EURUSD Spot Fx

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	1.06925	1.07972	0.01047	1.0%	1.07062
High	1.08115	1.08073	-0.00042	0.0%	1.07737
Low	1.06844	1.07320	0.00476	0.4%	1.06575
Close	1.07971	1.07672	-0.00299	-0.3%	1.06970
Range	0.01271	0.00753	-0.00518	-40.8%	0.01162
ATR	0.00943	0.00930	-0.00014	-1.4%	0.00000
Volume	204,484	167,253	-37,231	-18.2%	790,439

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.09947	1.09563	1.08086
R3	1.09194	1.08810	1.07879
R2	1.08441	1.08441	1.07810
R1	1.08057	1.08057	1.07741	1.07873
PP	1.07688	1.07688	1.07688	1.07596
S1	1.07304	1.07304	1.07603	1.07120
S2	1.06935	1.06935	1.07534
S3	1.06182	1.06551	1.07465
S4	1.05429	1.05798	1.07258

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.10580	1.09937	1.07609
R3	1.09418	1.08775	1.07290
R2	1.08256	1.08256	1.07183
R1	1.07613	1.07613	1.07077	1.07354
PP	1.07094	1.07094	1.07094	1.06964
S1	1.06451	1.06451	1.06863	1.06192
S2	1.05932	1.05932	1.06757
S3	1.04770	1.05289	1.06650
S4	1.03608	1.04127	1.06331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.08115	1.06201	0.01914	1.8%	0.00993	0.9%	77%	False	False	169,243
10	1.08115	1.05893	0.02222	2.1%	0.00854	0.8%	80%	False	False	171,432
20	1.08115	1.04537	0.03578	3.3%	0.00922	0.9%	88%	False	False	166,753
40	1.08740	1.03405	0.05335	5.0%	0.00979	0.9%	80%	False	False	153,991
60	1.09533	1.03405	0.06128	5.7%	0.00992	0.9%	70%	False	False	165,199
80	1.12992	1.03405	0.09587	8.9%	0.00958	0.9%	45%	False	False	158,812
100	1.12992	1.03405	0.09587	8.9%	0.00904	0.8%	45%	False	False	154,398
120	1.13660	1.03405	0.10255	9.5%	0.00871	0.8%	42%	False	False	151,816

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00199
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.11273
2.618	1.10044
1.618	1.09291
1.000	1.08826
0.618	1.08538
HIGH	1.08073
0.618	1.07785
0.500	1.07697
0.382	1.07608
LOW	1.07320
0.618	1.06855
1.000	1.06567
1.618	1.06102
2.618	1.05349
4.250	1.04120

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	1.07697	1.07501
PP	1.07688	1.07329
S1	1.07680	1.07158

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

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