EURUSD Spot Fx

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	1.06835	1.06524	-0.00311	-0.3%	1.06023
High	1.07142	1.06623	-0.00519	-0.5%	1.06990
Low	1.06520	1.06005	-0.00515	-0.5%	1.05249
Close	1.06530	1.06038	-0.00492	-0.5%	1.06699
Range	0.00622	0.00618	-0.00004	-0.6%	0.01741
ATR	0.00760	0.00750	-0.00010	-1.3%	0.00000
Volume	136,669	123,756	-12,913	-9.4%	690,805

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.08076	1.07675	1.06378
R3	1.07458	1.07057	1.06208
R2	1.06840	1.06840	1.06151
R1	1.06439	1.06439	1.06095	1.06331
PP	1.06222	1.06222	1.06222	1.06168
S1	1.05821	1.05821	1.05981	1.05713
S2	1.05604	1.05604	1.05925
S3	1.04986	1.05203	1.05868
S4	1.04368	1.04585	1.05698

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.11536	1.10858	1.07657
R3	1.09795	1.09117	1.07178
R2	1.08054	1.08054	1.07018
R1	1.07376	1.07376	1.06859	1.07715
PP	1.06313	1.06313	1.06313	1.06482
S1	1.05635	1.05635	1.06539	1.05974
S2	1.04572	1.04572	1.06380
S3	1.02831	1.03894	1.06220
S4	1.01090	1.02153	1.05741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.07142	1.05249	0.01893	1.8%	0.00759	0.7%	42%	False	False	142,102
10	1.07142	1.04948	0.02194	2.1%	0.00740	0.7%	50%	False	False	140,157
20	1.07142	1.04934	0.02208	2.1%	0.00721	0.7%	50%	False	False	138,832
40	1.08285	1.04934	0.03351	3.2%	0.00762	0.7%	33%	False	False	149,920
60	1.08285	1.03405	0.04880	4.6%	0.00815	0.8%	54%	False	False	144,773
80	1.08740	1.03405	0.05335	5.0%	0.00901	0.8%	49%	False	False	153,651
100	1.12992	1.03405	0.09587	9.0%	0.00919	0.9%	27%	False	False	157,326
120	1.12992	1.03405	0.09587	9.0%	0.00880	0.8%	27%	False	False	152,950

Crabel Price Patterns
NR	True
NR4	True
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	0.00132
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.09250
2.618	1.08241
1.618	1.07623
1.000	1.07241
0.618	1.07005
HIGH	1.06623
0.618	1.06387
0.500	1.06314
0.382	1.06241
LOW	1.06005
0.618	1.05623
1.000	1.05387
1.618	1.05005
2.618	1.04387
4.250	1.03379

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	1.06314	1.06431
PP	1.06222	1.06300
S1	1.06130	1.06169

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

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