| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
1.35309 |
1.34706 |
-0.00603 |
-0.4% |
1.33943 |
| High |
1.35321 |
1.35571 |
0.00250 |
0.2% |
1.35494 |
| Low |
1.34309 |
1.34577 |
0.00268 |
0.2% |
1.33877 |
| Close |
1.34744 |
1.35251 |
0.00507 |
0.4% |
1.35209 |
| Range |
0.01012 |
0.00994 |
-0.00018 |
-1.8% |
0.01617 |
| ATR |
0.00860 |
0.00869 |
0.00010 |
1.1% |
0.00000 |
| Volume |
137,225 |
164,562 |
27,337 |
19.9% |
618,031 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.38115 |
1.37677 |
1.35798 |
|
| R3 |
1.37121 |
1.36683 |
1.35524 |
|
| R2 |
1.36127 |
1.36127 |
1.35433 |
|
| R1 |
1.35689 |
1.35689 |
1.35342 |
1.35908 |
| PP |
1.35133 |
1.35133 |
1.35133 |
1.35243 |
| S1 |
1.34695 |
1.34695 |
1.35160 |
1.34914 |
| S2 |
1.34139 |
1.34139 |
1.35069 |
|
| S3 |
1.33145 |
1.33701 |
1.34978 |
|
| S4 |
1.32151 |
1.32707 |
1.34704 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.39711 |
1.39077 |
1.36098 |
|
| R3 |
1.38094 |
1.37460 |
1.35654 |
|
| R2 |
1.36477 |
1.36477 |
1.35505 |
|
| R1 |
1.35843 |
1.35843 |
1.35357 |
1.36160 |
| PP |
1.34860 |
1.34860 |
1.34860 |
1.35019 |
| S1 |
1.34226 |
1.34226 |
1.35061 |
1.34543 |
| S2 |
1.33243 |
1.33243 |
1.34913 |
|
| S3 |
1.31626 |
1.32609 |
1.34764 |
|
| S4 |
1.30009 |
1.30992 |
1.34320 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.35571 |
1.34084 |
0.01487 |
1.1% |
0.00884 |
0.7% |
78% |
True |
False |
141,110 |
| 10 |
1.35571 |
1.31969 |
0.03602 |
2.7% |
0.00836 |
0.6% |
91% |
True |
False |
142,238 |
| 20 |
1.35571 |
1.31638 |
0.03933 |
2.9% |
0.00851 |
0.6% |
92% |
True |
False |
165,406 |
| 40 |
1.36053 |
1.31638 |
0.04415 |
3.3% |
0.00869 |
0.6% |
82% |
False |
False |
182,611 |
| 60 |
1.38339 |
1.31638 |
0.06701 |
5.0% |
0.00881 |
0.7% |
54% |
False |
False |
176,059 |
| 80 |
1.39122 |
1.31638 |
0.07484 |
5.5% |
0.00901 |
0.7% |
48% |
False |
False |
175,284 |
| 100 |
1.39122 |
1.31638 |
0.07484 |
5.5% |
0.00877 |
0.6% |
48% |
False |
False |
167,087 |
| 120 |
1.39831 |
1.31638 |
0.08193 |
6.1% |
0.00874 |
0.6% |
44% |
False |
False |
165,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.39796 |
|
2.618 |
1.38173 |
|
1.618 |
1.37179 |
|
1.000 |
1.36565 |
|
0.618 |
1.36185 |
|
HIGH |
1.35571 |
|
0.618 |
1.35191 |
|
0.500 |
1.35074 |
|
0.382 |
1.34957 |
|
LOW |
1.34577 |
|
0.618 |
1.33963 |
|
1.000 |
1.33583 |
|
1.618 |
1.32969 |
|
2.618 |
1.31975 |
|
4.250 |
1.30353 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.35192 |
1.35147 |
| PP |
1.35133 |
1.35044 |
| S1 |
1.35074 |
1.34940 |
|