EURUSD Spot Fx

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	1.11805	1.11360	-0.00445	-0.4%	1.12278
High	1.12014	1.11420	-0.00594	-0.5%	1.12431
Low	1.11310	1.10488	-0.00822	-0.7%	1.11041
Close	1.11364	1.10532	-0.00832	-0.7%	1.11988
Range	0.00704	0.00932	0.00228	32.4%	0.01390
ATR	0.00700	0.00716	0.00017	2.4%	0.00000
Volume	132,615	140,826	8,211	6.2%	695,903

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13609	1.13003	1.11045
R3	1.12677	1.12071	1.10788
R2	1.11745	1.11745	1.10703
R1	1.11139	1.11139	1.10617	1.10976
PP	1.10813	1.10813	1.10813	1.10732
S1	1.10207	1.10207	1.10447	1.10044
S2	1.09881	1.09881	1.10361
S3	1.08949	1.09275	1.10276
S4	1.08017	1.08343	1.10019

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	1.12332	1.10488	0.01844	1.7%	0.00761	0.7%	2%	False	True	143,779
10	1.12494	1.10488	0.02006	1.8%	0.00721	0.7%	2%	False	True	138,818
20	1.12813	1.10488	0.02325	2.1%	0.00689	0.6%	2%	False	True	135,915
40	1.13660	1.10488	0.03172	2.9%	0.00698	0.6%	1%	False	True	138,098
60	1.13660	1.09518	0.04142	3.7%	0.00707	0.6%	24%	False	False	134,520
80	1.14258	1.09117	0.05141	4.7%	0.00808	0.7%	28%	False	False	151,509
100	1.14258	1.09117	0.05141	4.7%	0.00821	0.7%	28%	False	False	156,272

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	0.00210
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.15381
2.618	1.13860
1.618	1.12928
1.000	1.12352
0.618	1.11996
HIGH	1.11420
0.618	1.11064
0.500	1.10954
0.382	1.10844
LOW	1.10488
0.618	1.09912
1.000	1.09556
1.618	1.08980
2.618	1.08048
4.250	1.06527

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	1.10954	1.11267
PP	1.10813	1.11022
S1	1.10673	1.10777

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

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