EURUSD Spot Fx

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	1.05321	1.06359	0.01038	1.0%	1.06426
High	1.06515	1.06669	0.00154	0.1%	1.08740
Low	1.05254	1.06026	0.00772	0.7%	1.05055
Close	1.06344	1.06219	-0.00125	-0.1%	1.05594
Range	0.01261	0.00643	-0.00618	-49.0%	0.03685
ATR	0.01147	0.01111	-0.00036	-3.1%	0.00000
Volume	160,031	155,124	-4,907	-3.1%	914,261

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.08234	1.07869	1.06573
R3	1.07591	1.07226	1.06396
R2	1.06948	1.06948	1.06337
R1	1.06583	1.06583	1.06278	1.06444
PP	1.06305	1.06305	1.06305	1.06235
S1	1.05940	1.05940	1.06160	1.05801
S2	1.05662	1.05662	1.06101
S3	1.05019	1.05297	1.06042
S4	1.04376	1.04654	1.05865

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.17518	1.15241	1.07621
R3	1.13833	1.11556	1.06607
R2	1.10148	1.10148	1.06270
R1	1.07871	1.07871	1.05932	1.07167
PP	1.06463	1.06463	1.06463	1.06111
S1	1.04186	1.04186	1.05256	1.03482
S2	1.02778	1.02778	1.04918
S3	0.99093	1.00501	1.04581
S4	0.95408	0.96816	1.03567

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.08740	1.05254	0.03486	3.3%	0.01246	1.2%	28%	False	False	165,110
10	1.08740	1.05055	0.03685	3.5%	0.01263	1.2%	32%	False	False	180,561
20	1.08740	1.05055	0.03685	3.5%	0.01092	1.0%	32%	False	False	182,406
40	1.12992	1.05055	0.07937	7.5%	0.01013	1.0%	15%	False	False	168,748
60	1.12992	1.05055	0.07937	7.5%	0.00903	0.9%	15%	False	False	157,430
80	1.13392	1.05055	0.08337	7.8%	0.00856	0.8%	14%	False	False	151,616
100	1.13660	1.05055	0.08605	8.1%	0.00831	0.8%	14%	False	False	147,673
120	1.13660	1.05055	0.08605	8.1%	0.00824	0.8%	14%	False	False	150,736

Crabel Price Patterns
NR	True
NR4	True
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	0.00395
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.09402
2.618	1.08352
1.618	1.07709
1.000	1.07312
0.618	1.07066
HIGH	1.06669
0.618	1.06423
0.500	1.06348
0.382	1.06272
LOW	1.06026
0.618	1.05629
1.000	1.05383
1.618	1.04986
2.618	1.04343
4.250	1.03293

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	1.06348	1.06133
PP	1.06305	1.06047
S1	1.06262	1.05962

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