EURUSD Spot Fx

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	1.11033	1.10670	-0.00363	-0.3%	1.09869
High	1.11407	1.11100	-0.00307	-0.3%	1.11407
Low	1.10796	1.10273	-0.00523	-0.5%	1.09357
Close	1.11397	1.10395	-0.01002	-0.9%	1.11397
Range	0.00611	0.00827	0.00216	35.4%	0.02050
ATR	0.00705	0.00735	0.00030	4.2%	0.00000
Volume	136,958	133,139	-3,819	-2.8%	665,920

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13070	1.12560	1.10850
R3	1.12243	1.11733	1.10622
R2	1.11416	1.11416	1.10547
R1	1.10906	1.10906	1.10471	1.10748
PP	1.10589	1.10589	1.10589	1.10510
S1	1.10079	1.10079	1.10319	1.09921
S2	1.09762	1.09762	1.10243
S3	1.08935	1.09252	1.10168
S4	1.08108	1.08425	1.09940

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.16870	1.16184	1.12525
R3	1.14820	1.14134	1.11961
R2	1.12770	1.12770	1.11773
R1	1.12084	1.12084	1.11585	1.12427
PP	1.10720	1.10720	1.10720	1.10892
S1	1.10034	1.10034	1.11209	1.10377
S2	1.08670	1.08670	1.11021
S3	1.06620	1.07984	1.10833
S4	1.04570	1.05934	1.10270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.11407	1.09583	0.01824	1.7%	0.00787	0.7%	45%	False	False	137,424
10	1.11407	1.08510	0.02897	2.6%	0.00731	0.7%	65%	False	False	133,844
20	1.11420	1.08510	0.02910	2.6%	0.00711	0.6%	65%	False	False	129,109
40	1.12813	1.08510	0.04303	3.9%	0.00691	0.6%	44%	False	False	132,488
60	1.13660	1.08510	0.05150	4.7%	0.00711	0.6%	37%	False	False	135,610
80	1.13660	1.08510	0.05150	4.7%	0.00706	0.6%	37%	False	False	132,994
100	1.14258	1.08510	0.05748	5.2%	0.00790	0.7%	33%	False	False	147,491
120	1.14258	1.08510	0.05748	5.2%	0.00803	0.7%	33%	False	False	151,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.00188
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.14615
2.618	1.13265
1.618	1.12438
1.000	1.11927
0.618	1.11611
HIGH	1.11100
0.618	1.10784
0.500	1.10687
0.382	1.10589
LOW	1.10273
0.618	1.09762
1.000	1.09446
1.618	1.08935
2.618	1.08108
4.250	1.06758

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	1.10687	1.10840
PP	1.10589	1.10692
S1	1.10492	1.10543

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