EURUSD Spot Fx

Trading Metrics calculated at close of trading on 05-Jan-2017

Day Change Summary
	Previous	Current
	04-Jan-2017	05-Jan-2017	Change	Change %	Previous Week
Open	1.04040	1.04880	0.00840	0.8%	1.04560
High	1.04993	1.06136	0.01143	1.1%	1.06495
Low	1.03896	1.04808	0.00912	0.9%	1.03722
Close	1.04870	1.06015	0.01145	1.1%	1.05168
Range	0.01097	0.01328	0.00231	21.1%	0.02773
ATR	0.01000	0.01023	0.00023	2.3%	0.00000
Volume	134,017	173,754	39,737	29.7%	527,188

Daily Pivots for day following 05-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.09637	1.09154	1.06745
R3	1.08309	1.07826	1.06380
R2	1.06981	1.06981	1.06258
R1	1.06498	1.06498	1.06137	1.06740
PP	1.05653	1.05653	1.05653	1.05774
S1	1.05170	1.05170	1.05893	1.05412
S2	1.04325	1.04325	1.05772
S3	1.02997	1.03842	1.05650
S4	1.01669	1.02514	1.05285

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%	0.01267	1.2%	84%	False	False	134,015
10	1.06495	1.03405	0.03090	2.9%	0.00925	0.9%	84%	False	False	112,091
20	1.06698	1.03405	0.03293	3.1%	0.00965	0.9%	79%	False	False	139,441
40	1.09231	1.03405	0.05826	5.5%	0.01037	1.0%	45%	False	False	163,901
60	1.12992	1.03405	0.09587	9.0%	0.00980	0.9%	27%	False	False	156,592
80	1.12992	1.03405	0.09587	9.0%	0.00909	0.9%	27%	False	False	151,612
100	1.13593	1.03405	0.10188	9.6%	0.00865	0.8%	26%	False	False	148,820
120	1.13660	1.03405	0.10255	9.7%	0.00844	0.8%	25%	False	False	145,481

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	0.00122
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.11780
2.618	1.09613
1.618	1.08285
1.000	1.07464
0.618	1.06957
HIGH	1.06136
0.618	1.05629
0.500	1.05472
0.382	1.05315
LOW	1.04808
0.618	1.03987
1.000	1.03480
1.618	1.02659
2.618	1.01331
4.250	0.99164

Fisher Pivots for day following 05-Jan-2017
Pivot	1 day	3 day
R1	1.05834	1.05600
PP	1.05653	1.05185
S1	1.05472	1.04771

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

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