EURUSD Spot Fx

Trading Metrics calculated at close of trading on 28-Jun-2017

Day Change Summary
	Previous	Current
	27-Jun-2017	28-Jun-2017	Change	Change %	Previous Week
Open	1.11810	1.13380	0.01570	1.4%	1.12012
High	1.13491	1.13888	0.00397	0.3%	1.12125
Low	1.11787	1.12944	0.01157	1.0%	1.11189
Close	1.13370	1.13759	0.00389	0.3%	1.11931
Range	0.01704	0.00944	-0.00760	-44.6%	0.00936
ATR	0.00715	0.00731	0.00016	2.3%	0.00000
Volume	282,136	368,771	86,635	30.7%	1,013,709

Daily Pivots for day following 28-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.16362	1.16005	1.14278
R3	1.15418	1.15061	1.14019
R2	1.14474	1.14474	1.13932
R1	1.14117	1.14117	1.13846	1.14296
PP	1.13530	1.13530	1.13530	1.13620
S1	1.13173	1.13173	1.13672	1.13352
S2	1.12586	1.12586	1.13586
S3	1.11642	1.12229	1.13499
S4	1.10698	1.11285	1.13240

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	1.13888	1.11392	0.02496	2.2%	0.00831	0.7%	95%	True	False	244,030
10	1.13888	1.11189	0.02699	2.4%	0.00731	0.6%	95%	True	False	239,335
20	1.13888	1.11189	0.02699	2.4%	0.00681	0.6%	95%	True	False	244,177
40	1.13888	1.08391	0.05497	4.8%	0.00735	0.6%	98%	True	False	208,571
60	1.13888	1.05697	0.08191	7.2%	0.00713	0.6%	98%	True	False	178,337
80	1.13888	1.05249	0.08639	7.6%	0.00711	0.6%	99%	True	False	166,152
100	1.13888	1.04934	0.08954	7.9%	0.00705	0.6%	99%	True	False	160,470
120	1.13888	1.04934	0.08954	7.9%	0.00730	0.6%	99%	True	False	161,599

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	0.00135
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.17900
2.618	1.16359
1.618	1.15415
1.000	1.14832
0.618	1.14471
HIGH	1.13888
0.618	1.13527
0.500	1.13416
0.382	1.13305
LOW	1.12944
0.618	1.12361
1.000	1.12000
1.618	1.11417
2.618	1.10473
4.250	1.08932

Fisher Pivots for day following 28-Jun-2017
Pivot	1 day	3 day
R1	1.13645	1.13440
PP	1.13530	1.13121
S1	1.13416	1.12802

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

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