EURUSD Spot Fx

Trading Metrics calculated at close of trading on 20-Oct-2017

Day Change Summary
	Previous	Current
	19-Oct-2017	20-Oct-2017	Change	Change %	Previous Week
Open	1.17877	1.18500	0.00623	0.5%	1.18108
High	1.18577	1.18578	0.00001	0.0%	1.18578
Low	1.17704	1.17624	-0.00080	-0.1%	1.17304
Close	1.18509	1.17835	-0.00674	-0.6%	1.17835
Range	0.00873	0.00954	0.00081	9.3%	0.01274
ATR	0.00743	0.00758	0.00015	2.0%	0.00000
Volume	302,541	298,676	-3,865	-1.3%	1,282,397

Daily Pivots for day following 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.20874	1.20309	1.18360
R3	1.19920	1.19355	1.18097
R2	1.18966	1.18966	1.18010
R1	1.18401	1.18401	1.17922	1.18207
PP	1.18012	1.18012	1.18012	1.17915
S1	1.17447	1.17447	1.17748	1.17253
S2	1.17058	1.17058	1.17660
S3	1.16104	1.16493	1.17573
S4	1.15150	1.15539	1.17310

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.21728	1.21055	1.18536
R3	1.20454	1.19781	1.18185
R2	1.19180	1.19180	1.18069
R1	1.18507	1.18507	1.17952	1.18207
PP	1.17906	1.17906	1.17906	1.17755
S1	1.17233	1.17233	1.17718	1.16933
S2	1.16632	1.16632	1.17601
S3	1.15358	1.15959	1.17485
S4	1.14084	1.14685	1.17134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.18578	1.17304	0.01274	1.1%	0.00718	0.6%	42%	True	False	256,479
10	1.18796	1.17195	0.01601	1.4%	0.00673	0.6%	40%	False	False	249,650
20	1.19363	1.16718	0.02645	2.2%	0.00733	0.6%	42%	False	False	254,891
40	1.20921	1.16718	0.04203	3.6%	0.00802	0.7%	27%	False	False	276,068
60	1.20921	1.16628	0.04293	3.6%	0.00839	0.7%	28%	False	False	274,054
80	1.20921	1.13123	0.07798	6.6%	0.00835	0.7%	60%	False	False	273,866
100	1.20921	1.11189	0.09732	8.3%	0.00803	0.7%	68%	False	False	269,185
120	1.20921	1.08391	0.12530	10.6%	0.00799	0.7%	75%	False	False	254,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.00145
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.22633
2.618	1.21076
1.618	1.20122
1.000	1.19532
0.618	1.19168
HIGH	1.18578
0.618	1.18214
0.500	1.18101
0.382	1.17988
LOW	1.17624
0.618	1.17034
1.000	1.16670
1.618	1.16080
2.618	1.15126
4.250	1.13570

Fisher Pivots for day following 20-Oct-2017
Pivot	1 day	3 day
R1	1.18101	1.17941
PP	1.18012	1.17906
S1	1.17924	1.17870

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