EURUSD Spot Fx

Trading Metrics calculated at close of trading on 01-Nov-2016

Day Change Summary
	Previous	Current
	31-Oct-2016	01-Nov-2016	Change	Change %	Previous Week
Open	1.09869	1.09794	-0.00075	-0.1%	1.08812
High	1.09906	1.10687	0.00781	0.7%	1.09914
Low	1.09357	1.09583	0.00226	0.2%	1.08510
Close	1.09799	1.10552	0.00753	0.7%	1.09838
Range	0.00549	0.01104	0.00555	101.1%	0.01404
ATR	0.00686	0.00715	0.00030	4.4%	0.00000
Volume	111,937	122,198	10,261	9.2%	647,556

Daily Pivots for day following 01-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13586	1.13173	1.11159
R3	1.12482	1.12069	1.10856
R2	1.11378	1.11378	1.10754
R1	1.10965	1.10965	1.10653	1.11172
PP	1.10274	1.10274	1.10274	1.10377
S1	1.09861	1.09861	1.10451	1.10068
S2	1.09170	1.09170	1.10350
S3	1.08066	1.08757	1.10248
S4	1.06962	1.07653	1.09945

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13633	1.13139	1.10610
R3	1.12229	1.11735	1.10224
R2	1.10825	1.10825	1.10095
R1	1.10331	1.10331	1.09967	1.10578
PP	1.09421	1.09421	1.09421	1.09544
S1	1.08927	1.08927	1.09709	1.09174
S2	1.08017	1.08017	1.09581
S3	1.06613	1.07523	1.09452
S4	1.05209	1.06119	1.09066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.10687	1.08743	0.01944	1.8%	0.00788	0.7%	93%	True	False	128,631
10	1.10687	1.08510	0.02177	2.0%	0.00722	0.7%	94%	True	False	124,564
20	1.12332	1.08510	0.03822	3.5%	0.00713	0.6%	53%	False	False	129,766
40	1.13268	1.08510	0.04758	4.3%	0.00689	0.6%	43%	False	False	132,762
60	1.13660	1.08510	0.05150	4.7%	0.00709	0.6%	40%	False	False	133,583
80	1.13660	1.08510	0.05150	4.7%	0.00711	0.6%	40%	False	False	133,213
100	1.14258	1.08510	0.05748	5.2%	0.00804	0.7%	36%	False	False	149,972
120	1.14258	1.08510	0.05748	5.2%	0.00800	0.7%	36%	False	False	152,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00189
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.15379
2.618	1.13577
1.618	1.12473
1.000	1.11791
0.618	1.11369
HIGH	1.10687
0.618	1.10265
0.500	1.10135
0.382	1.10005
LOW	1.09583
0.618	1.08901
1.000	1.08479
1.618	1.07797
2.618	1.06693
4.250	1.04891

Fisher Pivots for day following 01-Nov-2016
Pivot	1 day	3 day
R1	1.10413	1.10304
PP	1.10274	1.10055
S1	1.10135	1.09807

Download as Excel Spreadsheet

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

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