EURUSD Spot Fx

Trading Metrics calculated at close of trading on 09-Jan-2017

Day Change Summary
	Previous	Current
	06-Jan-2017	09-Jan-2017	Change	Change %	Previous Week
Open	1.06005	1.05284	-0.00721	-0.7%	1.05170
High	1.06125	1.05822	-0.00303	-0.3%	1.06136
Low	1.05244	1.05108	-0.00136	-0.1%	1.03405
Close	1.05290	1.05725	0.00435	0.4%	1.05290
Range	0.00881	0.00714	-0.00167	-19.0%	0.02731
ATR	0.01013	0.00992	-0.00021	-2.1%	0.00000
Volume	145,284	123,144	-22,140	-15.2%	656,969

Daily Pivots for day following 09-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.07694	1.07423	1.06118
R3	1.06980	1.06709	1.05921
R2	1.06266	1.06266	1.05856
R1	1.05995	1.05995	1.05790	1.06131
PP	1.05552	1.05552	1.05552	1.05619
S1	1.05281	1.05281	1.05660	1.05417
S2	1.04838	1.04838	1.05594
S3	1.04124	1.04567	1.05529
S4	1.03410	1.03853	1.05332

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.13137	1.11944	1.06792
R3	1.10406	1.09213	1.06041
R2	1.07675	1.07675	1.05791
R1	1.06482	1.06482	1.05540	1.07079
PP	1.04944	1.04944	1.04944	1.05242
S1	1.03751	1.03751	1.05040	1.04348
S2	1.02213	1.02213	1.04789
S3	0.99482	1.01020	1.04539
S4	0.96751	0.98289	1.03788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.06136	1.03405	0.02731	2.6%	0.01103	1.0%	85%	False	False	141,039
10	1.06495	1.03405	0.03090	2.9%	0.01016	1.0%	75%	False	False	122,292
20	1.06698	1.03405	0.03293	3.1%	0.00932	0.9%	70%	False	False	136,886
40	1.08740	1.03405	0.05335	5.0%	0.01021	1.0%	43%	False	False	160,649
60	1.12992	1.03405	0.09587	9.1%	0.00985	0.9%	24%	False	False	157,118
80	1.12992	1.03405	0.09587	9.1%	0.00910	0.9%	24%	False	False	151,896
100	1.13546	1.03405	0.10141	9.6%	0.00870	0.8%	23%	False	False	148,557
120	1.13660	1.03405	0.10255	9.7%	0.00847	0.8%	23%	False	False	145,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.00133
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.08857
2.618	1.07691
1.618	1.06977
1.000	1.06536
0.618	1.06263
HIGH	1.05822
0.618	1.05549
0.500	1.05465
0.382	1.05381
LOW	1.05108
0.618	1.04667
1.000	1.04394
1.618	1.03953
2.618	1.03239
4.250	1.02074

Fisher Pivots for day following 09-Jan-2017
Pivot	1 day	3 day
R1	1.05638	1.05641
PP	1.05552	1.05556
S1	1.05465	1.05472

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

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