239 |
|
4.250 |
1.20656 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.25412 |
1.25100 |
| PP |
1.25337 |
1.24713 |
| S1 |
1.25263 |
1.24327 |
|