| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
1.13504 |
1.14223 |
0.00719 |
0.6% |
1.14175 |
| High |
1.14248 |
1.14389 |
0.00141 |
0.1% |
1.14389 |
| Low |
1.13295 |
1.13797 |
0.00502 |
0.4% |
1.13123 |
| Close |
1.14225 |
1.13965 |
-0.00260 |
-0.2% |
1.13965 |
| Range |
0.00953 |
0.00592 |
-0.00361 |
-37.9% |
0.01266 |
| ATR |
0.00704 |
0.00696 |
-0.00008 |
-1.1% |
0.00000 |
| Volume |
257,025 |
269,668 |
12,643 |
4.9% |
1,201,019 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.15826 |
1.15488 |
1.14291 |
|
| R3 |
1.15234 |
1.14896 |
1.14128 |
|
| R2 |
1.14642 |
1.14642 |
1.14074 |
|
| R1 |
1.14304 |
1.14304 |
1.14019 |
1.14177 |
| PP |
1.14050 |
1.14050 |
1.14050 |
1.13987 |
| S1 |
1.13712 |
1.13712 |
1.13911 |
1.13585 |
| S2 |
1.13458 |
1.13458 |
1.13856 |
|
| S3 |
1.12866 |
1.13120 |
1.13802 |
|
| S4 |
1.12274 |
1.12528 |
1.13639 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.17624 |
1.17060 |
1.14661 |
|
| R3 |
1.16358 |
1.15794 |
1.14313 |
|
| R2 |
1.15092 |
1.15092 |
1.14197 |
|
| R1 |
1.14528 |
1.14528 |
1.14081 |
1.14177 |
| PP |
1.13826 |
1.13826 |
1.13826 |
1.13650 |
| S1 |
1.13262 |
1.13262 |
1.13849 |
1.12911 |
| S2 |
1.12560 |
1.12560 |
1.13733 |
|
| S3 |
1.11294 |
1.11996 |
1.13617 |
|
| S4 |
1.10028 |
1.10730 |
1.13269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.14389 |
1.13123 |
0.01266 |
1.1% |
0.00646 |
0.6% |
67% |
True |
False |
240,203 |
| 10 |
1.14452 |
1.11715 |
0.02737 |
2.4% |
0.00761 |
0.7% |
82% |
False |
False |
265,379 |
| 20 |
1.14452 |
1.11189 |
0.03263 |
2.9% |
0.00680 |
0.6% |
85% |
False |
False |
247,337 |
| 40 |
1.14452 |
1.09225 |
0.05227 |
4.6% |
0.00719 |
0.6% |
91% |
False |
False |
228,823 |
| 60 |
1.14452 |
1.06027 |
0.08425 |
7.4% |
0.00721 |
0.6% |
94% |
False |
False |
196,010 |
| 80 |
1.14452 |
1.05697 |
0.08755 |
7.7% |
0.00692 |
0.6% |
94% |
False |
False |
175,727 |
| 100 |
1.14452 |
1.04934 |
0.09518 |
8.4% |
0.00699 |
0.6% |
95% |
False |
False |
168,376 |
| 120 |
1.14452 |
1.04934 |
0.09518 |
8.4% |
0.00716 |
0.6% |
95% |
False |
False |
166,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.16905 |
|
2.618 |
1.15939 |
|
1.618 |
1.15347 |
|
1.000 |
1.14981 |
|
0.618 |
1.14755 |
|
HIGH |
1.14389 |
|
0.618 |
1.14163 |
|
0.500 |
1.14093 |
|
0.382 |
1.14023 |
|
LOW |
1.13797 |
|
0.618 |
1.13431 |
|
1.000 |
1.13205 |
|
1.618 |
1.12839 |
|
2.618 |
1.12247 |
|
4.250 |
1.11281 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.14093 |
1.13895 |
| PP |
1.14050 |
1.13826 |
| S1 |
1.14008 |
1.13756 |
|