Trading Metrics calculated at close of trading on 30-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
1.04140 |
1.04841 |
0.00701 |
0.7% |
1.04560 |
High |
1.04934 |
1.06495 |
0.01561 |
1.5% |
1.06495 |
Low |
1.04082 |
1.04841 |
0.00759 |
0.7% |
1.03722 |
Close |
1.04866 |
1.05168 |
0.00302 |
0.3% |
1.05168 |
Range |
0.00852 |
0.01654 |
0.00802 |
94.1% |
0.02773 |
ATR |
0.00916 |
0.00969 |
0.00053 |
5.8% |
0.00000 |
Volume |
114,344 |
158,392 |
44,048 |
38.5% |
527,188 |
|
Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10463 |
1.09470 |
1.06078 |
|
R3 |
1.08809 |
1.07816 |
1.05623 |
|
R2 |
1.07155 |
1.07155 |
1.05471 |
|
R1 |
1.06162 |
1.06162 |
1.05320 |
1.06659 |
PP |
1.05501 |
1.05501 |
1.05501 |
1.05750 |
S1 |
1.04508 |
1.04508 |
1.05016 |
1.05005 |
S2 |
1.03847 |
1.03847 |
1.04865 |
|
S3 |
1.02193 |
1.02854 |
1.04713 |
|
S4 |
1.00539 |
1.01200 |
1.04258 |
|
|
Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13447 |
1.12081 |
1.06693 |
|
R3 |
1.10674 |
1.09308 |
1.05931 |
|
R2 |
1.07901 |
1.07901 |
1.05676 |
|
R1 |
1.06535 |
1.06535 |
1.05422 |
1.07218 |
PP |
1.05128 |
1.05128 |
1.05128 |
1.05470 |
S1 |
1.03762 |
1.03762 |
1.04914 |
1.04445 |
S2 |
1.02355 |
1.02355 |
1.04660 |
|
S3 |
0.99582 |
1.00989 |
1.04405 |
|
S4 |
0.96809 |
0.98216 |
1.03643 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06495 |
1.03722 |
0.02773 |
2.6% |
0.00832 |
0.8% |
52% |
True |
False |
105,437 |
10 |
1.06495 |
1.03520 |
0.02975 |
2.8% |
0.00754 |
0.7% |
55% |
True |
False |
121,223 |
20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.01086 |
1.0% |
32% |
False |
False |
151,595 |
40 |
1.12992 |
1.03520 |
0.09472 |
9.0% |
0.01076 |
1.0% |
17% |
False |
False |
171,874 |
60 |
1.12992 |
1.03520 |
0.09472 |
9.0% |
0.00952 |
0.9% |
17% |
False |
False |
157,610 |
80 |
1.12992 |
1.03520 |
0.09472 |
9.0% |
0.00880 |
0.8% |
17% |
False |
False |
152,380 |
100 |
1.13660 |
1.03520 |
0.10140 |
9.6% |
0.00854 |
0.8% |
16% |
False |
False |
149,852 |
120 |
1.13660 |
1.03520 |
0.10140 |
9.6% |
0.00826 |
0.8% |
16% |
False |
False |
145,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13525 |
2.618 |
1.10825 |
1.618 |
1.09171 |
1.000 |
1.08149 |
0.618 |
1.07517 |
HIGH |
1.06495 |
0.618 |
1.05863 |
0.500 |
1.05668 |
0.382 |
1.05473 |
LOW |
1.04841 |
0.618 |
1.03819 |
1.000 |
1.03187 |
1.618 |
1.02165 |
2.618 |
1.00511 |
4.250 |
0.97812 |
|
|
Fisher Pivots for day following 30-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
1.05668 |
1.05148 |
PP |
1.05501 |
1.05128 |
S1 |
1.05335 |
1.05109 |
|