EURUSD Spot Fx

Trading Metrics calculated at close of trading on 20-Dec-2016

Day Change Summary
	Previous	Current
	19-Dec-2016	20-Dec-2016	Change	Change %	Previous Week
Open	1.04313	1.04010	-0.00303	-0.3%	1.05321
High	1.04792	1.04175	-0.00617	-0.6%	1.06698
Low	1.03925	1.03520	-0.00405	-0.4%	1.03663
Close	1.04015	1.03862	-0.00153	-0.1%	1.04453
Range	0.00867	0.00655	-0.00212	-24.5%	0.03035
ATR	0.01142	0.01107	-0.00035	-3.0%	0.00000
Volume	154,701	153,799	-902	-0.6%	905,419

Daily Pivots for day following 20-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.05817	1.05495	1.04222
R3	1.05162	1.04840	1.04042
R2	1.04507	1.04507	1.03982
R1	1.04185	1.04185	1.03922	1.04019
PP	1.03852	1.03852	1.03852	1.03769
S1	1.03530	1.03530	1.03802	1.03364
S2	1.03197	1.03197	1.03742
S3	1.02542	1.02875	1.03682
S4	1.01887	1.02220	1.03502

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.14043	1.12283	1.06122
R3	1.11008	1.09248	1.05288
R2	1.07973	1.07973	1.05009
R1	1.06213	1.06213	1.04731	1.05576
PP	1.04938	1.04938	1.04938	1.04619
S1	1.03178	1.03178	1.04175	1.02541
S2	1.01903	1.01903	1.03897
S3	0.98868	1.00143	1.03618
S4	0.95833	0.97108	1.02784

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.06698	1.03520	0.03178	3.1%	0.01142	1.1%	11%	False	True	179,752
10	1.08740	1.03520	0.05220	5.0%	0.01194	1.1%	7%	False	True	172,431
20	1.08740	1.03520	0.05220	5.0%	0.01159	1.1%	7%	False	True	180,283
40	1.12992	1.03520	0.09472	9.1%	0.01074	1.0%	4%	False	True	176,154
60	1.12992	1.03520	0.09472	9.1%	0.00945	0.9%	4%	False	True	161,127
80	1.13268	1.03520	0.09748	9.4%	0.00880	0.8%	4%	False	True	154,135
100	1.13660	1.03520	0.10140	9.8%	0.00848	0.8%	3%	False	True	149,614
120	1.13660	1.03520	0.10140	9.8%	0.00830	0.8%	3%	False	True	150,163

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.00305
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.06959
2.618	1.05890
1.618	1.05235
1.000	1.04830
0.618	1.04580
HIGH	1.04175
0.618	1.03925
0.500	1.03848
0.382	1.03770
LOW	1.03520
0.618	1.03115
1.000	1.02865
1.618	1.02460
2.618	1.01805
4.250	1.00736

Fisher Pivots for day following 20-Dec-2016
Pivot	1 day	3 day
R1	1.03857	1.04156
PP	1.03852	1.04058
S1	1.03848	1.03960

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

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