EURUSD Spot Fx

Trading Metrics calculated at close of trading on 02-Jun-2017

Day Change Summary
	Previous	Current
	01-Jun-2017	02-Jun-2017	Change	Change %	Previous Week
Open	1.12453	1.12110	-0.00343	-0.3%	1.11658
High	1.12565	1.12847	0.00282	0.3%	1.12847
Low	1.12021	1.12043	0.00022	0.0%	1.11096
Close	1.12102	1.12748	0.00646	0.6%	1.12748
Range	0.00544	0.00804	0.00260	47.8%	0.01751
ATR	0.00751	0.00755	0.00004	0.5%	0.00000
Volume	230,938	233,621	2,683	1.2%	1,122,083

Daily Pivots for day following 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.14958	1.14657	1.13190
R3	1.14154	1.13853	1.12969
R2	1.13350	1.13350	1.12895
R1	1.13049	1.13049	1.12822	1.13200
PP	1.12546	1.12546	1.12546	1.12621
S1	1.12245	1.12245	1.12674	1.12396
S2	1.11742	1.11742	1.12601
S3	1.10938	1.11441	1.12527
S4	1.10134	1.10637	1.12306

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.17483	1.16867	1.13711
R3	1.15732	1.15116	1.13230
R2	1.13981	1.13981	1.13069
R1	1.13365	1.13365	1.12909	1.13673
PP	1.12230	1.12230	1.12230	1.12385
S1	1.11614	1.11614	1.12587	1.11922
S2	1.10479	1.10479	1.12427
S3	1.08728	1.09863	1.12266
S4	1.06977	1.08112	1.11785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.12847	1.11096	0.01751	1.6%	0.00692	0.6%	94%	True	False	224,416
10	1.12847	1.11096	0.01751	1.6%	0.00722	0.6%	94%	True	False	219,279
20	1.12847	1.08391	0.04456	4.0%	0.00777	0.7%	98%	True	False	181,236
40	1.12847	1.05697	0.07150	6.3%	0.00728	0.6%	99%	True	False	150,619
60	1.12847	1.05697	0.07150	6.3%	0.00707	0.6%	99%	True	False	142,441
80	1.12847	1.04934	0.07913	7.0%	0.00713	0.6%	99%	True	False	141,595
100	1.12847	1.04934	0.07913	7.0%	0.00735	0.7%	99%	True	False	146,430
120	1.12847	1.03405	0.09442	8.4%	0.00764	0.7%	99%	True	False	144,008

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00221
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.16264
2.618	1.14952
1.618	1.14148
1.000	1.13651
0.618	1.13344
HIGH	1.12847
0.618	1.12540
0.500	1.12445
0.382	1.12350
LOW	1.12043
0.618	1.11546
1.000	1.11239
1.618	1.10742
2.618	1.09938
4.250	1.08626

Fisher Pivots for day following 02-Jun-2017
Pivot	1 day	3 day
R1	1.12647	1.12580
PP	1.12546	1.12411
S1	1.12445	1.12243

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols