EURUSD Spot Fx

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	1.16460	1.17324	0.00864	0.7%	1.14698
High	1.17395	1.17764	0.00369	0.3%	1.16825
Low	1.16127	1.16498	0.00371	0.3%	1.14349
Close	1.17327	1.16754	-0.00573	-0.5%	1.16636
Range	0.01268	0.01266	-0.00002	-0.2%	0.02476
ATR	0.00805	0.00838	0.00033	4.1%	0.00000
Volume	329,763	356,173	26,410	8.0%	1,421,029

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.20803	1.20045	1.17450
R3	1.19537	1.18779	1.17102
R2	1.18271	1.18271	1.16986
R1	1.17513	1.17513	1.16870	1.17259
PP	1.17005	1.17005	1.17005	1.16879
S1	1.16247	1.16247	1.16638	1.15993
S2	1.15739	1.15739	1.16522
S3	1.14473	1.14981	1.16406
S4	1.13207	1.13715	1.16058

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.23365	1.22476	1.17998
R3	1.20889	1.20000	1.17317
R2	1.18413	1.18413	1.17090
R1	1.17524	1.17524	1.16863	1.17969
PP	1.15937	1.15937	1.15937	1.16159
S1	1.15048	1.15048	1.16409	1.15493
S2	1.13461	1.13461	1.16182
S3	1.10985	1.12572	1.15955
S4	1.08509	1.10096	1.15274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.17764	1.16127	0.01637	1.4%	0.00908	0.8%	38%	True	False	299,964
10	1.17764	1.13913	0.03851	3.3%	0.00915	0.8%	74%	True	False	290,682
20	1.17764	1.13123	0.04641	4.0%	0.00804	0.7%	78%	True	False	270,594
40	1.17764	1.11189	0.06575	5.6%	0.00746	0.6%	85%	True	False	259,353
60	1.17764	1.08391	0.09373	8.0%	0.00751	0.6%	89%	True	False	231,825
80	1.17764	1.05697	0.12067	10.3%	0.00738	0.6%	92%	True	False	203,801
100	1.17764	1.05697	0.12067	10.3%	0.00728	0.6%	92%	True	False	188,438
120	1.17764	1.04934	0.12830	11.0%	0.00722	0.6%	92%	True	False	180,183

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	0.00185
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.23145
2.618	1.21078
1.618	1.19812
1.000	1.19030
0.618	1.18546
HIGH	1.17764
0.618	1.17280
0.500	1.17131
0.382	1.16982
LOW	1.16498
0.618	1.15716
1.000	1.15232
1.618	1.14450
2.618	1.13184
4.250	1.11118

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	1.17131	1.16946
PP	1.17005	1.16882
S1	1.16880	1.16818

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

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