EURUSD Spot Fx

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	1.09726	1.09274	-0.00452	-0.4%	1.09688
High	1.10297	1.09295	-0.01002	-0.9%	1.10297
Low	1.09157	1.08594	-0.00563	-0.5%	1.08594
Close	1.09282	1.08813	-0.00469	-0.4%	1.08813
Range	0.01140	0.00701	-0.00439	-38.5%	0.01703
ATR	0.00711	0.00711	-0.00001	-0.1%	0.00000
Volume	140,148	123,609	-16,539	-11.8%	557,965

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.11004	1.10609	1.09199
R3	1.10303	1.09908	1.09006
R2	1.09602	1.09602	1.08942
R1	1.09207	1.09207	1.08877	1.09054
PP	1.08901	1.08901	1.08901	1.08824
S1	1.08506	1.08506	1.08749	1.08353
S2	1.08200	1.08200	1.08684
S3	1.07499	1.07805	1.08620
S4	1.06798	1.07104	1.08427

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.14344	1.13281	1.09750
R3	1.12641	1.11578	1.09281
R2	1.10938	1.10938	1.09125
R1	1.09875	1.09875	1.08969	1.09555
PP	1.09235	1.09235	1.09235	1.09075
S1	1.08172	1.08172	1.08657	1.07852
S2	1.07532	1.07532	1.08501
S3	1.05829	1.06469	1.08345
S4	1.04126	1.04766	1.07876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.10297	1.08594	0.01703	1.6%	0.00667	0.6%	13%	False	True	111,593
10	1.12014	1.08594	0.03420	3.1%	0.00720	0.7%	6%	False	True	126,818
20	1.12786	1.08594	0.04192	3.9%	0.00702	0.6%	5%	False	True	131,502
40	1.13268	1.08594	0.04674	4.3%	0.00691	0.6%	5%	False	True	132,495
60	1.13660	1.08594	0.05066	4.7%	0.00700	0.6%	4%	False	True	132,246
80	1.13660	1.08594	0.05066	4.7%	0.00720	0.7%	4%	False	True	138,100
100	1.14258	1.08594	0.05664	5.2%	0.00808	0.7%	4%	False	True	153,466
120	1.14463	1.08594	0.05869	5.4%	0.00794	0.7%	4%	False	True	154,135

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.00182
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.12274
2.618	1.11130
1.618	1.10429
1.000	1.09996
0.618	1.09728
HIGH	1.09295
0.618	1.09027
0.500	1.08945
0.382	1.08862
LOW	1.08594
0.618	1.08161
1.000	1.07893
1.618	1.07460
2.618	1.06759
4.250	1.05615

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	1.08945	1.09446
PP	1.08901	1.09235
S1	1.08857	1.09024

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

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