Trading Metrics calculated at close of trading on 01-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2023 |
01-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1.07347 |
1.06896 |
-0.00451 |
-0.4% |
1.08123 |
High |
1.07359 |
1.07685 |
0.00326 |
0.3% |
1.08313 |
Low |
1.06354 |
1.06619 |
0.00265 |
0.2% |
1.07018 |
Close |
1.06896 |
1.07620 |
0.00724 |
0.7% |
1.07271 |
Range |
0.01005 |
0.01066 |
0.00061 |
6.1% |
0.01295 |
ATR |
0.00711 |
0.00737 |
0.00025 |
3.6% |
0.00000 |
Volume |
247,928 |
229,930 |
-17,998 |
-7.3% |
1,140,264 |
|
Daily Pivots for day following 01-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.10506 |
1.10129 |
1.08206 |
|
R3 |
1.09440 |
1.09063 |
1.07913 |
|
R2 |
1.08374 |
1.08374 |
1.07815 |
|
R1 |
1.07997 |
1.07997 |
1.07718 |
1.08186 |
PP |
1.07308 |
1.07308 |
1.07308 |
1.07402 |
S1 |
1.06931 |
1.06931 |
1.07522 |
1.07120 |
S2 |
1.06242 |
1.06242 |
1.07425 |
|
S3 |
1.05176 |
1.05865 |
1.07327 |
|
S4 |
1.04110 |
1.04799 |
1.07034 |
|
|
Weekly Pivots for week ending 26-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.11419 |
1.10640 |
1.07983 |
|
R3 |
1.10124 |
1.09345 |
1.07627 |
|
R2 |
1.08829 |
1.08829 |
1.07508 |
|
R1 |
1.08050 |
1.08050 |
1.07390 |
1.07792 |
PP |
1.07534 |
1.07534 |
1.07534 |
1.07405 |
S1 |
1.06755 |
1.06755 |
1.07152 |
1.06497 |
S2 |
1.06239 |
1.06239 |
1.07034 |
|
S3 |
1.04944 |
1.05460 |
1.06915 |
|
S4 |
1.03649 |
1.04165 |
1.06559 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.07685 |
1.06354 |
0.01331 |
1.2% |
0.00774 |
0.7% |
95% |
True |
False |
234,777 |
10 |
1.08480 |
1.06354 |
0.02126 |
2.0% |
0.00691 |
0.6% |
60% |
False |
False |
228,508 |
20 |
1.10914 |
1.06354 |
0.04560 |
4.2% |
0.00700 |
0.7% |
28% |
False |
False |
223,311 |
40 |
1.10947 |
1.06354 |
0.04593 |
4.3% |
0.00748 |
0.7% |
28% |
False |
False |
216,164 |
60 |
1.10947 |
1.05169 |
0.05778 |
5.4% |
0.00821 |
0.8% |
42% |
False |
False |
243,986 |
80 |
1.10947 |
1.05169 |
0.05778 |
5.4% |
0.00820 |
0.8% |
42% |
False |
False |
249,329 |
100 |
1.10947 |
1.05169 |
0.05778 |
5.4% |
0.00836 |
0.8% |
42% |
False |
False |
255,892 |
120 |
1.10947 |
1.04837 |
0.06110 |
5.7% |
0.00849 |
0.8% |
46% |
False |
False |
265,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.12216 |
2.618 |
1.10476 |
1.618 |
1.09410 |
1.000 |
1.08751 |
0.618 |
1.08344 |
HIGH |
1.07685 |
0.618 |
1.07278 |
0.500 |
1.07152 |
0.382 |
1.07026 |
LOW |
1.06619 |
0.618 |
1.05960 |
1.000 |
1.05553 |
1.618 |
1.04894 |
2.618 |
1.03828 |
4.250 |
1.02089 |
|
|
Fisher Pivots for day following 01-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1.07464 |
1.07420 |
PP |
1.07308 |
1.07220 |
S1 |
1.07152 |
1.07020 |
|