EURUSD Spot Fx

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	02-Jan-2017	03-Jan-2017	Change	Change %	Previous Week
Open	1.05170	1.04520	-0.00650	-0.6%	1.04560
High	1.05262	1.04899	-0.00363	-0.3%	1.06495
Low	1.04500	1.03405	-0.01095	-1.0%	1.03722
Close	1.04526	1.04050	-0.00476	-0.5%	1.05168
Range	0.00762	0.01494	0.00732	96.1%	0.02773
ATR	0.00954	0.00993	0.00039	4.0%	0.00000
Volume	74,915	128,999	54,084	72.2%	527,188

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.08600	1.07819	1.04872
R3	1.07106	1.06325	1.04461
R2	1.05612	1.05612	1.04324
R1	1.04831	1.04831	1.04187	1.04475
PP	1.04118	1.04118	1.04118	1.03940
S1	1.03337	1.03337	1.03913	1.02981
S2	1.02624	1.02624	1.03776
S3	1.01130	1.01843	1.03639
S4	0.99636	1.00349	1.03228

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	1.03405	0.03090	3.0%	0.01167	1.1%	21%	False	True	114,899
10	1.06495	1.03405	0.03090	3.0%	0.00827	0.8%	21%	False	True	110,765
20	1.08740	1.03405	0.05335	5.1%	0.01010	1.0%	12%	False	True	141,598
40	1.12992	1.03405	0.09587	9.2%	0.01097	1.1%	7%	False	True	170,665
60	1.12992	1.03405	0.09587	9.2%	0.00962	0.9%	7%	False	True	156,452
80	1.12992	1.03405	0.09587	9.2%	0.00894	0.9%	7%	False	True	151,318
100	1.13660	1.03405	0.10255	9.9%	0.00857	0.8%	6%	False	True	149,110
120	1.13660	1.03405	0.10255	9.9%	0.00835	0.8%	6%	False	True	145,486

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00106
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.11249
2.618	1.08810
1.618	1.07316
1.000	1.06393
0.618	1.05822
HIGH	1.04899
0.618	1.04328
0.500	1.04152
0.382	1.03976
LOW	1.03405
0.618	1.02482
1.000	1.01911
1.618	1.00988
2.618	0.99494
4.250	0.97056

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	1.04152	1.04950
PP	1.04118	1.04650
S1	1.04084	1.04350

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