Trading Metrics calculated at close of trading on 02-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
02-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.04841 |
1.05170 |
0.00329 |
0.3% |
1.04560 |
High |
1.06495 |
1.05262 |
-0.01233 |
-1.2% |
1.06495 |
Low |
1.04841 |
1.04500 |
-0.00341 |
-0.3% |
1.03722 |
Close |
1.05168 |
1.04526 |
-0.00642 |
-0.6% |
1.05168 |
Range |
0.01654 |
0.00762 |
-0.00892 |
-53.9% |
0.02773 |
ATR |
0.00969 |
0.00954 |
-0.00015 |
-1.5% |
0.00000 |
Volume |
158,392 |
74,915 |
-83,477 |
-52.7% |
527,188 |
|
Daily Pivots for day following 02-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.07049 |
1.06549 |
1.04945 |
|
R3 |
1.06287 |
1.05787 |
1.04736 |
|
R2 |
1.05525 |
1.05525 |
1.04666 |
|
R1 |
1.05025 |
1.05025 |
1.04596 |
1.04894 |
PP |
1.04763 |
1.04763 |
1.04763 |
1.04697 |
S1 |
1.04263 |
1.04263 |
1.04456 |
1.04132 |
S2 |
1.04001 |
1.04001 |
1.04386 |
|
S3 |
1.03239 |
1.03501 |
1.04316 |
|
S4 |
1.02477 |
1.02739 |
1.04107 |
|
|
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 |
2.7% |
0.00929 |
0.9% |
29% |
False |
False |
103,545 |
10 |
1.06495 |
1.03520 |
0.02975 |
2.8% |
0.00743 |
0.7% |
34% |
False |
False |
113,245 |
20 |
1.08740 |
1.03520 |
0.05220 |
5.0% |
0.00979 |
0.9% |
19% |
False |
False |
143,231 |
40 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.01074 |
1.0% |
11% |
False |
False |
170,419 |
60 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00953 |
0.9% |
11% |
False |
False |
156,649 |
80 |
1.12992 |
1.03520 |
0.09472 |
9.1% |
0.00882 |
0.8% |
11% |
False |
False |
151,454 |
100 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00856 |
0.8% |
10% |
False |
False |
149,533 |
120 |
1.13660 |
1.03520 |
0.10140 |
9.7% |
0.00829 |
0.8% |
10% |
False |
False |
145,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.08501 |
2.618 |
1.07257 |
1.618 |
1.06495 |
1.000 |
1.06024 |
0.618 |
1.05733 |
HIGH |
1.05262 |
0.618 |
1.04971 |
0.500 |
1.04881 |
0.382 |
1.04791 |
LOW |
1.04500 |
0.618 |
1.04029 |
1.000 |
1.03738 |
1.618 |
1.03267 |
2.618 |
1.02505 |
4.250 |
1.01262 |
|
|
Fisher Pivots for day following 02-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.04881 |
1.05289 |
PP |
1.04763 |
1.05034 |
S1 |
1.04644 |
1.04780 |
|