EURUSD Spot Fx

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	1.11900	1.12070	0.00170	0.2%	1.11556
High	1.12571	1.12402	-0.00169	-0.2%	1.12571
Low	1.11810	1.11937	0.00127	0.1%	1.11230
Close	1.12069	1.12250	0.00181	0.2%	1.12250
Range	0.00761	0.00465	-0.00296	-38.9%	0.01341
ATR	0.00716	0.00698	-0.00018	-2.5%	0.00000
Volume	135,491	125,333	-10,158	-7.5%	660,734

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13591	1.13386	1.12506
R3	1.13126	1.12921	1.12378
R2	1.12661	1.12661	1.12335
R1	1.12456	1.12456	1.12293	1.12559
PP	1.12196	1.12196	1.12196	1.12248
S1	1.11991	1.11991	1.12207	1.12094
S2	1.11731	1.11731	1.12165
S3	1.11266	1.11526	1.12122
S4	1.10801	1.11061	1.11994

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.16040	1.15486	1.12988
R3	1.14699	1.14145	1.12619
R2	1.13358	1.13358	1.12496
R1	1.12804	1.12804	1.12373	1.13081
PP	1.12017	1.12017	1.12017	1.12156
S1	1.11463	1.11463	1.12127	1.11740
S2	1.10676	1.10676	1.12004
S3	1.09335	1.10122	1.11881
S4	1.07994	1.08781	1.11512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.12571	1.11230	0.01341	1.2%	0.00611	0.5%	76%	False	False	132,146
10	1.12813	1.11230	0.01583	1.4%	0.00644	0.6%	64%	False	False	137,189
20	1.13268	1.11230	0.02038	1.8%	0.00679	0.6%	50%	False	False	133,488
40	1.13660	1.10465	0.03195	2.8%	0.00699	0.6%	56%	False	False	132,619
60	1.13660	1.09518	0.04142	3.7%	0.00726	0.6%	66%	False	False	140,300
80	1.14258	1.09117	0.05141	4.6%	0.00835	0.7%	61%	False	False	158,957
100	1.14463	1.09117	0.05346	4.8%	0.00812	0.7%	59%	False	False	158,662

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00175
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.14378
2.618	1.13619
1.618	1.13154
1.000	1.12867
0.618	1.12689
HIGH	1.12402
0.618	1.12224
0.500	1.12170
0.382	1.12115
LOW	1.11937
0.618	1.11650
1.000	1.11472
1.618	1.11185
2.618	1.10720
4.250	1.09961

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	1.12223	1.12134
PP	1.12196	1.12017
S1	1.12170	1.11901

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