Trading Metrics calculated at close of trading on 06-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
1.12731 |
1.12539 |
-0.00192 |
-0.2% |
1.11658 |
High |
1.12833 |
1.12835 |
0.00002 |
0.0% |
1.12847 |
Low |
1.12342 |
1.12403 |
0.00061 |
0.1% |
1.11096 |
Close |
1.12538 |
1.12764 |
0.00226 |
0.2% |
1.12748 |
Range |
0.00491 |
0.00432 |
-0.00059 |
-12.0% |
0.01751 |
ATR |
0.00736 |
0.00714 |
-0.00022 |
-2.9% |
0.00000 |
Volume |
174,564 |
221,259 |
46,695 |
26.7% |
1,122,083 |
|
Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13963 |
1.13796 |
1.13002 |
|
R3 |
1.13531 |
1.13364 |
1.12883 |
|
R2 |
1.13099 |
1.13099 |
1.12843 |
|
R1 |
1.12932 |
1.12932 |
1.12804 |
1.13016 |
PP |
1.12667 |
1.12667 |
1.12667 |
1.12709 |
S1 |
1.12500 |
1.12500 |
1.12724 |
1.12584 |
S2 |
1.12235 |
1.12235 |
1.12685 |
|
S3 |
1.11803 |
1.12068 |
1.12645 |
|
S4 |
1.11371 |
1.11636 |
1.12526 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17483 |
1.16867 |
1.13711 |
|
R3 |
1.15732 |
1.15116 |
1.13230 |
|
R2 |
1.13981 |
1.13981 |
1.13069 |
|
R1 |
1.13365 |
1.13365 |
1.12909 |
1.13673 |
PP |
1.12230 |
1.12230 |
1.12230 |
1.12385 |
S1 |
1.11614 |
1.11614 |
1.12587 |
1.11922 |
S2 |
1.10479 |
1.10479 |
1.12427 |
|
S3 |
1.08728 |
1.09863 |
1.12266 |
|
S4 |
1.06977 |
1.08112 |
1.11785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.12847 |
1.11639 |
0.01208 |
1.1% |
0.00630 |
0.6% |
93% |
False |
False |
227,522 |
10 |
1.12847 |
1.11096 |
0.01751 |
1.6% |
0.00620 |
0.5% |
95% |
False |
False |
226,274 |
20 |
1.12847 |
1.08391 |
0.04456 |
4.0% |
0.00736 |
0.7% |
98% |
False |
False |
186,326 |
40 |
1.12847 |
1.05888 |
0.06959 |
6.2% |
0.00729 |
0.6% |
99% |
False |
False |
155,511 |
60 |
1.12847 |
1.05697 |
0.07150 |
6.3% |
0.00702 |
0.6% |
99% |
False |
False |
144,698 |
80 |
1.12847 |
1.04934 |
0.07913 |
7.0% |
0.00707 |
0.6% |
99% |
False |
False |
143,232 |
100 |
1.12847 |
1.04934 |
0.07913 |
7.0% |
0.00726 |
0.6% |
99% |
False |
False |
146,787 |
120 |
1.12847 |
1.03405 |
0.09442 |
8.4% |
0.00759 |
0.7% |
99% |
False |
False |
144,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.14671 |
2.618 |
1.13966 |
1.618 |
1.13534 |
1.000 |
1.13267 |
0.618 |
1.13102 |
HIGH |
1.12835 |
0.618 |
1.12670 |
0.500 |
1.12619 |
0.382 |
1.12568 |
LOW |
1.12403 |
0.618 |
1.12136 |
1.000 |
1.11971 |
1.618 |
1.11704 |
2.618 |
1.11272 |
4.250 |
1.10567 |
|
|
Fisher Pivots for day following 06-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
1.12716 |
1.12658 |
PP |
1.12667 |
1.12551 |
S1 |
1.12619 |
1.12445 |
|