EURUSD Spot Fx

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	1.07360	1.07220	-0.00140	-0.1%	1.10670
High	1.08162	1.07593	-0.00569	-0.5%	1.12992
Low	1.07140	1.06657	-0.00483	-0.5%	1.08304
Close	1.07198	1.06899	-0.00299	-0.3%	1.08531
Range	0.01022	0.00936	-0.00086	-8.4%	0.04688
ATR	0.00985	0.00981	-0.00003	-0.4%	0.00000
Volume	195,225	186,370	-8,855	-4.5%	1,020,858

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.09858	1.09314	1.07414
R3	1.08922	1.08378	1.07156
R2	1.07986	1.07986	1.07071
R1	1.07442	1.07442	1.06985	1.07246
PP	1.07050	1.07050	1.07050	1.06952
S1	1.06506	1.06506	1.06813	1.06310
S2	1.06114	1.06114	1.06727
S3	1.05178	1.05570	1.06642
S4	1.04242	1.04634	1.06384

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.24006	1.20957	1.11109
R3	1.19318	1.16269	1.09820
R2	1.14630	1.14630	1.09390
R1	1.11581	1.11581	1.08961	1.10762
PP	1.09942	1.09942	1.09942	1.09533
S1	1.06893	1.06893	1.08101	1.06074
S2	1.05254	1.05254	1.07672
S3	1.00566	1.02205	1.07242
S4	0.95878	0.97517	1.05953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.09533	1.06657	0.02876	2.7%	0.01018	1.0%	8%	False	True	194,938
10	1.12992	1.06657	0.06335	5.9%	0.01168	1.1%	4%	False	True	189,503
20	1.12992	1.06657	0.06335	5.9%	0.00957	0.9%	4%	False	True	159,398
40	1.12992	1.06657	0.06335	5.9%	0.00814	0.8%	4%	False	True	145,376
60	1.13392	1.06657	0.06735	6.3%	0.00782	0.7%	4%	False	True	142,052
80	1.13660	1.06657	0.07003	6.6%	0.00765	0.7%	3%	False	True	139,468
100	1.13660	1.06657	0.07003	6.6%	0.00771	0.7%	3%	False	True	144,165
120	1.14258	1.06657	0.07601	7.1%	0.00844	0.8%	3%	False	True	155,234

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	0.00385
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.11571
2.618	1.10043
1.618	1.09107
1.000	1.08529
0.618	1.08171
HIGH	1.07593
0.618	1.07235
0.500	1.07125
0.382	1.07015
LOW	1.06657
0.618	1.06079
1.000	1.05721
1.618	1.05143
2.618	1.04207
4.250	1.02679

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	1.07125	1.07528
PP	1.07050	1.07318
S1	1.06974	1.07109

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

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