EURUSD Spot Fx

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	1.17883	1.17303	-0.00580	-0.5%	1.19026
High	1.18147	1.17728	-0.00419	-0.4%	1.19363
Low	1.17300	1.16963	-0.00337	-0.3%	1.17170
Close	1.17331	1.17424	0.00093	0.1%	1.18123
Range	0.00847	0.00765	-0.00082	-9.7%	0.02193
ATR	0.00877	0.00869	-0.00008	-0.9%	0.00000
Volume	243,174	215,508	-27,666	-11.4%	1,392,811

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.19667	1.19310	1.17845
R3	1.18902	1.18545	1.17634
R2	1.18137	1.18137	1.17564
R1	1.17780	1.17780	1.17494	1.17959
PP	1.17372	1.17372	1.17372	1.17461
S1	1.17015	1.17015	1.17354	1.17194
S2	1.16607	1.16607	1.17284
S3	1.15842	1.16250	1.17214
S4	1.15077	1.15485	1.17003

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.24798	1.23653	1.19329
R3	1.22605	1.21460	1.18726
R2	1.20412	1.20412	1.18525
R1	1.19267	1.19267	1.18324	1.18743
PP	1.18219	1.18219	1.18219	1.17957
S1	1.17074	1.17074	1.17922	1.16550
S2	1.16026	1.16026	1.17721
S3	1.13833	1.14881	1.17520
S4	1.11640	1.12688	1.16917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.18322	1.16963	0.01359	1.2%	0.00775	0.7%	34%	False	True	258,063
10	1.20303	1.16963	0.03340	2.8%	0.00919	0.8%	14%	False	True	271,189
20	1.20921	1.16963	0.03958	3.4%	0.00856	0.7%	12%	False	True	284,510
40	1.20921	1.16628	0.04293	3.7%	0.00876	0.7%	19%	False	False	283,540
60	1.20921	1.13704	0.07217	6.1%	0.00892	0.8%	52%	False	False	283,952
80	1.20921	1.11189	0.09732	8.3%	0.00846	0.7%	64%	False	False	275,033
100	1.20921	1.10770	0.10151	8.6%	0.00818	0.7%	66%	False	False	263,540
120	1.20921	1.06823	0.14098	12.0%	0.00804	0.7%	75%	False	False	241,814

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	0.00223
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.20979
2.618	1.19731
1.618	1.18966
1.000	1.18493
0.618	1.18201
HIGH	1.17728
0.618	1.17436
0.500	1.17346
0.382	1.17255
LOW	1.16963
0.618	1.16490
1.000	1.16198
1.618	1.15725
2.618	1.14960
4.250	1.13712

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	1.17398	1.17643
PP	1.17372	1.17570
S1	1.17346	1.17497

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

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