| Trading Metrics calculated at close of trading on 20-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.17816 |
1.18381 |
0.00565 |
0.5% |
1.17615 |
| High |
1.18487 |
1.18993 |
0.00506 |
0.4% |
1.18622 |
| Low |
1.17764 |
1.18289 |
0.00525 |
0.4% |
1.17174 |
| Close |
1.18381 |
1.18703 |
0.00322 |
0.3% |
1.17482 |
| Range |
0.00723 |
0.00704 |
-0.00019 |
-2.6% |
0.01448 |
| ATR |
0.00743 |
0.00740 |
-0.00003 |
-0.4% |
0.00000 |
| Volume |
158,257 |
110,899 |
-47,358 |
-29.9% |
726,509 |
|
| Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.20774 |
1.20442 |
1.19090 |
|
| R3 |
1.20070 |
1.19738 |
1.18897 |
|
| R2 |
1.19366 |
1.19366 |
1.18832 |
|
| R1 |
1.19034 |
1.19034 |
1.18768 |
1.19200 |
| PP |
1.18662 |
1.18662 |
1.18662 |
1.18745 |
| S1 |
1.18330 |
1.18330 |
1.18638 |
1.18496 |
| S2 |
1.17958 |
1.17958 |
1.18574 |
|
| S3 |
1.17254 |
1.17626 |
1.18509 |
|
| S4 |
1.16550 |
1.16922 |
1.18316 |
|
|
| Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.22103 |
1.21241 |
1.18278 |
|
| R3 |
1.20655 |
1.19793 |
1.17880 |
|
| R2 |
1.19207 |
1.19207 |
1.17747 |
|
| R1 |
1.18345 |
1.18345 |
1.17615 |
1.18052 |
| PP |
1.17759 |
1.17759 |
1.17759 |
1.17613 |
| S1 |
1.16897 |
1.16897 |
1.17349 |
1.16604 |
| S2 |
1.16311 |
1.16311 |
1.17217 |
|
| S3 |
1.14863 |
1.15449 |
1.17084 |
|
| S4 |
1.13415 |
1.14001 |
1.16686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.18993 |
1.17377 |
0.01616 |
1.4% |
0.00795 |
0.7% |
82% |
True |
False |
142,836 |
| 10 |
1.18993 |
1.17174 |
0.01819 |
1.5% |
0.00713 |
0.6% |
84% |
True |
False |
139,846 |
| 20 |
1.19607 |
1.17174 |
0.02433 |
2.0% |
0.00747 |
0.6% |
63% |
False |
False |
179,073 |
| 40 |
1.19607 |
1.15545 |
0.04062 |
3.4% |
0.00731 |
0.6% |
78% |
False |
False |
215,140 |
| 60 |
1.19607 |
1.15545 |
0.04062 |
3.4% |
0.00712 |
0.6% |
78% |
False |
False |
227,162 |
| 80 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00750 |
0.6% |
59% |
False |
False |
244,057 |
| 100 |
1.20921 |
1.15545 |
0.05376 |
4.5% |
0.00783 |
0.7% |
59% |
False |
False |
249,517 |
| 120 |
1.20921 |
1.13295 |
0.07626 |
6.4% |
0.00800 |
0.7% |
71% |
False |
False |
255,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.21985 |
|
2.618 |
1.20836 |
|
1.618 |
1.20132 |
|
1.000 |
1.19697 |
|
0.618 |
1.19428 |
|
HIGH |
1.18993 |
|
0.618 |
1.18724 |
|
0.500 |
1.18641 |
|
0.382 |
1.18558 |
|
LOW |
1.18289 |
|
0.618 |
1.17854 |
|
1.000 |
1.17585 |
|
1.618 |
1.17150 |
|
2.618 |
1.16446 |
|
4.250 |
1.15297 |
|
|
| Fisher Pivots for day following 20-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.18682 |
1.18530 |
| PP |
1.18662 |
1.18358 |
| S1 |
1.18641 |
1.18185 |
|