EURUSD Spot Fx

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	26-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	1.04560	1.04610	0.00050	0.0%	1.04313
High	1.04677	1.04630	-0.00047	0.0%	1.04989
Low	1.04402	1.04324	-0.00078	-0.1%	1.03520
Close	1.04573	1.04541	-0.00032	0.0%	1.04523
Range	0.00275	0.00306	0.00031	11.3%	0.01469
ATR	0.00956	0.00909	-0.00046	-4.9%	0.00000
Volume	84,375	72,228	-12,147	-14.4%	685,050

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.05416	1.05285	1.04709
R3	1.05110	1.04979	1.04625
R2	1.04804	1.04804	1.04597
R1	1.04673	1.04673	1.04569	1.04586
PP	1.04498	1.04498	1.04498	1.04455
S1	1.04367	1.04367	1.04513	1.04280
S2	1.04192	1.04192	1.04485
S3	1.03886	1.04061	1.04457
S4	1.03580	1.03755	1.04373

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	1.03823	0.01166	1.1%	0.00487	0.5%	62%	False	False	106,630
10	1.06698	1.03520	0.03178	3.0%	0.00814	0.8%	32%	False	False	143,191
20	1.08740	1.03520	0.05220	5.0%	0.01038	1.0%	20%	False	False	161,876
40	1.12992	1.03520	0.09472	9.1%	0.01037	1.0%	11%	False	False	173,404
60	1.12992	1.03520	0.09472	9.1%	0.00929	0.9%	11%	False	False	158,858
80	1.13268	1.03520	0.09748	9.3%	0.00863	0.8%	10%	False	False	153,083
100	1.13660	1.03520	0.10140	9.7%	0.00840	0.8%	10%	False	False	149,512
120	1.13660	1.03520	0.10140	9.7%	0.00820	0.8%	10%	False	False	146,610

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.00148
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.05931
2.618	1.05431
1.618	1.05125
1.000	1.04936
0.618	1.04819
HIGH	1.04630
0.618	1.04513
0.500	1.04477
0.382	1.04441
LOW	1.04324
0.618	1.04135
1.000	1.04018
1.618	1.03829
2.618	1.03523
4.250	1.03024

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	1.04520	1.04518
PP	1.04498	1.04495
S1	1.04477	1.04472

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

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