EURUSD Spot Fx

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

Day Change Summary
	Previous	Current
	17-Mar-2017	20-Mar-2017	Change	Change %	Previous Week
Open	1.07630	1.07314	-0.00316	-0.3%	1.06835
High	1.07822	1.07770	-0.00052	0.0%	1.07822
Low	1.07274	1.07250	-0.00024	0.0%	1.06005
Close	1.07374	1.07398	0.00024	0.0%	1.07374
Range	0.00548	0.00520	-0.00028	-5.1%	0.01817
ATR	0.00766	0.00748	-0.00018	-2.3%	0.00000
Volume	133,904	104,441	-29,463	-22.0%	698,564

Daily Pivots for day following 20-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.09033	1.08735	1.07684
R3	1.08513	1.08215	1.07541
R2	1.07993	1.07993	1.07493
R1	1.07695	1.07695	1.07446	1.07844
PP	1.07473	1.07473	1.07473	1.07547
S1	1.07175	1.07175	1.07350	1.07324
S2	1.06953	1.06953	1.07303
S3	1.06433	1.06655	1.07255
S4	1.05913	1.06135	1.07112

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.12518	1.11763	1.08373
R3	1.10701	1.09946	1.07874
R2	1.08884	1.08884	1.07707
R1	1.08129	1.08129	1.07541	1.08507
PP	1.07067	1.07067	1.07067	1.07256
S1	1.06312	1.06312	1.07207	1.06690
S2	1.05250	1.05250	1.07041
S3	1.03433	1.04495	1.06874
S4	1.01616	1.02678	1.06375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.07822	1.06005	0.01817	1.7%	0.00739	0.7%	77%	False	False	133,267
10	1.07822	1.05249	0.02573	2.4%	0.00732	0.7%	84%	False	False	136,595
20	1.07822	1.04934	0.02888	2.7%	0.00737	0.7%	85%	False	False	138,975
40	1.08285	1.04934	0.03351	3.1%	0.00756	0.7%	74%	False	False	144,876
60	1.08285	1.03405	0.04880	4.5%	0.00831	0.8%	82%	False	False	146,134
80	1.08740	1.03405	0.05335	5.0%	0.00890	0.8%	75%	False	False	151,381
100	1.12992	1.03405	0.09587	8.9%	0.00921	0.9%	42%	False	False	157,542
120	1.12992	1.03405	0.09587	8.9%	0.00885	0.8%	42%	False	False	153,105

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00140
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.09980
2.618	1.09131
1.618	1.08611
1.000	1.08290
0.618	1.08091
HIGH	1.07770
0.618	1.07571
0.500	1.07510
0.382	1.07449
LOW	1.07250
0.618	1.06929
1.000	1.06730
1.618	1.06409
2.618	1.05889
4.250	1.05040

Fisher Pivots for day following 20-Mar-2017
Pivot	1 day	3 day
R1	1.07510	1.07440
PP	1.07473	1.07426
S1	1.07435	1.07412

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols