EURUSD Spot Fx

Trading Metrics calculated at close of trading on 12-Sep-2017

Day Change Summary
	Previous	Current
	11-Sep-2017	12-Sep-2017	Change	Change %	Previous Week
Open	1.20109	1.19513	-0.00596	-0.5%	1.18802
High	1.20295	1.19778	-0.00517	-0.4%	1.20921
Low	1.19476	1.19262	-0.00214	-0.2%	1.18688
Close	1.19514	1.19661	0.00147	0.1%	1.20340
Range	0.00819	0.00516	-0.00303	-37.0%	0.02233
ATR	0.00897	0.00870	-0.00027	-3.0%	0.00000
Volume	255,152	255,149	-3	0.0%	1,569,329

Daily Pivots for day following 12-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.21115	1.20904	1.19945
R3	1.20599	1.20388	1.19803
R2	1.20083	1.20083	1.19756
R1	1.19872	1.19872	1.19708	1.19978
PP	1.19567	1.19567	1.19567	1.19620
S1	1.19356	1.19356	1.19614	1.19462
S2	1.19051	1.19051	1.19566
S3	1.18535	1.18840	1.19519
S4	1.18019	1.18324	1.19377

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.26682	1.25744	1.21568
R3	1.24449	1.23511	1.20954
R2	1.22216	1.22216	1.20749
R1	1.21278	1.21278	1.20545	1.21747
PP	1.19983	1.19983	1.19983	1.20218
S1	1.19045	1.19045	1.20135	1.19514
S2	1.17750	1.17750	1.19931
S3	1.15517	1.16812	1.19726
S4	1.13284	1.14579	1.19112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.20921	1.19028	0.01893	1.6%	0.00792	0.7%	33%	False	False	307,836
10	1.20921	1.18226	0.02695	2.3%	0.00829	0.7%	53%	False	False	304,995
20	1.20921	1.16628	0.04293	3.6%	0.00883	0.7%	71%	False	False	290,606
40	1.20921	1.14793	0.06128	5.1%	0.00903	0.8%	79%	False	False	287,581
60	1.20921	1.11274	0.09647	8.1%	0.00846	0.7%	87%	False	False	275,607
80	1.20921	1.11096	0.09825	8.2%	0.00797	0.7%	87%	False	False	267,351
100	1.20921	1.08391	0.12530	10.5%	0.00796	0.7%	90%	False	False	242,032
120	1.20921	1.05697	0.15224	12.7%	0.00772	0.6%	92%	False	False	220,867

Crabel Price Patterns
NR	True
NR4	True
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	0.00181
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.21971
2.618	1.21129
1.618	1.20613
1.000	1.20294
0.618	1.20097
HIGH	1.19778
0.618	1.19581
0.500	1.19520
0.382	1.19459
LOW	1.19262
0.618	1.18943
1.000	1.18746
1.618	1.18427
2.618	1.17911
4.250	1.17069

Fisher Pivots for day following 12-Sep-2017
Pivot	1 day	3 day
R1	1.19614	1.20092
PP	1.19567	1.19948
S1	1.19520	1.19805

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