EURUSD Spot Fx

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	1.12538	1.12124	-0.00414	-0.4%	1.11556
High	1.12586	1.12366	-0.00220	-0.2%	1.12571
Low	1.11908	1.11818	-0.00090	-0.1%	1.11230
Close	1.12104	1.12160	0.00056	0.0%	1.12250
Range	0.00678	0.00548	-0.00130	-19.2%	0.01341
ATR	0.00688	0.00678	-0.00010	-1.5%	0.00000
Volume	131,337	127,391	-3,946	-3.0%	660,734

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13759	1.13507	1.12461
R3	1.13211	1.12959	1.12311
R2	1.12663	1.12663	1.12260
R1	1.12411	1.12411	1.12210	1.12537
PP	1.12115	1.12115	1.12115	1.12178
S1	1.11863	1.11863	1.12110	1.11989
S2	1.11567	1.11567	1.12060
S3	1.11019	1.11315	1.12009
S4	1.10471	1.10767	1.11859

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	1.12786	1.11810	0.00976	0.9%	0.00606	0.5%	36%	False	False	127,066
10	1.12813	1.11230	0.01583	1.4%	0.00648	0.6%	59%	False	False	132,287
20	1.13268	1.11230	0.02038	1.8%	0.00693	0.6%	46%	False	False	132,685
40	1.13660	1.10465	0.03195	2.8%	0.00696	0.6%	53%	False	False	132,784
60	1.13660	1.09518	0.04142	3.7%	0.00712	0.6%	64%	False	False	137,685
80	1.14258	1.09117	0.05141	4.6%	0.00837	0.7%	59%	False	False	157,218
100	1.14287	1.09117	0.05170	4.6%	0.00813	0.7%	59%	False	False	157,678

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00147
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.14695
2.618	1.13801
1.618	1.13253
1.000	1.12914
0.618	1.12705
HIGH	1.12366
0.618	1.12157
0.500	1.12092
0.382	1.12027
LOW	1.11818
0.618	1.11479
1.000	1.11270
1.618	1.10931
2.618	1.10383
4.250	1.09489

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	1.12137	1.12302
PP	1.12115	1.12255
S1	1.12092	1.12207

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

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