EURUSD Spot Fx

Trading Metrics calculated at close of trading on 02-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	02-Jan-2017	Change	Change %	Previous Week
Open	1.04841	1.05170	0.00329	0.3%	1.04560
High	1.06495	1.05262	-0.01233	-1.2%	1.06495
Low	1.04841	1.04500	-0.00341	-0.3%	1.03722
Close	1.05168	1.04526	-0.00642	-0.6%	1.05168
Range	0.01654	0.00762	-0.00892	-53.9%	0.02773
ATR	0.00969	0.00954	-0.00015	-1.5%	0.00000
Volume	158,392	74,915	-83,477	-52.7%	527,188

Daily Pivots for day following 02-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.07049	1.06549	1.04945
R3	1.06287	1.05787	1.04736
R2	1.05525	1.05525	1.04666
R1	1.05025	1.05025	1.04596	1.04894
PP	1.04763	1.04763	1.04763	1.04697
S1	1.04263	1.04263	1.04456	1.04132
S2	1.04001	1.04001	1.04386
S3	1.03239	1.03501	1.04316
S4	1.02477	1.02739	1.04107

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.13447	1.12081	1.06693
R3	1.10674	1.09308	1.05931
R2	1.07901	1.07901	1.05676
R1	1.06535	1.06535	1.05422	1.07218
PP	1.05128	1.05128	1.05128	1.05470
S1	1.03762	1.03762	1.04914	1.04445
S2	1.02355	1.02355	1.04660
S3	0.99582	1.00989	1.04405
S4	0.96809	0.98216	1.03643

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.06495	1.03722	0.02773	2.7%	0.00929	0.9%	29%	False	False	103,545
10	1.06495	1.03520	0.02975	2.8%	0.00743	0.7%	34%	False	False	113,245
20	1.08740	1.03520	0.05220	5.0%	0.00979	0.9%	19%	False	False	143,231
40	1.12992	1.03520	0.09472	9.1%	0.01074	1.0%	11%	False	False	170,419
60	1.12992	1.03520	0.09472	9.1%	0.00953	0.9%	11%	False	False	156,649
80	1.12992	1.03520	0.09472	9.1%	0.00882	0.8%	11%	False	False	151,454
100	1.13660	1.03520	0.10140	9.7%	0.00856	0.8%	10%	False	False	149,533
120	1.13660	1.03520	0.10140	9.7%	0.00829	0.8%	10%	False	False	145,469

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	0.00084
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.08501
2.618	1.07257
1.618	1.06495
1.000	1.06024
0.618	1.05733
HIGH	1.05262
0.618	1.04971
0.500	1.04881
0.382	1.04791
LOW	1.04500
0.618	1.04029
1.000	1.03738
1.618	1.03267
2.618	1.02505
4.250	1.01262

Fisher Pivots for day following 02-Jan-2017
Pivot	1 day	3 day
R1	1.04881	1.05289
PP	1.04763	1.05034
S1	1.04644	1.04780

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