EURUSD Spot Fx

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

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	1.11556	1.11728	0.00172	0.2%	1.12379
High	1.11976	1.12131	0.00155	0.1%	1.12813
Low	1.11508	1.11485	-0.00023	0.0%	1.11491
Close	1.11736	1.11495	-0.00241	-0.2%	1.11552
Range	0.00468	0.00646	0.00178	38.0%	0.01322
ATR	0.00717	0.00712	-0.00005	-0.7%	0.00000
Volume	107,622	123,263	15,641	14.5%	711,157

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13642	1.13214	1.11850
R3	1.12996	1.12568	1.11673
R2	1.12350	1.12350	1.11613
R1	1.11922	1.11922	1.11554	1.11813
PP	1.11704	1.11704	1.11704	1.11649
S1	1.11276	1.11276	1.11436	1.11167
S2	1.11058	1.11058	1.11377
S3	1.10412	1.10630	1.11317
S4	1.09766	1.09984	1.11140

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.15918	1.15057	1.12279
R3	1.14596	1.13735	1.11916
R2	1.13274	1.13274	1.11794
R1	1.12413	1.12413	1.11673	1.12183
PP	1.11952	1.11952	1.11952	1.11837
S1	1.11091	1.11091	1.11431	1.10861
S2	1.10630	1.10630	1.11310
S3	1.09308	1.09769	1.11188
S4	1.07986	1.08447	1.10825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.12813	1.11485	0.01328	1.2%	0.00677	0.6%	1%	False	True	130,634
10	1.13268	1.11485	0.01783	1.6%	0.00670	0.6%	1%	False	True	136,890
20	1.13392	1.11231	0.02161	1.9%	0.00714	0.6%	12%	False	False	134,173
40	1.13660	1.09648	0.04012	3.6%	0.00723	0.6%	46%	False	False	133,036
60	1.13660	1.09518	0.04142	3.7%	0.00745	0.7%	48%	False	False	144,042
80	1.14258	1.09117	0.05141	4.6%	0.00860	0.8%	46%	False	False	160,277
100	1.15290	1.09117	0.06173	5.5%	0.00819	0.7%	39%	False	False	159,945

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	0.00169
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.14877
2.618	1.13822
1.618	1.13176
1.000	1.12777
0.618	1.12530
HIGH	1.12131
0.618	1.11884
0.500	1.11808
0.382	1.11732
LOW	1.11485
0.618	1.11086
1.000	1.10839
1.618	1.10440
2.618	1.09794
4.250	1.08740

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	1.11808	1.11991
PP	1.11704	1.11825
S1	1.11599	1.11660

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

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