EURUSD Spot Fx

Trading Metrics calculated at close of trading on 22-Nov-2016

Day Change Summary
	Previous	Current
	21-Nov-2016	22-Nov-2016	Change	Change %	Previous Week
Open	1.05984	1.06280	0.00296	0.3%	1.08301
High	1.06490	1.06574	0.00084	0.1%	1.08398
Low	1.05784	1.05841	0.00057	0.1%	1.05691
Close	1.06273	1.06234	-0.00039	0.0%	1.05845
Range	0.00706	0.00733	0.00027	3.8%	0.02707
ATR	0.00963	0.00946	-0.00016	-1.7%	0.00000
Volume	178,052	177,080	-972	-0.5%	989,596

Daily Pivots for day following 22-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.08415	1.08058	1.06637
R3	1.07682	1.07325	1.06436
R2	1.06949	1.06949	1.06368
R1	1.06592	1.06592	1.06301	1.06404
PP	1.06216	1.06216	1.06216	1.06123
S1	1.05859	1.05859	1.06167	1.05671
S2	1.05483	1.05483	1.06100
S3	1.04750	1.05126	1.06032
S4	1.04017	1.04393	1.05831

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.14766	1.13012	1.07334
R3	1.12059	1.10305	1.06589
R2	1.09352	1.09352	1.06341
R1	1.07598	1.07598	1.06093	1.07122
PP	1.06645	1.06645	1.06645	1.06406
S1	1.04891	1.04891	1.05597	1.04415
S2	1.03938	1.03938	1.05349
S3	1.01231	1.02184	1.05101
S4	0.98524	0.99477	1.04356

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.07593	1.05691	0.01902	1.8%	0.00874	0.8%	29%	False	False	188,244
10	1.12992	1.05691	0.07301	6.9%	0.01244	1.2%	7%	False	False	211,330
20	1.12992	1.05691	0.07301	6.9%	0.00990	0.9%	7%	False	False	172,026
40	1.12992	1.05691	0.07301	6.9%	0.00838	0.8%	7%	False	False	151,549
60	1.13268	1.05691	0.07577	7.1%	0.00787	0.7%	7%	False	False	145,419
80	1.13660	1.05691	0.07969	7.5%	0.00771	0.7%	7%	False	False	141,946
100	1.13660	1.05691	0.07969	7.5%	0.00765	0.7%	7%	False	False	144,139
120	1.14258	1.05691	0.08567	8.1%	0.00838	0.8%	6%	False	False	155,609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00389
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.09689
2.618	1.08493
1.618	1.07760
1.000	1.07307
0.618	1.07027
HIGH	1.06574
0.618	1.06294
0.500	1.06208
0.382	1.06121
LOW	1.05841
0.618	1.05388
1.000	1.05108
1.618	1.04655
2.618	1.03922
4.250	1.02726

Fisher Pivots for day following 22-Nov-2016
Pivot	1 day	3 day
R1	1.06225	1.06200
PP	1.06216	1.06166
S1	1.06208	1.06133

Download as Excel Spreadsheet

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

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