EURUSD Spot Fx

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	1.07062	1.07625	0.00563	0.5%	1.06001
High	1.07686	1.07737	0.00051	0.0%	1.07186
Low	1.06941	1.07203	0.00262	0.2%	1.05795
Close	1.07637	1.07311	-0.00326	-0.3%	1.06988
Range	0.00745	0.00534	-0.00211	-28.3%	0.01391
ATR	0.00956	0.00926	-0.00030	-3.2%	0.00000
Volume	171,510	144,981	-26,529	-15.5%	932,961

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.09019	1.08699	1.07605
R3	1.08485	1.08165	1.07458
R2	1.07951	1.07951	1.07409
R1	1.07631	1.07631	1.07360	1.07524
PP	1.07417	1.07417	1.07417	1.07364
S1	1.07097	1.07097	1.07262	1.06990
S2	1.06883	1.06883	1.07213
S3	1.06349	1.06563	1.07164
S4	1.05815	1.06029	1.07017

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.10829	1.10300	1.07753
R3	1.09438	1.08909	1.07371
R2	1.08047	1.08047	1.07243
R1	1.07518	1.07518	1.07116	1.07783
PP	1.06656	1.06656	1.06656	1.06789
S1	1.06127	1.06127	1.06860	1.06392
S2	1.05265	1.05265	1.06733
S3	1.03874	1.04736	1.06605
S4	1.02483	1.03345	1.06223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.07737	1.05893	0.01844	1.7%	0.00770	0.7%	77%	True	False	177,864
10	1.07737	1.04537	0.03200	3.0%	0.00921	0.9%	87%	True	False	175,201
20	1.07737	1.03405	0.04332	4.0%	0.00991	0.9%	90%	True	False	152,287
40	1.08740	1.03405	0.05335	5.0%	0.01015	0.9%	73%	False	False	157,081
60	1.12992	1.03405	0.09587	8.9%	0.01021	1.0%	41%	False	False	166,365
80	1.12992	1.03405	0.09587	8.9%	0.00944	0.9%	41%	False	False	157,215
100	1.13268	1.03405	0.09863	9.2%	0.00888	0.8%	40%	False	False	152,924
120	1.13660	1.03405	0.10255	9.6%	0.00865	0.8%	38%	False	False	149,974

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00219
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.10007
2.618	1.09135
1.618	1.08601
1.000	1.08271
0.618	1.08067
HIGH	1.07737
0.618	1.07533
0.500	1.07470
0.382	1.07407
LOW	1.07203
0.618	1.06873
1.000	1.06669
1.618	1.06339
2.618	1.05805
4.250	1.04934

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	1.07470	1.07205
PP	1.07417	1.07099
S1	1.07364	1.06993

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

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