EURUSD Spot Fx

Trading Metrics calculated at close of trading on 23-Dec-2016

Day Change Summary
	Previous	Current
	22-Dec-2016	23-Dec-2016	Change	Change %	Previous Week
Open	1.04240	1.04338	0.00098	0.1%	1.04313
High	1.04989	1.04670	-0.00319	-0.3%	1.04989
Low	1.04225	1.04266	0.00041	0.0%	1.03520
Close	1.04351	1.04523	0.00172	0.2%	1.04523
Range	0.00764	0.00404	-0.00360	-47.1%	0.01469
ATR	0.01055	0.01008	-0.00046	-4.4%	0.00000
Volume	154,336	82,043	-72,293	-46.8%	685,050

Daily Pivots for day following 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.05698	1.05515	1.04745
R3	1.05294	1.05111	1.04634
R2	1.04890	1.04890	1.04597
R1	1.04707	1.04707	1.04560	1.04799
PP	1.04486	1.04486	1.04486	1.04532
S1	1.04303	1.04303	1.04486	1.04395
S2	1.04082	1.04082	1.04449
S3	1.03678	1.03899	1.04412
S4	1.03274	1.03495	1.04301

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.08751	1.08106	1.05331
R3	1.07282	1.06637	1.04927
R2	1.05813	1.05813	1.04792
R1	1.05168	1.05168	1.04658	1.05491
PP	1.04344	1.04344	1.04344	1.04505
S1	1.03699	1.03699	1.04388	1.04022
S2	1.02875	1.02875	1.04254
S3	1.01406	1.02230	1.04119
S4	0.99937	1.00761	1.03715

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.04989	1.03520	0.01469	1.4%	0.00675	0.6%	68%	False	False	137,010
10	1.06698	1.03520	0.03178	3.0%	0.00947	0.9%	32%	False	False	159,046
20	1.08740	1.03520	0.05220	5.0%	0.01115	1.1%	19%	False	False	171,999
40	1.12992	1.03520	0.09472	9.1%	0.01063	1.0%	11%	False	False	175,343
60	1.12992	1.03520	0.09472	9.1%	0.00942	0.9%	11%	False	False	160,422
80	1.13268	1.03520	0.09748	9.3%	0.00876	0.8%	10%	False	False	153,666
100	1.13660	1.03520	0.10140	9.7%	0.00843	0.8%	10%	False	False	149,860
120	1.13660	1.03520	0.10140	9.7%	0.00826	0.8%	10%	False	False	148,392

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00172
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1.06387
2.618	1.05728
1.618	1.05324
1.000	1.05074
0.618	1.04920
HIGH	1.04670
0.618	1.04516
0.500	1.04468
0.382	1.04420
LOW	1.04266
0.618	1.04016
1.000	1.03862
1.618	1.03612
2.618	1.03208
4.250	1.02549

Fisher Pivots for day following 23-Dec-2016
Pivot	1 day	3 day
R1	1.04505	1.04484
PP	1.04486	1.04445
S1	1.04468	1.04406

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

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