Trading Metrics calculated at close of trading on 05-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.04040 |
1.04880 |
0.00840 |
0.8% |
1.04560 |
High |
1.04993 |
1.06136 |
0.01143 |
1.1% |
1.06495 |
Low |
1.03896 |
1.04808 |
0.00912 |
0.9% |
1.03722 |
Close |
1.04870 |
1.06015 |
0.01145 |
1.1% |
1.05168 |
Range |
0.01097 |
0.01328 |
0.00231 |
21.1% |
0.02773 |
ATR |
0.01000 |
0.01023 |
0.00023 |
2.3% |
0.00000 |
Volume |
134,017 |
173,754 |
39,737 |
29.7% |
527,188 |
|
Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.09637 |
1.09154 |
1.06745 |
|
R3 |
1.08309 |
1.07826 |
1.06380 |
|
R2 |
1.06981 |
1.06981 |
1.06258 |
|
R1 |
1.06498 |
1.06498 |
1.06137 |
1.06740 |
PP |
1.05653 |
1.05653 |
1.05653 |
1.05774 |
S1 |
1.05170 |
1.05170 |
1.05893 |
1.05412 |
S2 |
1.04325 |
1.04325 |
1.05772 |
|
S3 |
1.02997 |
1.03842 |
1.05650 |
|
S4 |
1.01669 |
1.02514 |
1.05285 |
|
|
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 |
1.03405 |
0.03090 |
2.9% |
0.01267 |
1.2% |
84% |
False |
False |
134,015 |
10 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.00925 |
0.9% |
84% |
False |
False |
112,091 |
20 |
1.06698 |
1.03405 |
0.03293 |
3.1% |
0.00965 |
0.9% |
79% |
False |
False |
139,441 |
40 |
1.09231 |
1.03405 |
0.05826 |
5.5% |
0.01037 |
1.0% |
45% |
False |
False |
163,901 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00980 |
0.9% |
27% |
False |
False |
156,592 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.0% |
0.00909 |
0.9% |
27% |
False |
False |
151,612 |
100 |
1.13593 |
1.03405 |
0.10188 |
9.6% |
0.00865 |
0.8% |
26% |
False |
False |
148,820 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.7% |
0.00844 |
0.8% |
25% |
False |
False |
145,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.11780 |
2.618 |
1.09613 |
1.618 |
1.08285 |
1.000 |
1.07464 |
0.618 |
1.06957 |
HIGH |
1.06136 |
0.618 |
1.05629 |
0.500 |
1.05472 |
0.382 |
1.05315 |
LOW |
1.04808 |
0.618 |
1.03987 |
1.000 |
1.03480 |
1.618 |
1.02659 |
2.618 |
1.01331 |
4.250 |
0.99164 |
|
|
Fisher Pivots for day following 05-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.05834 |
1.05600 |
PP |
1.05653 |
1.05185 |
S1 |
1.05472 |
1.04771 |
|