| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.22965 |
1.23995 |
0.01030 |
0.8% |
1.23477 |
| High |
1.24009 |
1.24893 |
0.00884 |
0.7% |
1.25411 |
| Low |
1.22576 |
1.23590 |
0.01014 |
0.8% |
1.23142 |
| Close |
1.23996 |
1.24730 |
0.00734 |
0.6% |
1.23348 |
| Range |
0.01433 |
0.01303 |
-0.00130 |
-9.1% |
0.02269 |
| ATR |
0.01248 |
0.01252 |
0.00004 |
0.3% |
0.00000 |
| Volume |
172,686 |
173,117 |
431 |
0.2% |
1,032,376 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.28313 |
1.27825 |
1.25447 |
|
| R3 |
1.27010 |
1.26522 |
1.25088 |
|
| R2 |
1.25707 |
1.25707 |
1.24969 |
|
| R1 |
1.25219 |
1.25219 |
1.24849 |
1.25463 |
| PP |
1.24404 |
1.24404 |
1.24404 |
1.24527 |
| S1 |
1.23916 |
1.23916 |
1.24611 |
1.24160 |
| S2 |
1.23101 |
1.23101 |
1.24491 |
|
| S3 |
1.21798 |
1.22613 |
1.24372 |
|
| S4 |
1.20495 |
1.21310 |
1.24013 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.30774 |
1.29330 |
1.24596 |
|
| R3 |
1.28505 |
1.27061 |
1.23972 |
|
| R2 |
1.26236 |
1.26236 |
1.23764 |
|
| R1 |
1.24792 |
1.24792 |
1.23556 |
1.24380 |
| PP |
1.23967 |
1.23967 |
1.23967 |
1.23761 |
| S1 |
1.22523 |
1.22523 |
1.23140 |
1.22111 |
| S2 |
1.21698 |
1.21698 |
1.22932 |
|
| S3 |
1.19429 |
1.20254 |
1.22724 |
|
| S4 |
1.17160 |
1.17985 |
1.22100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.24893 |
1.22517 |
0.02376 |
1.9% |
0.01214 |
1.0% |
93% |
True |
False |
179,174 |
| 10 |
1.25653 |
1.22517 |
0.03136 |
2.5% |
0.01249 |
1.0% |
71% |
False |
False |
198,336 |
| 20 |
1.28119 |
1.22517 |
0.05602 |
4.5% |
0.01292 |
1.0% |
40% |
False |
False |
224,277 |
| 40 |
1.28119 |
1.20744 |
0.07375 |
5.9% |
0.01217 |
1.0% |
54% |
False |
False |
213,938 |
| 60 |
1.28119 |
1.20744 |
0.07375 |
5.9% |
0.01195 |
1.0% |
54% |
False |
False |
202,654 |
| 80 |
1.28479 |
1.14106 |
0.14373 |
11.5% |
0.01606 |
1.3% |
74% |
False |
False |
233,987 |
| 100 |
1.31990 |
1.14106 |
0.17884 |
14.3% |
0.01513 |
1.2% |
59% |
False |
False |
222,110 |
| 120 |
1.32083 |
1.14106 |
0.17977 |
14.4% |
0.01412 |
1.1% |
59% |
False |
False |
210,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.30431 |
|
2.618 |
1.28304 |
|
1.618 |
1.27001 |
|
1.000 |
1.26196 |
|
0.618 |
1.25698 |
|
HIGH |
1.24893 |
|
0.618 |
1.24395 |
|
0.500 |
1.24242 |
|
0.382 |
1.24088 |
|
LOW |
1.23590 |
|
0.618 |
1.22785 |
|
1.000 |
1.22287 |
|
1.618 |
1.21482 |
|
2.618 |
1.20179 |
|
4.250 |
1.18052 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.24567 |
1.24388 |
| PP |
1.24404 |
1.24047 |
| S1 |
1.24242 |
1.23705 |
|