EURUSD Spot Fx

Trading Metrics calculated at close of trading on 17-Oct-2016

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	1.10544	1.09688	-0.00856	-0.8%	1.11805
High	1.10578	1.10077	-0.00501	-0.5%	1.12014
Low	1.09697	1.09638	-0.00059	-0.1%	1.09697
Close	1.09708	1.09986	0.00278	0.3%	1.09708
Range	0.00881	0.00439	-0.00442	-50.2%	0.02317
ATR	0.00723	0.00703	-0.00020	-2.8%	0.00000
Volume	137,458	99,448	-38,010	-27.7%	710,221

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.11217	1.11041	1.10227
R3	1.10778	1.10602	1.10107
R2	1.10339	1.10339	1.10066
R1	1.10163	1.10163	1.10026	1.10251
PP	1.09900	1.09900	1.09900	1.09945
S1	1.09724	1.09724	1.09946	1.09812
S2	1.09461	1.09461	1.09906
S3	1.09022	1.09285	1.09865
S4	1.08583	1.08846	1.09745

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.17424	1.15883	1.10982
R3	1.15107	1.13566	1.10345
R2	1.12790	1.12790	1.10133
R1	1.11249	1.11249	1.09920	1.10861
PP	1.10473	1.10473	1.10473	1.10279
S1	1.08932	1.08932	1.09496	1.08544
S2	1.08156	1.08156	1.09283
S3	1.05839	1.06615	1.09071
S4	1.03522	1.04298	1.08434

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.11420	1.09638	0.01782	1.6%	0.00720	0.7%	20%	False	True	135,410
10	1.12380	1.09638	0.02742	2.5%	0.00748	0.7%	13%	False	True	140,038
20	1.12786	1.09638	0.03148	2.9%	0.00686	0.6%	11%	False	True	136,231
40	1.13546	1.09638	0.03908	3.6%	0.00697	0.6%	9%	False	True	135,715
60	1.13660	1.09638	0.04022	3.7%	0.00708	0.6%	9%	False	True	134,149
80	1.13660	1.09518	0.04142	3.8%	0.00735	0.7%	11%	False	False	143,284
100	1.14258	1.09117	0.05141	4.7%	0.00824	0.7%	17%	False	False	155,937

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.00168
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.11943
2.618	1.11226
1.618	1.10787
1.000	1.10516
0.618	1.10348
HIGH	1.10077
0.618	1.09909
0.500	1.09858
0.382	1.09806
LOW	1.09638
0.618	1.09367
1.000	1.09199
1.618	1.08928
2.618	1.08489
4.250	1.07772

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	1.09943	1.10108
PP	1.09900	1.10067
S1	1.09858	1.10027

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

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