| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.13044 |
1.12624 |
-0.00420 |
-0.4% |
1.11669 |
| High |
1.13113 |
1.12973 |
-0.00140 |
-0.1% |
1.13660 |
| Low |
1.12445 |
1.12587 |
0.00142 |
0.1% |
1.11534 |
| Close |
1.12621 |
1.12830 |
0.00209 |
0.2% |
1.13211 |
| Range |
0.00668 |
0.00386 |
-0.00282 |
-42.2% |
0.02126 |
| ATR |
0.00742 |
0.00716 |
-0.00025 |
-3.4% |
0.00000 |
| Volume |
144,439 |
128,116 |
-16,323 |
-11.3% |
765,759 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.13955 |
1.13778 |
1.13042 |
|
| R3 |
1.13569 |
1.13392 |
1.12936 |
|
| R2 |
1.13183 |
1.13183 |
1.12901 |
|
| R1 |
1.13006 |
1.13006 |
1.12865 |
1.13095 |
| PP |
1.12797 |
1.12797 |
1.12797 |
1.12841 |
| S1 |
1.12620 |
1.12620 |
1.12795 |
1.12709 |
| S2 |
1.12411 |
1.12411 |
1.12759 |
|
| S3 |
1.12025 |
1.12234 |
1.12724 |
|
| S4 |
1.11639 |
1.11848 |
1.12618 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.19180 |
1.18321 |
1.14380 |
|
| R3 |
1.17054 |
1.16195 |
1.13796 |
|
| R2 |
1.14928 |
1.14928 |
1.13601 |
|
| R1 |
1.14069 |
1.14069 |
1.13406 |
1.14499 |
| PP |
1.12802 |
1.12802 |
1.12802 |
1.13016 |
| S1 |
1.11943 |
1.11943 |
1.13016 |
1.12373 |
| S2 |
1.10676 |
1.10676 |
1.12821 |
|
| S3 |
1.08550 |
1.09817 |
1.12626 |
|
| S4 |
1.06424 |
1.07691 |
1.12042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.13593 |
1.12445 |
0.01148 |
1.0% |
0.00548 |
0.5% |
34% |
False |
False |
142,226 |
| 10 |
1.13660 |
1.11312 |
0.02348 |
2.1% |
0.00713 |
0.6% |
65% |
False |
False |
144,189 |
| 20 |
1.13660 |
1.10465 |
0.03195 |
2.8% |
0.00701 |
0.6% |
74% |
False |
False |
131,297 |
| 40 |
1.13660 |
1.09518 |
0.04142 |
3.7% |
0.00734 |
0.7% |
80% |
False |
False |
144,332 |
| 60 |
1.14258 |
1.09117 |
0.05141 |
4.6% |
0.00900 |
0.8% |
72% |
False |
False |
167,923 |
| 80 |
1.14749 |
1.09117 |
0.05632 |
5.0% |
0.00837 |
0.7% |
66% |
False |
False |
165,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.14614 |
|
2.618 |
1.13984 |
|
1.618 |
1.13598 |
|
1.000 |
1.13359 |
|
0.618 |
1.13212 |
|
HIGH |
1.12973 |
|
0.618 |
1.12826 |
|
0.500 |
1.12780 |
|
0.382 |
1.12734 |
|
LOW |
1.12587 |
|
0.618 |
1.12348 |
|
1.000 |
1.12201 |
|
1.618 |
1.11962 |
|
2.618 |
1.11576 |
|
4.250 |
1.10947 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.12813 |
1.12996 |
| PP |
1.12797 |
1.12940 |
| S1 |
1.12780 |
1.12885 |
|