EURUSD Spot Fx

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	1.06035	1.07331	0.01296	1.2%	1.06023
High	1.07398	1.07700	0.00302	0.3%	1.06990
Low	1.06032	1.07057	0.01025	1.0%	1.05249
Close	1.07337	1.07646	0.00309	0.3%	1.06699
Range	0.01366	0.00643	-0.00723	-52.9%	0.01741
ATR	0.00794	0.00783	-0.00011	-1.4%	0.00000
Volume	145,197	159,038	13,841	9.5%	690,805

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.09397	1.09164	1.08000
R3	1.08754	1.08521	1.07823
R2	1.08111	1.08111	1.07764
R1	1.07878	1.07878	1.07705	1.07995
PP	1.07468	1.07468	1.07468	1.07526
S1	1.07235	1.07235	1.07587	1.07352
S2	1.06825	1.06825	1.07528
S3	1.06182	1.06592	1.07469
S4	1.05539	1.05949	1.07292

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	1.07700	1.05720	0.01980	1.8%	0.00904	0.8%	97%	True	False	144,292
10	1.07700	1.05019	0.02681	2.5%	0.00812	0.8%	98%	True	False	140,643
20	1.07700	1.04934	0.02766	2.6%	0.00733	0.7%	98%	True	False	138,935
40	1.08285	1.04934	0.03351	3.1%	0.00769	0.7%	81%	False	False	148,069
60	1.08285	1.03405	0.04880	4.5%	0.00824	0.8%	87%	False	False	144,935
80	1.08740	1.03405	0.05335	5.0%	0.00903	0.8%	79%	False	False	153,076
100	1.12992	1.03405	0.09587	8.9%	0.00926	0.9%	44%	False	False	157,750
120	1.12992	1.03405	0.09587	8.9%	0.00888	0.8%	44%	False	False	153,324

Crabel Price Patterns
NR	True
NR4	False
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	0.00144
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.10433
2.618	1.09383
1.618	1.08740
1.000	1.08343
0.618	1.08097
HIGH	1.07700
0.618	1.07454
0.500	1.07379
0.382	1.07303
LOW	1.07057
0.618	1.06660
1.000	1.06414
1.618	1.06017
2.618	1.05374
4.250	1.04324

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	1.07557	1.07382
PP	1.07468	1.07117
S1	1.07379	1.06853

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

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