EURUSD Spot Fx

Trading Metrics calculated at close of trading on 20-Feb-2017

Day Change Summary
	Previous	Current
	17-Feb-2017	20-Feb-2017	Change	Change %	Previous Week
Open	1.06718	1.06088	-0.00630	-0.6%	1.06259
High	1.06763	1.06326	-0.00437	-0.4%	1.06792
Low	1.06053	1.06031	-0.00022	0.0%	1.05212
Close	1.06132	1.06111	-0.00021	0.0%	1.06132
Range	0.00710	0.00295	-0.00415	-58.5%	0.01580
ATR	0.00830	0.00792	-0.00038	-4.6%	0.00000
Volume	133,141	104,421	-28,720	-21.6%	700,214

Daily Pivots for day following 20-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.07041	1.06871	1.06273
R3	1.06746	1.06576	1.06192
R2	1.06451	1.06451	1.06165
R1	1.06281	1.06281	1.06138	1.06366
PP	1.06156	1.06156	1.06156	1.06199
S1	1.05986	1.05986	1.06084	1.06071
S2	1.05861	1.05861	1.06057
S3	1.05566	1.05691	1.06030
S4	1.05271	1.05396	1.05949

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.10785	1.10039	1.07001
R3	1.09205	1.08459	1.06567
R2	1.07625	1.07625	1.06422
R1	1.06879	1.06879	1.06277	1.06462
PP	1.06045	1.06045	1.06045	1.05837
S1	1.05299	1.05299	1.05987	1.04882
S2	1.04465	1.04465	1.05842
S3	1.02885	1.03719	1.05698
S4	1.01305	1.02139	1.05263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.06792	1.05212	0.01580	1.5%	0.00699	0.7%	57%	False	False	135,364
10	1.07491	1.05212	0.02279	2.1%	0.00698	0.7%	39%	False	False	141,272
20	1.08285	1.05212	0.03073	2.9%	0.00776	0.7%	29%	False	False	150,778
40	1.08285	1.03405	0.04880	4.6%	0.00878	0.8%	55%	False	False	149,714
60	1.08740	1.03405	0.05335	5.0%	0.00941	0.9%	51%	False	False	155,517
80	1.12992	1.03405	0.09587	9.0%	0.00967	0.9%	28%	False	False	162,184
100	1.12992	1.03405	0.09587	9.0%	0.00915	0.9%	28%	False	False	155,931
120	1.13268	1.03405	0.09863	9.3%	0.00875	0.8%	27%	False	False	152,366

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	0.00179
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	1.07580
2.618	1.07098
1.618	1.06803
1.000	1.06621
0.618	1.06508
HIGH	1.06326
0.618	1.06213
0.500	1.06179
0.382	1.06144
LOW	1.06031
0.618	1.05849
1.000	1.05736
1.618	1.05554
2.618	1.05259
4.250	1.04777

Fisher Pivots for day following 20-Feb-2017
Pivot	1 day	3 day
R1	1.06179	1.06348
PP	1.06156	1.06269
S1	1.06134	1.06190

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

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