Trading Metrics calculated at close of trading on 05-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1.25733 |
1.25941 |
0.00208 |
0.2% |
1.23239 |
High |
1.26320 |
1.27300 |
0.00980 |
0.8% |
1.27300 |
Low |
1.25001 |
1.25827 |
0.00826 |
0.7% |
1.23219 |
Close |
1.25941 |
1.26661 |
0.00720 |
0.6% |
1.26661 |
Range |
0.01319 |
0.01473 |
0.00154 |
11.7% |
0.04081 |
ATR |
0.01188 |
0.01208 |
0.00020 |
1.7% |
0.00000 |
Volume |
234,879 |
237,914 |
3,035 |
1.3% |
1,110,507 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.31015 |
1.30311 |
1.27471 |
|
R3 |
1.29542 |
1.28838 |
1.27066 |
|
R2 |
1.28069 |
1.28069 |
1.26931 |
|
R1 |
1.27365 |
1.27365 |
1.26796 |
1.27717 |
PP |
1.26596 |
1.26596 |
1.26596 |
1.26772 |
S1 |
1.25892 |
1.25892 |
1.26526 |
1.26244 |
S2 |
1.25123 |
1.25123 |
1.26391 |
|
S3 |
1.23650 |
1.24419 |
1.26256 |
|
S4 |
1.22177 |
1.22946 |
1.25851 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.37970 |
1.36396 |
1.28906 |
|
R3 |
1.33889 |
1.32315 |
1.27783 |
|
R2 |
1.29808 |
1.29808 |
1.27409 |
|
R1 |
1.28234 |
1.28234 |
1.27035 |
1.29021 |
PP |
1.25727 |
1.25727 |
1.25727 |
1.26120 |
S1 |
1.24153 |
1.24153 |
1.26287 |
1.24940 |
S2 |
1.21646 |
1.21646 |
1.25913 |
|
S3 |
1.17565 |
1.20072 |
1.25539 |
|
S4 |
1.13484 |
1.15991 |
1.24416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.27300 |
1.23219 |
0.04081 |
3.2% |
0.01260 |
1.0% |
84% |
True |
False |
222,101 |
10 |
1.27300 |
1.21632 |
0.05668 |
4.5% |
0.01215 |
1.0% |
89% |
True |
False |
216,747 |
20 |
1.27300 |
1.20744 |
0.06556 |
5.2% |
0.01148 |
0.9% |
90% |
True |
False |
210,271 |
40 |
1.27300 |
1.20744 |
0.06556 |
5.2% |
0.01174 |
0.9% |
90% |
True |
False |
196,242 |
60 |
1.27300 |
1.14106 |
0.13194 |
10.4% |
0.01638 |
1.3% |
95% |
True |
False |
233,529 |
80 |
1.31990 |
1.14106 |
0.17884 |
14.1% |
0.01580 |
1.2% |
70% |
False |
False |
223,374 |
100 |
1.32083 |
1.14106 |
0.17977 |
14.2% |
0.01447 |
1.1% |
70% |
False |
False |
209,164 |
120 |
1.32836 |
1.14106 |
0.18730 |
14.8% |
0.01373 |
1.1% |
67% |
False |
False |
204,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.33560 |
2.618 |
1.31156 |
1.618 |
1.29683 |
1.000 |
1.28773 |
0.618 |
1.28210 |
HIGH |
1.27300 |
0.618 |
1.26737 |
0.500 |
1.26564 |
0.382 |
1.26390 |
LOW |
1.25827 |
0.618 |
1.24917 |
1.000 |
1.24354 |
1.618 |
1.23444 |
2.618 |
1.21971 |
4.250 |
1.19567 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.26629 |
1.26491 |
PP |
1.26596 |
1.26321 |
S1 |
1.26564 |
1.26151 |
|