EURUSD Spot Fx

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	1.11728	1.11494	-0.00234	-0.2%	1.12379
High	1.12131	1.11943	-0.00188	-0.2%	1.12813
Low	1.11485	1.11230	-0.00255	-0.2%	1.11491
Close	1.11495	1.11892	0.00397	0.4%	1.11552
Range	0.00646	0.00713	0.00067	10.4%	0.01322
ATR	0.00712	0.00712	0.00000	0.0%	0.00000
Volume	123,263	169,025	45,762	37.1%	711,157

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13827	1.13573	1.12284
R3	1.13114	1.12860	1.12088
R2	1.12401	1.12401	1.12023
R1	1.12147	1.12147	1.11957	1.12274
PP	1.11688	1.11688	1.11688	1.11752
S1	1.11434	1.11434	1.11827	1.11561
S2	1.10975	1.10975	1.11761
S3	1.10262	1.10721	1.11696
S4	1.09549	1.10008	1.11500

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	1.11230	0.01583	1.4%	0.00691	0.6%	42%	False	True	137,508
10	1.13268	1.11230	0.02038	1.8%	0.00700	0.6%	32%	False	True	141,173
20	1.13392	1.11230	0.02162	1.9%	0.00717	0.6%	31%	False	True	135,403
40	1.13660	1.10465	0.03195	2.9%	0.00716	0.6%	45%	False	False	133,559
60	1.13660	1.09518	0.04142	3.7%	0.00743	0.7%	57%	False	False	143,357
80	1.14258	1.09117	0.05141	4.6%	0.00858	0.8%	54%	False	False	160,162
100	1.14934	1.09117	0.05817	5.2%	0.00820	0.7%	48%	False	False	159,608

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	0.00181
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.14973
2.618	1.13810
1.618	1.13097
1.000	1.12656
0.618	1.12384
HIGH	1.11943
0.618	1.11671
0.500	1.11587
0.382	1.11502
LOW	1.11230
0.618	1.10789
1.000	1.10517
1.618	1.10076
2.618	1.09363
4.250	1.08200

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	1.11790	1.11822
PP	1.11688	1.11751
S1	1.11587	1.11681

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

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