EURUSD Spot Fx

Trading Metrics calculated at close of trading on 08-Jun-2017

Day Change Summary
	Previous	Current
	07-Jun-2017	08-Jun-2017	Change	Change %	Previous Week
Open	1.12752	1.12542	-0.00210	-0.2%	1.11658
High	1.12816	1.12689	-0.00127	-0.1%	1.12847
Low	1.12032	1.11957	-0.00075	-0.1%	1.11096
Close	1.12547	1.12069	-0.00478	-0.4%	1.12748
Range	0.00784	0.00732	-0.00052	-6.6%	0.01751
ATR	0.00719	0.00720	0.00001	0.1%	0.00000
Volume	270,462	313,378	42,916	15.9%	1,122,083

Daily Pivots for day following 08-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.14434	1.13984	1.12472
R3	1.13702	1.13252	1.12270
R2	1.12970	1.12970	1.12203
R1	1.12520	1.12520	1.12136	1.12379
PP	1.12238	1.12238	1.12238	1.12168
S1	1.11788	1.11788	1.12002	1.11647
S2	1.11506	1.11506	1.11935
S3	1.10774	1.11056	1.11868
S4	1.10042	1.10324	1.11666

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.17483	1.16867	1.13711
R3	1.15732	1.15116	1.13230
R2	1.13981	1.13981	1.13069
R1	1.13365	1.13365	1.12909	1.13673
PP	1.12230	1.12230	1.12230	1.12385
S1	1.11614	1.11614	1.12587	1.11922
S2	1.10479	1.10479	1.12427
S3	1.08728	1.09863	1.12266
S4	1.06977	1.08112	1.11785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.12847	1.11957	0.00890	0.8%	0.00649	0.6%	13%	False	True	242,656
10	1.12847	1.11096	0.01751	1.6%	0.00664	0.6%	56%	False	False	233,795
20	1.12847	1.08558	0.04289	3.8%	0.00762	0.7%	82%	False	False	202,316
40	1.12847	1.06027	0.06820	6.1%	0.00729	0.7%	89%	False	False	164,045
60	1.12847	1.05697	0.07150	6.4%	0.00694	0.6%	89%	False	False	149,358
80	1.12847	1.04934	0.07913	7.1%	0.00704	0.6%	90%	False	False	146,752
100	1.12847	1.04934	0.07913	7.1%	0.00724	0.6%	90%	False	False	148,843
120	1.12847	1.03405	0.09442	8.4%	0.00759	0.7%	92%	False	False	147,147

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	0.00155
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.15800
2.618	1.14605
1.618	1.13873
1.000	1.13421
0.618	1.13141
HIGH	1.12689
0.618	1.12409
0.500	1.12323
0.382	1.12237
LOW	1.11957
0.618	1.11505
1.000	1.11225
1.618	1.10773
2.618	1.10041
4.250	1.08846

Fisher Pivots for day following 08-Jun-2017
Pivot	1 day	3 day
R1	1.12323	1.12396
PP	1.12238	1.12287
S1	1.12154	1.12178

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