EURUSD Spot Fx

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

Day Change Summary
	Previous	Current
	10-Oct-2017	11-Oct-2017	Change	Change %	Previous Week
Open	1.17390	1.18070	0.00680	0.6%	1.17883
High	1.18211	1.18690	0.00479	0.4%	1.18147
Low	1.17390	1.17951	0.00561	0.5%	1.16718
Close	1.18072	1.18578	0.00506	0.4%	1.17269
Range	0.00821	0.00739	-0.00082	-10.0%	0.01429
ATR	0.00796	0.00792	-0.00004	-0.5%	0.00000
Volume	273,320	271,975	-1,345	-0.5%	1,208,510

Daily Pivots for day following 11-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.20623	1.20340	1.18984
R3	1.19884	1.19601	1.18781
R2	1.19145	1.19145	1.18713
R1	1.18862	1.18862	1.18646	1.19004
PP	1.18406	1.18406	1.18406	1.18477
S1	1.18123	1.18123	1.18510	1.18265
S2	1.17667	1.17667	1.18443
S3	1.16928	1.17384	1.18375
S4	1.16189	1.16645	1.18172

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.21665	1.20896	1.18055
R3	1.20236	1.19467	1.17662
R2	1.18807	1.18807	1.17531
R1	1.18038	1.18038	1.17400	1.17708
PP	1.17378	1.17378	1.17378	1.17213
S1	1.16609	1.16609	1.17138	1.16279
S2	1.15949	1.15949	1.17007
S3	1.14520	1.15180	1.16876
S4	1.13091	1.13751	1.16483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.18690	1.16718	0.01972	1.7%	0.00676	0.6%	94%	True	False	248,574
10	1.18690	1.16718	0.01972	1.7%	0.00700	0.6%	94%	True	False	243,880
20	1.20303	1.16718	0.03585	3.0%	0.00792	0.7%	52%	False	False	265,099
40	1.20921	1.16628	0.04293	3.6%	0.00844	0.7%	45%	False	False	277,712
60	1.20921	1.14793	0.06128	5.2%	0.00879	0.7%	62%	False	False	281,075
80	1.20921	1.11392	0.09529	8.0%	0.00843	0.7%	75%	False	False	273,993
100	1.20921	1.11096	0.09825	8.3%	0.00803	0.7%	76%	False	False	267,030
120	1.20921	1.08391	0.12530	10.6%	0.00798	0.7%	81%	False	False	247,024

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	0.00183
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.21831
2.618	1.20625
1.618	1.19886
1.000	1.19429
0.618	1.19147
HIGH	1.18690
0.618	1.18408
0.500	1.18321
0.382	1.18233
LOW	1.17951
0.618	1.17494
1.000	1.17212
1.618	1.16755
2.618	1.16016
4.250	1.14810

Fisher Pivots for day following 11-Oct-2017
Pivot	1 day	3 day
R1	1.18492	1.18366
PP	1.18406	1.18154
S1	1.18321	1.17943

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