EURUSD Spot Fx

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	1.08860	1.09070	0.00210	0.2%	1.09688
High	1.09453	1.09417	-0.00036	0.0%	1.10297
Low	1.08743	1.08827	0.00084	0.1%	1.08594
Close	1.09072	1.08953	-0.00119	-0.1%	1.08813
Range	0.00710	0.00590	-0.00120	-16.9%	0.01703
ATR	0.00680	0.00674	-0.00006	-0.9%	0.00000
Volume	129,142	132,698	3,556	2.8%	557,965

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.10836	1.10484	1.09278
R3	1.10246	1.09894	1.09115
R2	1.09656	1.09656	1.09061
R1	1.09304	1.09304	1.09007	1.09185
PP	1.09066	1.09066	1.09066	1.09006
S1	1.08714	1.08714	1.08899	1.08595
S2	1.08476	1.08476	1.08845
S3	1.07886	1.08124	1.08791
S4	1.07296	1.07534	1.08629

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	1.09453	1.08510	0.00943	0.9%	0.00588	0.5%	47%	False	False	124,797
10	1.10578	1.08510	0.02068	1.9%	0.00646	0.6%	21%	False	False	119,579
20	1.12480	1.08510	0.03970	3.6%	0.00697	0.6%	11%	False	False	131,194
40	1.13268	1.08510	0.04758	4.4%	0.00689	0.6%	9%	False	False	131,885
60	1.13660	1.08510	0.05150	4.7%	0.00698	0.6%	9%	False	False	132,386
80	1.13660	1.08510	0.05150	4.7%	0.00708	0.6%	9%	False	False	135,407
100	1.14258	1.08510	0.05748	5.3%	0.00803	0.7%	8%	False	False	151,573
120	1.14258	1.08510	0.05748	5.3%	0.00793	0.7%	8%	False	False	153,081

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00196
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.11925
2.618	1.10962
1.618	1.10372
1.000	1.10007
0.618	1.09782
HIGH	1.09417
0.618	1.09192
0.500	1.09122
0.382	1.09052
LOW	1.08827
0.618	1.08462
1.000	1.08237
1.618	1.07872
2.618	1.07282
4.250	1.06320

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	1.09122	1.08982
PP	1.09066	1.08972
S1	1.09009	1.08963

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

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