Trading Metrics calculated at close of trading on 06-Jan-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
Open |
1.04880 |
1.06005 |
0.01125 |
1.1% |
1.05170 |
High |
1.06136 |
1.06125 |
-0.00011 |
0.0% |
1.06136 |
Low |
1.04808 |
1.05244 |
0.00436 |
0.4% |
1.03405 |
Close |
1.06015 |
1.05290 |
-0.00725 |
-0.7% |
1.05290 |
Range |
0.01328 |
0.00881 |
-0.00447 |
-33.7% |
0.02731 |
ATR |
0.01023 |
0.01013 |
-0.00010 |
-1.0% |
0.00000 |
Volume |
173,754 |
145,284 |
-28,470 |
-16.4% |
656,969 |
|
Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.08196 |
1.07624 |
1.05775 |
|
R3 |
1.07315 |
1.06743 |
1.05532 |
|
R2 |
1.06434 |
1.06434 |
1.05452 |
|
R1 |
1.05862 |
1.05862 |
1.05371 |
1.05708 |
PP |
1.05553 |
1.05553 |
1.05553 |
1.05476 |
S1 |
1.04981 |
1.04981 |
1.05209 |
1.04827 |
S2 |
1.04672 |
1.04672 |
1.05128 |
|
S3 |
1.03791 |
1.04100 |
1.05048 |
|
S4 |
1.02910 |
1.03219 |
1.04805 |
|
|
Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13137 |
1.11944 |
1.06792 |
|
R3 |
1.10406 |
1.09213 |
1.06041 |
|
R2 |
1.07675 |
1.07675 |
1.05791 |
|
R1 |
1.06482 |
1.06482 |
1.05540 |
1.07079 |
PP |
1.04944 |
1.04944 |
1.04944 |
1.05242 |
S1 |
1.03751 |
1.03751 |
1.05040 |
1.04348 |
S2 |
1.02213 |
1.02213 |
1.04789 |
|
S3 |
0.99482 |
1.01020 |
1.04539 |
|
S4 |
0.96751 |
0.98289 |
1.03788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.06136 |
1.03405 |
0.02731 |
2.6% |
0.01112 |
1.1% |
69% |
False |
False |
131,393 |
10 |
1.06495 |
1.03405 |
0.03090 |
2.9% |
0.00972 |
0.9% |
61% |
False |
False |
118,415 |
20 |
1.06698 |
1.03405 |
0.03293 |
3.1% |
0.00959 |
0.9% |
57% |
False |
False |
138,731 |
40 |
1.08740 |
1.03405 |
0.05335 |
5.1% |
0.01036 |
1.0% |
35% |
False |
False |
162,777 |
60 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00980 |
0.9% |
20% |
False |
False |
156,723 |
80 |
1.12992 |
1.03405 |
0.09587 |
9.1% |
0.00907 |
0.9% |
20% |
False |
False |
151,702 |
100 |
1.13546 |
1.03405 |
0.10141 |
9.6% |
0.00869 |
0.8% |
19% |
False |
False |
148,765 |
120 |
1.13660 |
1.03405 |
0.10255 |
9.7% |
0.00845 |
0.8% |
18% |
False |
False |
145,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.09869 |
2.618 |
1.08431 |
1.618 |
1.07550 |
1.000 |
1.07006 |
0.618 |
1.06669 |
HIGH |
1.06125 |
0.618 |
1.05788 |
0.500 |
1.05685 |
0.382 |
1.05581 |
LOW |
1.05244 |
0.618 |
1.04700 |
1.000 |
1.04363 |
1.618 |
1.03819 |
2.618 |
1.02938 |
4.250 |
1.01500 |
|
|
Fisher Pivots for day following 06-Jan-2017 |
Pivot |
1 day |
3 day |
R1 |
1.05685 |
1.05199 |
PP |
1.05553 |
1.05107 |
S1 |
1.05422 |
1.05016 |
|