EURUSD Spot Fx

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	1.09783	1.09726	-0.00057	-0.1%	1.11805
High	1.10043	1.10297	0.00254	0.2%	1.12014
Low	1.09547	1.09157	-0.00390	-0.4%	1.09697
Close	1.09729	1.09282	-0.00447	-0.4%	1.09708
Range	0.00496	0.01140	0.00644	129.8%	0.02317
ATR	0.00678	0.00711	0.00033	4.9%	0.00000
Volume	100,201	140,148	39,947	39.9%	710,221

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.12999	1.12280	1.09909
R3	1.11859	1.11140	1.09596
R2	1.10719	1.10719	1.09491
R1	1.10000	1.10000	1.09387	1.09790
PP	1.09579	1.09579	1.09579	1.09473
S1	1.08860	1.08860	1.09178	1.08650
S2	1.08439	1.08439	1.09073
S3	1.07299	1.07720	1.08969
S4	1.06159	1.06580	1.08655

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	1.10578	1.09157	0.01421	1.3%	0.00703	0.6%	9%	False	True	114,362
10	1.12045	1.09157	0.02888	2.6%	0.00751	0.7%	4%	False	True	133,492
20	1.12786	1.09157	0.03629	3.3%	0.00690	0.6%	3%	False	True	131,588
40	1.13392	1.09157	0.04235	3.9%	0.00713	0.7%	3%	False	True	133,679
60	1.13660	1.09157	0.04503	4.1%	0.00709	0.6%	3%	False	True	132,885
80	1.13660	1.09157	0.04503	4.1%	0.00723	0.7%	3%	False	True	139,006
100	1.14258	1.09117	0.05141	4.7%	0.00825	0.8%	3%	False	False	154,226
120	1.14749	1.09117	0.05632	5.2%	0.00795	0.7%	3%	False	False	154,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00225
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1.15142
2.618	1.13282
1.618	1.12142
1.000	1.11437
0.618	1.11002
HIGH	1.10297
0.618	1.09862
0.500	1.09727
0.382	1.09592
LOW	1.09157
0.618	1.08452
1.000	1.08017
1.618	1.07312
2.618	1.06172
4.250	1.04312

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	1.09727	1.09727
PP	1.09579	1.09579
S1	1.09430	1.09430

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

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