Trading Metrics calculated at close of trading on 31-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1.11260 |
1.10446 |
-0.00814 |
-0.7% |
1.06948 |
High |
1.11432 |
1.10516 |
-0.00916 |
-0.8% |
1.11461 |
Low |
1.10097 |
1.09264 |
-0.00833 |
-0.8% |
1.06362 |
Close |
1.10445 |
1.10315 |
-0.00130 |
-0.1% |
1.11349 |
Range |
0.01335 |
0.01252 |
-0.00083 |
-6.2% |
0.05099 |
ATR |
0.01566 |
0.01544 |
-0.00022 |
-1.4% |
0.00000 |
Volume |
321,671 |
383,595 |
61,924 |
19.3% |
2,357,904 |
|
Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.13788 |
1.13303 |
1.11004 |
|
R3 |
1.12536 |
1.12051 |
1.10659 |
|
R2 |
1.11284 |
1.11284 |
1.10545 |
|
R1 |
1.10799 |
1.10799 |
1.10430 |
1.10416 |
PP |
1.10032 |
1.10032 |
1.10032 |
1.09840 |
S1 |
1.09547 |
1.09547 |
1.10200 |
1.09164 |
S2 |
1.08780 |
1.08780 |
1.10085 |
|
S3 |
1.07528 |
1.08295 |
1.09971 |
|
S4 |
1.06276 |
1.07043 |
1.09626 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.25021 |
1.23284 |
1.14153 |
|
R3 |
1.19922 |
1.18185 |
1.12751 |
|
R2 |
1.14823 |
1.14823 |
1.12284 |
|
R1 |
1.13086 |
1.13086 |
1.11816 |
1.13955 |
PP |
1.09724 |
1.09724 |
1.09724 |
1.10158 |
S1 |
1.07987 |
1.07987 |
1.10882 |
1.08856 |
S2 |
1.04625 |
1.04625 |
1.10414 |
|
S3 |
0.99526 |
1.02888 |
1.09947 |
|
S4 |
0.94427 |
0.97789 |
1.08545 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.11461 |
1.07600 |
0.03861 |
3.5% |
0.01548 |
1.4% |
70% |
False |
False |
405,221 |
10 |
1.11461 |
1.06362 |
0.05099 |
4.6% |
0.01890 |
1.7% |
78% |
False |
False |
490,178 |
20 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.01772 |
1.6% |
46% |
False |
False |
429,861 |
40 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.01208 |
1.1% |
46% |
False |
False |
280,801 |
60 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00946 |
0.9% |
46% |
False |
False |
226,920 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00853 |
0.8% |
46% |
False |
False |
202,128 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00760 |
0.7% |
46% |
False |
False |
184,767 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.8% |
0.00715 |
0.6% |
46% |
False |
False |
175,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.15837 |
2.618 |
1.13794 |
1.618 |
1.12542 |
1.000 |
1.11768 |
0.618 |
1.11290 |
HIGH |
1.10516 |
0.618 |
1.10038 |
0.500 |
1.09890 |
0.382 |
1.09742 |
LOW |
1.09264 |
0.618 |
1.08490 |
1.000 |
1.08012 |
1.618 |
1.07238 |
2.618 |
1.05986 |
4.250 |
1.03943 |
|
|
Fisher Pivots for day following 31-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1.10173 |
1.10363 |
PP |
1.10032 |
1.10347 |
S1 |
1.09890 |
1.10331 |
|