EURUSD Spot Fx

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	1.05533	1.05809	0.00276	0.3%	1.05170
High	1.06224	1.06844	0.00620	0.6%	1.06136
Low	1.04537	1.05715	0.01178	1.1%	1.03405
Close	1.05816	1.06117	0.00301	0.3%	1.05290
Range	0.01687	0.01129	-0.00558	-33.1%	0.02731
ATR	0.01026	0.01033	0.00007	0.7%	0.00000
Volume	172,703	180,327	7,624	4.4%	656,969

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.09612	1.08994	1.06738
R3	1.08483	1.07865	1.06427
R2	1.07354	1.07354	1.06324
R1	1.06736	1.06736	1.06220	1.07045
PP	1.06225	1.06225	1.06225	1.06380
S1	1.05607	1.05607	1.06014	1.05916
S2	1.05096	1.05096	1.05910
S3	1.03967	1.04478	1.05807
S4	1.02838	1.03349	1.05496

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	1.06844	1.04537	0.02307	2.2%	0.01034	1.0%	68%	True	False	152,899
10	1.06844	1.03405	0.03439	3.2%	0.01151	1.1%	79%	True	False	143,457
20	1.06844	1.03405	0.03439	3.2%	0.00906	0.9%	79%	True	False	133,211
40	1.08740	1.03405	0.05335	5.0%	0.01030	1.0%	51%	False	False	158,675
60	1.12992	1.03405	0.09587	9.0%	0.01008	0.9%	28%	False	False	159,804
80	1.12992	1.03405	0.09587	9.0%	0.00928	0.9%	28%	False	False	152,750
100	1.13392	1.03405	0.09987	9.4%	0.00890	0.8%	27%	False	False	149,354
120	1.13660	1.03405	0.10255	9.7%	0.00858	0.8%	26%	False	False	146,345

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	0.00199
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.11642
2.618	1.09800
1.618	1.08671
1.000	1.07973
0.618	1.07542
HIGH	1.06844
0.618	1.06413
0.500	1.06280
0.382	1.06146
LOW	1.05715
0.618	1.05017
1.000	1.04586
1.618	1.03888
2.618	1.02759
4.250	1.00917

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	1.06280	1.05975
PP	1.06225	1.05833
S1	1.06171	1.05691

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

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