EURUSD Spot Fx

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	1.11490	1.11805	0.00315	0.3%	1.12278
High	1.12045	1.12014	-0.00031	0.0%	1.12431
Low	1.11041	1.11310	0.00269	0.2%	1.11041
Close	1.11988	1.11364	-0.00624	-0.6%	1.11988
Range	0.01004	0.00704	-0.00300	-29.9%	0.01390
ATR	0.00699	0.00700	0.00000	0.0%	0.00000
Volume	190,344	132,615	-57,729	-30.3%	695,903

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13675	1.13223	1.11751
R3	1.12971	1.12519	1.11558
R2	1.12267	1.12267	1.11493
R1	1.11815	1.11815	1.11429	1.11689
PP	1.11563	1.11563	1.11563	1.11500
S1	1.11111	1.11111	1.11299	1.10985
S2	1.10859	1.10859	1.11235
S3	1.10155	1.10407	1.11170
S4	1.09451	1.09703	1.10977

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.15990	1.15379	1.12753
R3	1.14600	1.13989	1.12370
R2	1.13210	1.13210	1.12243
R1	1.12599	1.12599	1.12115	1.12210
PP	1.11820	1.11820	1.11820	1.11625
S1	1.11209	1.11209	1.11861	1.10820
S2	1.10430	1.10430	1.11733
S3	1.09040	1.09819	1.11606
S4	1.07650	1.08429	1.11224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.12380	1.11041	0.01339	1.2%	0.00775	0.7%	24%	False	False	144,665
10	1.12586	1.11041	0.01545	1.4%	0.00696	0.6%	21%	False	False	137,869
20	1.12813	1.11041	0.01772	1.6%	0.00671	0.6%	18%	False	False	135,868
40	1.13660	1.11041	0.02619	2.4%	0.00711	0.6%	12%	False	False	138,860
60	1.13660	1.09518	0.04142	3.7%	0.00705	0.6%	45%	False	False	134,288
80	1.14258	1.09117	0.05141	4.6%	0.00810	0.7%	44%	False	False	152,087
100	1.14258	1.09117	0.05141	4.6%	0.00821	0.7%	44%	False	False	156,466

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00209
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.15006
2.618	1.13857
1.618	1.13153
1.000	1.12718
0.618	1.12449
HIGH	1.12014
0.618	1.11745
0.500	1.11662
0.382	1.11579
LOW	1.11310
0.618	1.10875
1.000	1.10606
1.618	1.10171
2.618	1.09467
4.250	1.08318

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	1.11662	1.11582
PP	1.11563	1.11509
S1	1.11463	1.11437

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