Trading Metrics calculated at close of trading on 22-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.03860 |
1.04240 |
0.00380 |
0.4% |
1.05321 |
High |
1.04508 |
1.04989 |
0.00481 |
0.5% |
1.06698 |
Low |
1.03823 |
1.04225 |
0.00402 |
0.4% |
1.03663 |
Close |
1.04235 |
1.04351 |
0.00116 |
0.1% |
1.04453 |
Range |
0.00685 |
0.00764 |
0.00079 |
11.5% |
0.03035 |
ATR |
0.01077 |
0.01055 |
-0.00022 |
-2.1% |
0.00000 |
Volume |
140,171 |
154,336 |
14,165 |
10.1% |
905,419 |
|
Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.06814 |
1.06346 |
1.04771 |
|
R3 |
1.06050 |
1.05582 |
1.04561 |
|
R2 |
1.05286 |
1.05286 |
1.04491 |
|
R1 |
1.04818 |
1.04818 |
1.04421 |
1.05052 |
PP |
1.04522 |
1.04522 |
1.04522 |
1.04639 |
S1 |
1.04054 |
1.04054 |
1.04281 |
1.04288 |
S2 |
1.03758 |
1.03758 |
1.04211 |
|
S3 |
1.02994 |
1.03290 |
1.04141 |
|
S4 |
1.02230 |
1.02526 |
1.03931 |
|
|
Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.14043 |
1.12283 |
1.06122 |
|
R3 |
1.11008 |
1.09248 |
1.05288 |
|
R2 |
1.07973 |
1.07973 |
1.05009 |
|
R1 |
1.06213 |
1.06213 |
1.04731 |
1.05576 |
PP |
1.04938 |
1.04938 |
1.04938 |
1.04619 |
S1 |
1.03178 |
1.03178 |
1.04175 |
1.02541 |
S2 |
1.01903 |
1.01903 |
1.03897 |
|
S3 |
0.98868 |
1.00143 |
1.03618 |
|
S4 |
0.95833 |
0.97108 |
1.02784 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.04989 |
1.03520 |
0.01469 |
1.4% |
0.00740 |
0.7% |
57% |
True |
False |
155,764 |
10 |
1.06698 |
1.03520 |
0.03178 |
3.0% |
0.01005 |
1.0% |
26% |
False |
False |
166,792 |
20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01139 |
1.1% |
16% |
False |
False |
177,500 |
40 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.01078 |
1.0% |
9% |
False |
False |
176,971 |
60 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00951 |
0.9% |
9% |
False |
False |
161,712 |
80 |
1.13268 |
1.03520 |
0.09748 |
9.3% |
0.00883 |
0.8% |
9% |
False |
False |
154,428 |
100 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00850 |
0.8% |
8% |
False |
False |
150,220 |
120 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00831 |
0.8% |
8% |
False |
False |
149,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.08236 |
2.618 |
1.06989 |
1.618 |
1.06225 |
1.000 |
1.05753 |
0.618 |
1.05461 |
HIGH |
1.04989 |
0.618 |
1.04697 |
0.500 |
1.04607 |
0.382 |
1.04517 |
LOW |
1.04225 |
0.618 |
1.03753 |
1.000 |
1.03461 |
1.618 |
1.02989 |
2.618 |
1.02225 |
4.250 |
1.00978 |
|
|
Fisher Pivots for day following 22-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.04607 |
1.04319 |
PP |
1.04522 |
1.04287 |
S1 |
1.04436 |
1.04255 |
|