Trading Metrics calculated at close of trading on 04-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1.11679 |
1.12329 |
0.00650 |
0.6% |
1.08920 |
High |
1.12569 |
1.13616 |
0.01047 |
0.9% |
1.11447 |
Low |
1.11665 |
1.11949 |
0.00284 |
0.3% |
1.08706 |
Close |
1.12330 |
1.13363 |
0.01033 |
0.9% |
1.11046 |
Range |
0.00904 |
0.01667 |
0.00763 |
84.4% |
0.02741 |
ATR |
0.00822 |
0.00882 |
0.00060 |
7.3% |
0.00000 |
Volume |
245,147 |
256,792 |
11,645 |
4.8% |
966,354 |
|
Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.17977 |
1.17337 |
1.14280 |
|
R3 |
1.16310 |
1.15670 |
1.13821 |
|
R2 |
1.14643 |
1.14643 |
1.13669 |
|
R1 |
1.14003 |
1.14003 |
1.13516 |
1.14323 |
PP |
1.12976 |
1.12976 |
1.12976 |
1.13136 |
S1 |
1.12336 |
1.12336 |
1.13210 |
1.12656 |
S2 |
1.11309 |
1.11309 |
1.13057 |
|
S3 |
1.09642 |
1.10669 |
1.12905 |
|
S4 |
1.07975 |
1.09002 |
1.12446 |
|
|
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 |
1.13616 |
1.10698 |
0.02918 |
2.6% |
0.00931 |
0.8% |
91% |
True |
False |
230,347 |
10 |
1.13616 |
1.08706 |
0.04910 |
4.3% |
0.00879 |
0.8% |
95% |
True |
False |
204,373 |
20 |
1.13616 |
1.07749 |
0.05867 |
5.2% |
0.00817 |
0.7% |
96% |
True |
False |
192,158 |
40 |
1.13616 |
1.07269 |
0.06347 |
5.6% |
0.00811 |
0.7% |
96% |
True |
False |
195,917 |
60 |
1.13616 |
1.06362 |
0.07254 |
6.4% |
0.01078 |
1.0% |
97% |
True |
False |
269,331 |
80 |
1.14925 |
1.06362 |
0.08563 |
7.6% |
0.01061 |
0.9% |
82% |
False |
False |
251,776 |
100 |
1.14925 |
1.06362 |
0.08563 |
7.6% |
0.00938 |
0.8% |
82% |
False |
False |
224,574 |
120 |
1.14925 |
1.06362 |
0.08563 |
7.6% |
0.00873 |
0.8% |
82% |
False |
False |
208,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.20701 |
2.618 |
1.17980 |
1.618 |
1.16313 |
1.000 |
1.15283 |
0.618 |
1.14646 |
HIGH |
1.13616 |
0.618 |
1.12979 |
0.500 |
1.12783 |
0.382 |
1.12586 |
LOW |
1.11949 |
0.618 |
1.10919 |
1.000 |
1.10282 |
1.618 |
1.09252 |
2.618 |
1.07585 |
4.250 |
1.04864 |
|
|
Fisher Pivots for day following 04-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.13170 |
1.13036 |
PP |
1.12976 |
1.12709 |
S1 |
1.12783 |
1.12383 |
|