Trading Metrics calculated at close of trading on 27-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.04560 |
1.04610 |
0.00050 |
0.0% |
1.04313 |
High |
1.04677 |
1.04630 |
-0.00047 |
0.0% |
1.04989 |
Low |
1.04402 |
1.04324 |
-0.00078 |
-0.1% |
1.03520 |
Close |
1.04573 |
1.04541 |
-0.00032 |
0.0% |
1.04523 |
Range |
0.00275 |
0.00306 |
0.00031 |
11.3% |
0.01469 |
ATR |
0.00956 |
0.00909 |
-0.00046 |
-4.9% |
0.00000 |
Volume |
84,375 |
72,228 |
-12,147 |
-14.4% |
685,050 |
|
Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.05416 |
1.05285 |
1.04709 |
|
R3 |
1.05110 |
1.04979 |
1.04625 |
|
R2 |
1.04804 |
1.04804 |
1.04597 |
|
R1 |
1.04673 |
1.04673 |
1.04569 |
1.04586 |
PP |
1.04498 |
1.04498 |
1.04498 |
1.04455 |
S1 |
1.04367 |
1.04367 |
1.04513 |
1.04280 |
S2 |
1.04192 |
1.04192 |
1.04485 |
|
S3 |
1.03886 |
1.04061 |
1.04457 |
|
S4 |
1.03580 |
1.03755 |
1.04373 |
|
|
Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08751 |
1.08106 |
1.05331 |
|
R3 |
1.07282 |
1.06637 |
1.04927 |
|
R2 |
1.05813 |
1.05813 |
1.04792 |
|
R1 |
1.05168 |
1.05168 |
1.04658 |
1.05491 |
PP |
1.04344 |
1.04344 |
1.04344 |
1.04505 |
S1 |
1.03699 |
1.03699 |
1.04388 |
1.04022 |
S2 |
1.02875 |
1.02875 |
1.04254 |
|
S3 |
1.01406 |
1.02230 |
1.04119 |
|
S4 |
0.99937 |
1.00761 |
1.03715 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.04989 |
1.03823 |
0.01166 |
1.1% |
0.00487 |
0.5% |
62% |
False |
False |
106,630 |
10 |
1.06698 |
1.03520 |
0.03178 |
3.0% |
0.00814 |
0.8% |
32% |
False |
False |
143,191 |
20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01038 |
1.0% |
20% |
False |
False |
161,876 |
40 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.01037 |
1.0% |
11% |
False |
False |
173,404 |
60 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00929 |
0.9% |
11% |
False |
False |
158,858 |
80 |
1.13268 |
1.03520 |
0.09748 |
9.3% |
0.00863 |
0.8% |
10% |
False |
False |
153,083 |
100 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00840 |
0.8% |
10% |
False |
False |
149,512 |
120 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00820 |
0.8% |
10% |
False |
False |
146,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.05931 |
2.618 |
1.05431 |
1.618 |
1.05125 |
1.000 |
1.04936 |
0.618 |
1.04819 |
HIGH |
1.04630 |
0.618 |
1.04513 |
0.500 |
1.04477 |
0.382 |
1.04441 |
LOW |
1.04324 |
0.618 |
1.04135 |
1.000 |
1.04018 |
1.618 |
1.03829 |
2.618 |
1.03523 |
4.250 |
1.03024 |
|
|
Fisher Pivots for day following 27-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.04520 |
1.04518 |
PP |
1.04498 |
1.04495 |
S1 |
1.04477 |
1.04472 |
|