EURUSD Spot Fx

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

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	1.12012	1.11485	-0.00527	-0.5%	1.12001
High	1.12125	1.11648	-0.00477	-0.4%	1.12941
Low	1.11432	1.11189	-0.00243	-0.2%	1.11324
Close	1.11480	1.11334	-0.00146	-0.1%	1.11968
Range	0.00693	0.00459	-0.00234	-33.8%	0.01617
ATR	0.00710	0.00692	-0.00018	-2.5%	0.00000
Volume	204,868	237,105	32,237	15.7%	1,279,247

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.12767	1.12510	1.11586
R3	1.12308	1.12051	1.11460
R2	1.11849	1.11849	1.11418
R1	1.11592	1.11592	1.11376	1.11491
PP	1.11390	1.11390	1.11390	1.11340
S1	1.11133	1.11133	1.11292	1.11032
S2	1.10931	1.10931	1.11250
S3	1.10472	1.10674	1.11208
S4	1.10013	1.10215	1.11082

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.16929	1.16065	1.12857
R3	1.15312	1.14448	1.12413
R2	1.13695	1.13695	1.12264
R1	1.12831	1.12831	1.12116	1.12455
PP	1.12078	1.12078	1.12078	1.11889
S1	1.11214	1.11214	1.11820	1.10838
S2	1.10461	1.10461	1.11672
S3	1.08844	1.09597	1.11523
S4	1.07227	1.07980	1.11079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.12941	1.11189	0.01752	1.6%	0.00750	0.7%	8%	False	True	263,047
10	1.12941	1.11189	0.01752	1.6%	0.00677	0.6%	8%	False	True	258,892
20	1.12941	1.11096	0.01845	1.7%	0.00648	0.6%	13%	False	False	242,583
40	1.12941	1.08391	0.04550	4.1%	0.00722	0.6%	65%	False	False	191,669
60	1.12941	1.05697	0.07244	6.5%	0.00698	0.6%	78%	False	False	166,127
80	1.12941	1.04948	0.07993	7.2%	0.00704	0.6%	80%	False	False	158,404
100	1.12941	1.04934	0.08007	7.2%	0.00707	0.6%	80%	False	False	155,477
120	1.12941	1.03896	0.09045	8.1%	0.00746	0.7%	82%	False	False	157,079

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.00136
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.13599
2.618	1.12850
1.618	1.12391
1.000	1.12107
0.618	1.11932
HIGH	1.11648
0.618	1.11473
0.500	1.11419
0.382	1.11364
LOW	1.11189
0.618	1.10905
1.000	1.10730
1.618	1.10446
2.618	1.09987
4.250	1.09238

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	1.11419	1.11657
PP	1.11390	1.11549
S1	1.11362	1.11442

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

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