EURUSD Spot Fx

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	1.04520	1.04040	-0.00480	-0.5%	1.04560
High	1.04899	1.04993	0.00094	0.1%	1.06495
Low	1.03405	1.03896	0.00491	0.5%	1.03722
Close	1.04050	1.04870	0.00820	0.8%	1.05168
Range	0.01494	0.01097	-0.00397	-26.6%	0.02773
ATR	0.00993	0.01000	0.00007	0.8%	0.00000
Volume	128,999	134,017	5,018	3.9%	527,188

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.07877	1.07471	1.05473
R3	1.06780	1.06374	1.05172
R2	1.05683	1.05683	1.05071
R1	1.05277	1.05277	1.04971	1.05480
PP	1.04586	1.04586	1.04586	1.04688
S1	1.04180	1.04180	1.04769	1.04383
S2	1.03489	1.03489	1.04669
S3	1.02392	1.03083	1.04568
S4	1.01295	1.01986	1.04267

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	2.9%	0.01172	1.1%	47%	False	False	122,133
10	1.06495	1.03405	0.03090	2.9%	0.00868	0.8%	47%	False	False	110,149
20	1.08740	1.03405	0.05335	5.1%	0.01036	1.0%	27%	False	False	141,229
40	1.09533	1.03405	0.06128	5.8%	0.01027	1.0%	24%	False	False	164,422
60	1.12992	1.03405	0.09587	9.1%	0.00970	0.9%	15%	False	False	156,165
80	1.12992	1.03405	0.09587	9.1%	0.00900	0.9%	15%	False	False	151,310
100	1.13660	1.03405	0.10255	9.8%	0.00860	0.8%	14%	False	False	148,829
120	1.13660	1.03405	0.10255	9.8%	0.00840	0.8%	14%	False	False	145,450

Crabel Price Patterns
NR	True
NR4	False
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	0.00116
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.09655
2.618	1.07865
1.618	1.06768
1.000	1.06090
0.618	1.05671
HIGH	1.04993
0.618	1.04574
0.500	1.04445
0.382	1.04315
LOW	1.03896
0.618	1.03218
1.000	1.02799
1.618	1.02121
2.618	1.01024
4.250	0.99234

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	1.04728	1.04691
PP	1.04586	1.04512
S1	1.04445	1.04334

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

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