EURUSD Spot Fx

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	1.17570	1.17710	0.00140	0.1%	1.17701
High	1.17846	1.18445	0.00599	0.5%	1.18445
Low	1.17036	1.17486	0.00450	0.4%	1.16889
Close	1.17708	1.18182	0.00474	0.4%	1.18182
Range	0.00810	0.00959	0.00149	18.4%	0.01556
ATR	0.00868	0.00875	0.00006	0.7%	0.00000
Volume	292,168	282,173	-9,995	-3.4%	1,312,160

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.20915	1.20507	1.18709
R3	1.19956	1.19548	1.18446
R2	1.18997	1.18997	1.18358
R1	1.18589	1.18589	1.18270	1.18793
PP	1.18038	1.18038	1.18038	1.18140
S1	1.17630	1.17630	1.18094	1.17834
S2	1.17079	1.17079	1.18006
S3	1.16120	1.16671	1.17918
S4	1.15161	1.15712	1.17655

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.22507	1.21900	1.19038
R3	1.20951	1.20344	1.18610
R2	1.19395	1.19395	1.18467
R1	1.18788	1.18788	1.18325	1.19092
PP	1.17839	1.17839	1.17839	1.17990
S1	1.17232	1.17232	1.18039	1.17536
S2	1.16283	1.16283	1.17897
S3	1.14727	1.15676	1.17754
S4	1.13171	1.14120	1.17326

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.18445	1.16889	0.01556	1.3%	0.00803	0.7%	83%	True	False	262,432
10	1.19056	1.16889	0.02167	1.8%	0.00911	0.8%	60%	False	False	273,015
20	1.19056	1.14349	0.04707	4.0%	0.00919	0.8%	81%	False	False	285,816
40	1.19056	1.11189	0.07867	6.7%	0.00814	0.7%	89%	False	False	266,566
60	1.19056	1.11096	0.07960	6.7%	0.00772	0.7%	89%	False	False	256,637
80	1.19056	1.08207	0.10849	9.2%	0.00779	0.7%	92%	False	False	227,483
100	1.19056	1.05697	0.13359	11.3%	0.00748	0.6%	93%	False	False	204,249
120	1.19056	1.04948	0.14108	11.9%	0.00742	0.6%	94%	False	False	193,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.00169
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.22521
2.618	1.20956
1.618	1.19997
1.000	1.19404
0.618	1.19038
HIGH	1.18445
0.618	1.18079
0.500	1.17966
0.382	1.17852
LOW	1.17486
0.618	1.16893
1.000	1.16527
1.618	1.15934
2.618	1.14975
4.250	1.13410

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	1.18110	1.18010
PP	1.18038	1.17839
S1	1.17966	1.17667

Download as Excel Spreadsheet

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

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