EURUSD Spot Fx

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	1.06230	1.05310	-0.00920	-0.9%	1.06426
High	1.06698	1.05395	-0.01303	-1.2%	1.08740
Low	1.04971	1.03663	-0.01308	-1.2%	1.05055
Close	1.05321	1.04121	-0.01200	-1.1%	1.05594
Range	0.01727	0.01732	0.00005	0.3%	0.03685
ATR	0.01155	0.01196	0.00041	3.6%	0.00000
Volume	175,957	238,493	62,536	35.5%	914,261

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.09589	1.08587	1.05074
R3	1.07857	1.06855	1.04597
R2	1.06125	1.06125	1.04439
R1	1.05123	1.05123	1.04280	1.04758
PP	1.04393	1.04393	1.04393	1.04211
S1	1.03391	1.03391	1.03962	1.03026
S2	1.02661	1.02661	1.03803
S3	1.00929	1.01659	1.03645
S4	0.99197	0.99927	1.03168

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	1.06698	1.03663	0.03035	2.9%	0.01270	1.2%	15%	False	True	177,820
10	1.08740	1.03663	0.05077	4.9%	0.01411	1.4%	9%	False	True	182,721
20	1.08740	1.03663	0.05077	4.9%	0.01155	1.1%	9%	False	True	184,138
40	1.12992	1.03663	0.09329	9.0%	0.01059	1.0%	5%	False	True	173,100
60	1.12992	1.03663	0.09329	9.0%	0.00936	0.9%	5%	False	True	159,263
80	1.13392	1.03663	0.09729	9.3%	0.00886	0.9%	5%	False	True	153,390
100	1.13660	1.03663	0.09997	9.6%	0.00849	0.8%	5%	False	True	148,971
120	1.13660	1.03663	0.09997	9.6%	0.00835	0.8%	5%	False	True	150,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00426
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.12756
2.618	1.09929
1.618	1.08197
1.000	1.07127
0.618	1.06465
HIGH	1.05395
0.618	1.04733
0.500	1.04529
0.382	1.04325
LOW	1.03663
0.618	1.02593
1.000	1.01931
1.618	1.00861
2.618	0.99129
4.250	0.96302

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	1.04529	1.05181
PP	1.04393	1.04827
S1	1.04257	1.04474

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

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