Trading Metrics calculated at close of trading on 01-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1.10763 |
1.11161 |
0.00398 |
0.4% |
1.08920 |
High |
1.11447 |
1.11534 |
0.00087 |
0.1% |
1.11447 |
Low |
1.10698 |
1.11005 |
0.00307 |
0.3% |
1.08706 |
Close |
1.11046 |
1.11350 |
0.00304 |
0.3% |
1.11046 |
Range |
0.00749 |
0.00529 |
-0.00220 |
-29.4% |
0.02741 |
ATR |
0.00838 |
0.00816 |
-0.00022 |
-2.6% |
0.00000 |
Volume |
237,219 |
192,436 |
-44,783 |
-18.9% |
966,354 |
|
Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.12883 |
1.12646 |
1.11641 |
|
R3 |
1.12354 |
1.12117 |
1.11495 |
|
R2 |
1.11825 |
1.11825 |
1.11447 |
|
R1 |
1.11588 |
1.11588 |
1.11398 |
1.11707 |
PP |
1.11296 |
1.11296 |
1.11296 |
1.11356 |
S1 |
1.11059 |
1.11059 |
1.11302 |
1.11178 |
S2 |
1.10767 |
1.10767 |
1.11253 |
|
S3 |
1.10238 |
1.10530 |
1.11205 |
|
S4 |
1.09709 |
1.10001 |
1.11059 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.18623 |
1.17575 |
1.12554 |
|
R3 |
1.15882 |
1.14834 |
1.11800 |
|
R2 |
1.13141 |
1.13141 |
1.11549 |
|
R1 |
1.12093 |
1.12093 |
1.11297 |
1.12617 |
PP |
1.10400 |
1.10400 |
1.10400 |
1.10662 |
S1 |
1.09352 |
1.09352 |
1.10795 |
1.09876 |
S2 |
1.07659 |
1.07659 |
1.10543 |
|
S3 |
1.04918 |
1.06611 |
1.10292 |
|
S4 |
1.02177 |
1.03870 |
1.09538 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.11534 |
1.08914 |
0.02620 |
2.4% |
0.00859 |
0.8% |
93% |
True |
False |
211,453 |
10 |
1.11534 |
1.08706 |
0.02828 |
2.5% |
0.00766 |
0.7% |
93% |
True |
False |
185,911 |
20 |
1.11534 |
1.07663 |
0.03871 |
3.5% |
0.00763 |
0.7% |
95% |
True |
False |
185,737 |
40 |
1.11534 |
1.07269 |
0.04265 |
3.8% |
0.00807 |
0.7% |
96% |
True |
False |
196,642 |
60 |
1.14572 |
1.06362 |
0.08210 |
7.4% |
0.01116 |
1.0% |
61% |
False |
False |
277,385 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.01038 |
0.9% |
58% |
False |
False |
247,279 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.00917 |
0.8% |
58% |
False |
False |
220,989 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.7% |
0.00859 |
0.8% |
58% |
False |
False |
205,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.13782 |
2.618 |
1.12919 |
1.618 |
1.12390 |
1.000 |
1.12063 |
0.618 |
1.11861 |
HIGH |
1.11534 |
0.618 |
1.11332 |
0.500 |
1.11270 |
0.382 |
1.11207 |
LOW |
1.11005 |
0.618 |
1.10678 |
1.000 |
1.10476 |
1.618 |
1.10149 |
2.618 |
1.09620 |
4.250 |
1.08757 |
|
|
Fisher Pivots for day following 01-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.11323 |
1.11142 |
PP |
1.11296 |
1.10934 |
S1 |
1.11270 |
1.10726 |
|