EURUSD Spot Fx

Trading Metrics calculated at close of trading on 26-Jun-2017

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	1.11510	1.11962	0.00452	0.4%	1.12012
High	1.12089	1.12197	0.00108	0.1%	1.12125
Low	1.11451	1.11715	0.00264	0.2%	1.11189
Close	1.11931	1.11809	-0.00122	-0.1%	1.11931
Range	0.00638	0.00482	-0.00156	-24.5%	0.00936
ATR	0.00651	0.00639	-0.00012	-1.9%	0.00000
Volume	177,631	211,613	33,982	19.1%	1,013,709

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.13353	1.13063	1.12074
R3	1.12871	1.12581	1.11942
R2	1.12389	1.12389	1.11897
R1	1.12099	1.12099	1.11853	1.12003
PP	1.11907	1.11907	1.11907	1.11859
S1	1.11617	1.11617	1.11765	1.11521
S2	1.11425	1.11425	1.11721
S3	1.10943	1.11135	1.11676
S4	1.10461	1.10653	1.11544

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.14556	1.14180	1.12446
R3	1.13620	1.13244	1.12188
R2	1.12684	1.12684	1.12103
R1	1.12308	1.12308	1.12017	1.12028
PP	1.11748	1.11748	1.11748	1.11609
S1	1.11372	1.11372	1.11845	1.11092
S2	1.10812	1.10812	1.11759
S3	1.09876	1.10436	1.11674
S4	1.08940	1.09500	1.11416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.12197	1.11189	0.01008	0.9%	0.00476	0.4%	62%	True	False	204,090
10	1.12941	1.11189	0.01752	1.6%	0.00607	0.5%	35%	False	False	229,576
20	1.12941	1.11096	0.01845	1.7%	0.00640	0.6%	39%	False	False	238,038
40	1.12941	1.08391	0.04550	4.1%	0.00694	0.6%	75%	False	False	198,343
60	1.12941	1.05697	0.07244	6.5%	0.00685	0.6%	84%	False	False	171,086
80	1.12941	1.05249	0.07692	6.9%	0.00688	0.6%	85%	False	False	160,969
100	1.12941	1.04934	0.08007	7.2%	0.00695	0.6%	86%	False	False	157,038
120	1.12941	1.04537	0.08404	7.5%	0.00729	0.7%	87%	False	False	158,806

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.00122
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.14246
2.618	1.13459
1.618	1.12977
1.000	1.12679
0.618	1.12495
HIGH	1.12197
0.618	1.12013
0.500	1.11956
0.382	1.11899
LOW	1.11715
0.618	1.11417
1.000	1.11233
1.618	1.10935
2.618	1.10453
4.250	1.09667

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	1.11956	1.11804
PP	1.11907	1.11799
S1	1.11858	1.11795

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

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