EURUSD Spot Fx

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	1.09274	1.08812	-0.00462	-0.4%	1.09688
High	1.09295	1.08994	-0.00301	-0.3%	1.10297
Low	1.08594	1.08591	-0.00003	0.0%	1.08594
Close	1.08813	1.08810	-0.00003	0.0%	1.08813
Range	0.00701	0.00403	-0.00298	-42.5%	0.01703
ATR	0.00711	0.00689	-0.00022	-3.1%	0.00000
Volume	123,609	108,168	-15,441	-12.5%	557,965

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.10007	1.09812	1.09032
R3	1.09604	1.09409	1.08921
R2	1.09201	1.09201	1.08884
R1	1.09006	1.09006	1.08847	1.08902
PP	1.08798	1.08798	1.08798	1.08747
S1	1.08603	1.08603	1.08773	1.08499
S2	1.08395	1.08395	1.08736
S3	1.07992	1.08200	1.08699
S4	1.07589	1.07797	1.08588

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	1.08591	0.01706	1.6%	0.00660	0.6%	13%	False	True	113,337
10	1.11420	1.08591	0.02829	2.6%	0.00690	0.6%	8%	False	True	124,373
20	1.12586	1.08591	0.03995	3.7%	0.00693	0.6%	5%	False	True	131,121
40	1.13268	1.08591	0.04677	4.3%	0.00688	0.6%	5%	False	True	132,087
60	1.13660	1.08591	0.05069	4.7%	0.00702	0.6%	4%	False	True	131,869
80	1.13660	1.08591	0.05069	4.7%	0.00717	0.7%	4%	False	True	137,817
100	1.14258	1.08591	0.05667	5.2%	0.00806	0.7%	4%	False	True	152,671
120	1.14463	1.08591	0.05872	5.4%	0.00794	0.7%	4%	False	True	153,730

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	False
Bull Hook	False
Stretch	0.00179
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.10707
2.618	1.10049
1.618	1.09646
1.000	1.09397
0.618	1.09243
HIGH	1.08994
0.618	1.08840
0.500	1.08793
0.382	1.08745
LOW	1.08591
0.618	1.08342
1.000	1.08188
1.618	1.07939
2.618	1.07536
4.250	1.06878

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	1.08804	1.09444
PP	1.08798	1.09233
S1	1.08793	1.09021

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