| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
0.64840 |
0.64616 |
-0.00224 |
-0.3% |
0.64032 |
| High |
0.65213 |
0.64648 |
-0.00565 |
-0.9% |
0.65220 |
| Low |
0.64387 |
0.63579 |
-0.00808 |
-1.3% |
0.64016 |
| Close |
0.64495 |
0.63786 |
-0.00709 |
-1.1% |
0.64495 |
| Range |
0.00826 |
0.01069 |
0.00243 |
29.4% |
0.01204 |
| ATR |
0.00664 |
0.00693 |
0.00029 |
4.4% |
0.00000 |
| Volume |
235,438 |
227,973 |
-7,465 |
-3.2% |
1,099,142 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.67211 |
0.66568 |
0.64374 |
|
| R3 |
0.66142 |
0.65499 |
0.64080 |
|
| R2 |
0.65073 |
0.65073 |
0.63982 |
|
| R1 |
0.64430 |
0.64430 |
0.63884 |
0.64217 |
| PP |
0.64004 |
0.64004 |
0.64004 |
0.63898 |
| S1 |
0.63361 |
0.63361 |
0.63688 |
0.63148 |
| S2 |
0.62935 |
0.62935 |
0.63590 |
|
| S3 |
0.61866 |
0.62292 |
0.63492 |
|
| S4 |
0.60797 |
0.61223 |
0.63198 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.68189 |
0.67546 |
0.65157 |
|
| R3 |
0.66985 |
0.66342 |
0.64826 |
|
| R2 |
0.65781 |
0.65781 |
0.64716 |
|
| R1 |
0.65138 |
0.65138 |
0.64605 |
0.65460 |
| PP |
0.64577 |
0.64577 |
0.64577 |
0.64738 |
| S1 |
0.63934 |
0.63934 |
0.64385 |
0.64256 |
| S2 |
0.63373 |
0.63373 |
0.64274 |
|
| S3 |
0.62169 |
0.62730 |
0.64164 |
|
| S4 |
0.60965 |
0.61526 |
0.63833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.65220 |
0.63579 |
0.01641 |
2.6% |
0.00787 |
1.2% |
13% |
False |
True |
228,097 |
| 10 |
0.65220 |
0.63579 |
0.01641 |
2.6% |
0.00690 |
1.1% |
13% |
False |
True |
181,057 |
| 20 |
0.66159 |
0.63579 |
0.02580 |
4.0% |
0.00661 |
1.0% |
8% |
False |
True |
204,435 |
| 40 |
0.68948 |
0.63579 |
0.05369 |
8.4% |
0.00708 |
1.1% |
4% |
False |
True |
216,948 |
| 60 |
0.68996 |
0.63579 |
0.05417 |
8.5% |
0.00700 |
1.1% |
4% |
False |
True |
204,369 |
| 80 |
0.68996 |
0.63579 |
0.05417 |
8.5% |
0.00690 |
1.1% |
4% |
False |
True |
196,284 |
| 100 |
0.68996 |
0.63579 |
0.05417 |
8.5% |
0.00682 |
1.1% |
4% |
False |
True |
191,352 |
| 120 |
0.68996 |
0.63579 |
0.05417 |
8.5% |
0.00692 |
1.1% |
4% |
False |
True |
191,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.69191 |
|
2.618 |
0.67447 |
|
1.618 |
0.66378 |
|
1.000 |
0.65717 |
|
0.618 |
0.65309 |
|
HIGH |
0.64648 |
|
0.618 |
0.64240 |
|
0.500 |
0.64114 |
|
0.382 |
0.63987 |
|
LOW |
0.63579 |
|
0.618 |
0.62918 |
|
1.000 |
0.62510 |
|
1.618 |
0.61849 |
|
2.618 |
0.60780 |
|
4.250 |
0.59036 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.64114 |
0.64396 |
| PP |
0.64004 |
0.64193 |
| S1 |
0.63895 |
0.63989 |
|