EURUSD Spot Fx

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	1.19090	1.19168	0.00078	0.1%	1.19472
High	1.19496	1.20549	0.01053	0.9%	1.20699
Low	1.19028	1.19138	0.00110	0.1%	1.18226
Close	1.19163	1.20216	0.01053	0.9%	1.18561
Range	0.00468	0.01411	0.00943	201.5%	0.02473
ATR	0.00872	0.00911	0.00038	4.4%	0.00000
Volume	301,051	368,990	67,939	22.6%	1,565,737

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.24201	1.23619	1.20992
R3	1.22790	1.22208	1.20604
R2	1.21379	1.21379	1.20475
R1	1.20797	1.20797	1.20345	1.21088
PP	1.19968	1.19968	1.19968	1.20113
S1	1.19386	1.19386	1.20087	1.19677
S2	1.18557	1.18557	1.19957
S3	1.17146	1.17975	1.19828
S4	1.15735	1.16564	1.19440

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.26581	1.25044	1.19921
R3	1.24108	1.22571	1.19241
R2	1.21635	1.21635	1.19014
R1	1.20098	1.20098	1.18788	1.19630
PP	1.19162	1.19162	1.19162	1.18928
S1	1.17625	1.17625	1.18334	1.17157
S2	1.16689	1.16689	1.18108
S3	1.14216	1.15152	1.17881
S4	1.11743	1.12679	1.17201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.20549	1.18524	0.02025	1.7%	0.00856	0.7%	84%	True	False	308,688
10	1.20699	1.17731	0.02968	2.5%	0.00978	0.8%	84%	False	False	307,662
20	1.20699	1.16628	0.04071	3.4%	0.00913	0.8%	88%	False	False	286,439
40	1.20699	1.13913	0.06786	5.6%	0.00912	0.8%	93%	False	False	285,458
60	1.20699	1.11189	0.09510	7.9%	0.00841	0.7%	95%	False	False	272,259
80	1.20699	1.10968	0.09731	8.1%	0.00809	0.7%	95%	False	False	262,359
100	1.20699	1.06823	0.13876	11.5%	0.00802	0.7%	97%	False	False	237,674
120	1.20699	1.05697	0.15002	12.5%	0.00772	0.6%	97%	False	False	216,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00220
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.26546
2.618	1.24243
1.618	1.22832
1.000	1.21960
0.618	1.21421
HIGH	1.20549
0.618	1.20010
0.500	1.19844
0.382	1.19677
LOW	1.19138
0.618	1.18266
1.000	1.17727
1.618	1.16855
2.618	1.15444
4.250	1.13141

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	1.20092	1.20017
PP	1.19968	1.19818
S1	1.19844	1.19619

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols