EURUSD Spot Fx

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	1.10747	1.10198	-0.00549	-0.5%	1.10482
High	1.10801	1.10289	-0.00512	-0.5%	1.11645
Low	1.09999	1.09811	-0.00188	-0.2%	1.10158
Close	1.10198	1.10131	-0.00067	-0.1%	1.10287
Range	0.00802	0.00478	-0.00324	-40.4%	0.01487
ATR	0.00960	0.00925	-0.00034	-3.6%	0.00000
Volume	126,938	138,359	11,421	9.0%	832,818

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.11511	1.11299	1.10394
R3	1.11033	1.10821	1.10262
R2	1.10555	1.10555	1.10219
R1	1.10343	1.10343	1.10175	1.10210
PP	1.10077	1.10077	1.10077	1.10011
S1	1.09865	1.09865	1.10087	1.09732
S2	1.09599	1.09599	1.10043
S3	1.09121	1.09387	1.10000
S4	1.08643	1.08909	1.09868

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.15158	1.14209	1.11105
R3	1.13671	1.12722	1.10696
R2	1.12184	1.12184	1.10560
R1	1.11235	1.11235	1.10423	1.10966
PP	1.10697	1.10697	1.10697	1.10562
S1	1.09748	1.09748	1.10151	1.09479
S2	1.09210	1.09210	1.10014
S3	1.07723	1.08261	1.09878
S4	1.06236	1.06774	1.09469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.11645	1.09811	0.01834	1.7%	0.00751	0.7%	17%	False	True	141,202
10	1.11645	1.09811	0.01834	1.7%	0.00742	0.7%	17%	False	True	158,903
20	1.14258	1.09117	0.05141	4.7%	0.01085	1.0%	20%	False	False	200,008
40	1.14258	1.09117	0.05141	4.7%	0.00995	0.9%	20%	False	False	188,568

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00165
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.12321
2.618	1.11540
1.618	1.11062
1.000	1.10767
0.618	1.10584
HIGH	1.10289
0.618	1.10106
0.500	1.10050
0.382	1.09994
LOW	1.09811
0.618	1.09516
1.000	1.09333
1.618	1.09038
2.618	1.08560
4.250	1.07780

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	1.10104	1.10322
PP	1.10077	1.10258
S1	1.10050	1.10195

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

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