EURUSD Spot Fx

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	04-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	1.11228	1.11518	0.00290	0.3%	1.10095
High	1.11590	1.11856	0.00266	0.2%	1.11690
Low	1.10975	1.10620	-0.00355	-0.3%	1.09706
Close	1.11516	1.10747	-0.00769	-0.7%	1.11352
Range	0.00615	0.01236	0.00621	101.0%	0.01984
ATR	0.01139	0.01146	0.00007	0.6%	0.00000
Volume	130,794	182,365	51,571	39.4%	1,143,162

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.14782	1.14001	1.11427
R3	1.13546	1.12765	1.11087
R2	1.12310	1.12310	1.10974
R1	1.11529	1.11529	1.10860	1.11302
PP	1.11074	1.11074	1.11074	1.10961
S1	1.10293	1.10293	1.10634	1.10066
S2	1.09838	1.09838	1.10520
S3	1.08602	1.09057	1.10407
S4	1.07366	1.07821	1.10067

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.16868	1.16094	1.12443
R3	1.14884	1.14110	1.11898
R2	1.12900	1.12900	1.11716
R1	1.12126	1.12126	1.11534	1.12513
PP	1.10916	1.10916	1.10916	1.11110
S1	1.10142	1.10142	1.11170	1.10529
S2	1.08932	1.08932	1.10988
S3	1.06948	1.08158	1.10806
S4	1.04964	1.06174	1.10261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.11856	1.10275	0.01581	1.4%	0.00981	0.9%	30%	True	False	193,512
10	1.14258	1.09117	0.05141	4.6%	0.01447	1.3%	32%	False	False	238,061
20	1.14258	1.09117	0.05141	4.6%	0.01202	1.1%	32%	False	False	212,960
40	1.14463	1.09117	0.05346	4.8%	0.00964	0.9%	30%	False	False	185,945

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00249
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.17109
2.618	1.15092
1.618	1.13856
1.000	1.13092
0.618	1.12620
HIGH	1.11856
0.618	1.11384
0.500	1.11238
0.382	1.11092
LOW	1.10620
0.618	1.09856
1.000	1.09384
1.618	1.08620
2.618	1.07384
4.250	1.05367

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	1.11238	1.11238
PP	1.11074	1.11074
S1	1.10911	1.10911

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