| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.24887 |
1.25485 |
0.00598 |
0.5% |
1.21774 |
| High |
1.25748 |
1.26143 |
0.00395 |
0.3% |
1.23932 |
| Low |
1.24778 |
1.25448 |
0.00670 |
0.5% |
1.21632 |
| Close |
1.25486 |
1.25733 |
0.00247 |
0.2% |
1.23459 |
| Range |
0.00970 |
0.00695 |
-0.00275 |
-28.4% |
0.02300 |
| ATR |
0.01215 |
0.01178 |
-0.00037 |
-3.1% |
0.00000 |
| Volume |
217,806 |
231,311 |
13,505 |
6.2% |
1,056,963 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.27860 |
1.27491 |
1.26115 |
|
| R3 |
1.27165 |
1.26796 |
1.25924 |
|
| R2 |
1.26470 |
1.26470 |
1.25860 |
|
| R1 |
1.26101 |
1.26101 |
1.25797 |
1.26286 |
| PP |
1.25775 |
1.25775 |
1.25775 |
1.25867 |
| S1 |
1.25406 |
1.25406 |
1.25669 |
1.25591 |
| S2 |
1.25080 |
1.25080 |
1.25606 |
|
| S3 |
1.24385 |
1.24711 |
1.25542 |
|
| S4 |
1.23690 |
1.24016 |
1.25351 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.29908 |
1.28983 |
1.24724 |
|
| R3 |
1.27608 |
1.26683 |
1.24092 |
|
| R2 |
1.25308 |
1.25308 |
1.23881 |
|
| R1 |
1.24383 |
1.24383 |
1.23670 |
1.24846 |
| PP |
1.23008 |
1.23008 |
1.23008 |
1.23239 |
| S1 |
1.22083 |
1.22083 |
1.23248 |
1.22546 |
| S2 |
1.20708 |
1.20708 |
1.23037 |
|
| S3 |
1.18408 |
1.19783 |
1.22827 |
|
| S4 |
1.16108 |
1.17483 |
1.22194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.26143 |
1.22334 |
0.03809 |
3.0% |
0.01127 |
0.9% |
89% |
True |
False |
221,441 |
| 10 |
1.26143 |
1.21611 |
0.04532 |
3.6% |
0.01072 |
0.9% |
91% |
True |
False |
206,952 |
| 20 |
1.26143 |
1.20744 |
0.05399 |
4.3% |
0.01141 |
0.9% |
92% |
True |
False |
203,599 |
| 40 |
1.26463 |
1.20744 |
0.05719 |
4.5% |
0.01146 |
0.9% |
87% |
False |
False |
191,843 |
| 60 |
1.28479 |
1.14106 |
0.14373 |
11.4% |
0.01710 |
1.4% |
81% |
False |
False |
237,224 |
| 80 |
1.31990 |
1.14106 |
0.17884 |
14.2% |
0.01568 |
1.2% |
65% |
False |
False |
221,568 |
| 100 |
1.32083 |
1.14106 |
0.17977 |
14.3% |
0.01436 |
1.1% |
65% |
False |
False |
207,997 |
| 120 |
1.33349 |
1.14106 |
0.19243 |
15.3% |
0.01376 |
1.1% |
60% |
False |
False |
204,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.29097 |
|
2.618 |
1.27963 |
|
1.618 |
1.27268 |
|
1.000 |
1.26838 |
|
0.618 |
1.26573 |
|
HIGH |
1.26143 |
|
0.618 |
1.25878 |
|
0.500 |
1.25796 |
|
0.382 |
1.25713 |
|
LOW |
1.25448 |
|
0.618 |
1.25018 |
|
1.000 |
1.24753 |
|
1.618 |
1.24323 |
|
2.618 |
1.23628 |
|
4.250 |
1.22494 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.25796 |
1.25382 |
| PP |
1.25775 |
1.25032 |
| S1 |
1.25754 |
1.24681 |
|