EURUSD Spot Fx


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 1.12170 1.12200 0.00030 0.0% 1.12263
High 1.12494 1.12480 -0.00014 0.0% 1.12786
Low 1.11969 1.11529 -0.00440 -0.4% 1.11529
Close 1.12201 1.12326 0.00125 0.1% 1.12326
Range 0.00525 0.00951 0.00426 81.1% 0.01257
ATR 0.00667 0.00688 0.00020 3.0% 0.00000
Volume 132,024 159,421 27,397 20.8% 665,951
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.14965 1.14596 1.12849
R3 1.14014 1.13645 1.12588
R2 1.13063 1.13063 1.12500
R1 1.12694 1.12694 1.12413 1.12879
PP 1.12112 1.12112 1.12112 1.12204
S1 1.11743 1.11743 1.12239 1.11928
S2 1.11161 1.11161 1.12152
S3 1.10210 1.10792 1.12064
S4 1.09259 1.09841 1.11803
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.15985 1.15412 1.13017
R3 1.14728 1.14155 1.12672
R2 1.13471 1.13471 1.12556
R1 1.12898 1.12898 1.12441 1.13185
PP 1.12214 1.12214 1.12214 1.12357
S1 1.11641 1.11641 1.12211 1.11928
S2 1.10957 1.10957 1.12096
S3 1.09700 1.10384 1.11980
S4 1.08443 1.09127 1.11635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.12786 1.11529 0.01257 1.1% 0.00656 0.6% 63% False True 133,190
10 1.12786 1.11230 0.01556 1.4% 0.00633 0.6% 70% False False 132,668
20 1.13268 1.11230 0.02038 1.8% 0.00678 0.6% 54% False False 133,398
40 1.13660 1.10704 0.02956 2.6% 0.00694 0.6% 55% False False 134,016
60 1.13660 1.09518 0.04142 3.7% 0.00710 0.6% 68% False False 136,362
80 1.14258 1.09117 0.05141 4.6% 0.00832 0.7% 62% False False 156,491
100 1.14258 1.09117 0.05141 4.6% 0.00812 0.7% 62% False False 157,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00160
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.16522
2.618 1.14970
1.618 1.14019
1.000 1.13431
0.618 1.13068
HIGH 1.12480
0.618 1.12117
0.500 1.12005
0.382 1.11892
LOW 1.11529
0.618 1.10941
1.000 1.10578
1.618 1.09990
2.618 1.09039
4.250 1.07487
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 1.12219 1.12221
PP 1.12112 1.12116
S1 1.12005 1.12012

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

View Archives - Comment on this page... - Back to Index of Symbols