EURUSD Spot Fx

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	1.05730	1.05533	-0.00197	-0.2%	1.05170
High	1.06268	1.06224	-0.00044	0.0%	1.06136
Low	1.05509	1.04537	-0.00972	-0.9%	1.03405
Close	1.05533	1.05816	0.00283	0.3%	1.05290
Range	0.00759	0.01687	0.00928	122.3%	0.02731
ATR	0.00975	0.01026	0.00051	5.2%	0.00000
Volume	143,039	172,703	29,664	20.7%	656,969

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.10587	1.09888	1.06744
R3	1.08900	1.08201	1.06280
R2	1.07213	1.07213	1.06125
R1	1.06514	1.06514	1.05971	1.06864
PP	1.05526	1.05526	1.05526	1.05700
S1	1.04827	1.04827	1.05661	1.05177
S2	1.03839	1.03839	1.05507
S3	1.02152	1.03140	1.05352
S4	1.00465	1.01453	1.04888

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	1.06268	1.04537	0.01731	1.6%	0.01074	1.0%	74%	False	True	151,584
10	1.06495	1.03405	0.03090	2.9%	0.01123	1.1%	78%	False	False	136,859
20	1.06495	1.03405	0.03090	2.9%	0.00936	0.9%	78%	False	False	136,120
40	1.08740	1.03405	0.05335	5.0%	0.01034	1.0%	45%	False	False	159,002
60	1.12992	1.03405	0.09587	9.1%	0.01008	1.0%	25%	False	False	159,134
80	1.12992	1.03405	0.09587	9.1%	0.00924	0.9%	25%	False	False	152,189
100	1.13392	1.03405	0.09987	9.4%	0.00882	0.8%	24%	False	False	148,832
120	1.13660	1.03405	0.10255	9.7%	0.00855	0.8%	24%	False	False	145,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00195
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.13394
2.618	1.10641
1.618	1.08954
1.000	1.07911
0.618	1.07267
HIGH	1.06224
0.618	1.05580
0.500	1.05381
0.382	1.05181
LOW	1.04537
0.618	1.03494
1.000	1.02850
1.618	1.01807
2.618	1.00120
4.250	0.97367

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	1.05671	1.05678
PP	1.05526	1.05540
S1	1.05381	1.05403

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