EURUSD Spot Fx

Trading Metrics calculated at close of trading on 15-Mar-2017

Day Change Summary
	Previous	Current
	14-Mar-2017	15-Mar-2017	Change	Change %	Previous Week
Open	1.06524	1.06035	-0.00489	-0.5%	1.06023
High	1.06623	1.07398	0.00775	0.7%	1.06990
Low	1.06005	1.06032	0.00027	0.0%	1.05249
Close	1.06038	1.07337	0.01299	1.2%	1.06699
Range	0.00618	0.01366	0.00748	121.0%	0.01741
ATR	0.00750	0.00794	0.00044	5.9%	0.00000
Volume	123,756	145,197	21,441	17.3%	690,805

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.11020	1.10545	1.08088
R3	1.09654	1.09179	1.07713
R2	1.08288	1.08288	1.07587
R1	1.07813	1.07813	1.07462	1.08051
PP	1.06922	1.06922	1.06922	1.07041
S1	1.06447	1.06447	1.07212	1.06685
S2	1.05556	1.05556	1.07087
S3	1.04190	1.05081	1.06961
S4	1.02824	1.03715	1.06586

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	1.07398	1.05249	0.02149	2.0%	0.00955	0.9%	97%	True	False	146,466
10	1.07398	1.04948	0.02450	2.3%	0.00803	0.7%	98%	True	False	137,966
20	1.07398	1.04934	0.02464	2.3%	0.00746	0.7%	98%	True	False	138,476
40	1.08285	1.04934	0.03351	3.1%	0.00775	0.7%	72%	False	False	149,229
60	1.08285	1.03405	0.04880	4.5%	0.00826	0.8%	81%	False	False	144,857
80	1.08740	1.03405	0.05335	5.0%	0.00903	0.8%	74%	False	False	153,139
100	1.12992	1.03405	0.09587	8.9%	0.00925	0.9%	41%	False	False	157,486
120	1.12992	1.03405	0.09587	8.9%	0.00887	0.8%	41%	False	False	153,098

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00120
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	1.13204
2.618	1.10974
1.618	1.09608
1.000	1.08764
0.618	1.08242
HIGH	1.07398
0.618	1.06876
0.500	1.06715
0.382	1.06554
LOW	1.06032
0.618	1.05188
1.000	1.04666
1.618	1.03822
2.618	1.02456
4.250	1.00227

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	1.07130	1.07125
PP	1.06922	1.06913
S1	1.06715	1.06702

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

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