EURUSD Spot Fx

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	1.17830	1.17320	-0.00510	-0.4%	1.16532
High	1.18086	1.17575	-0.00511	-0.4%	1.18596
Low	1.17222	1.17131	-0.00091	-0.1%	1.16375
Close	1.17319	1.17374	0.00055	0.0%	1.17871
Range	0.00864	0.00444	-0.00420	-48.6%	0.02221
ATR	0.00702	0.00683	-0.00018	-2.6%	0.00000
Volume	272,194	223,627	-48,567	-17.8%	1,192,077

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.18692	1.18477	1.17618
R3	1.18248	1.18033	1.17496
R2	1.17804	1.17804	1.17455
R1	1.17589	1.17589	1.17415	1.17697
PP	1.17360	1.17360	1.17360	1.17414
S1	1.17145	1.17145	1.17333	1.17253
S2	1.16916	1.16916	1.17293
S3	1.16472	1.16701	1.17252
S4	1.16028	1.16257	1.17130

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.24277	1.23295	1.19093
R3	1.22056	1.21074	1.18482
R2	1.19835	1.19835	1.18278
R1	1.18853	1.18853	1.18075	1.19344
PP	1.17614	1.17614	1.17614	1.17860
S1	1.16632	1.16632	1.17667	1.17123
S2	1.15393	1.15393	1.17464
S3	1.13172	1.14411	1.17260
S4	1.10951	1.12190	1.16649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.18596	1.17131	0.01465	1.2%	0.00611	0.5%	17%	False	True	255,690
10	1.18596	1.15799	0.02797	2.4%	0.00641	0.5%	56%	False	False	234,688
20	1.18596	1.15545	0.03051	2.6%	0.00700	0.6%	60%	False	False	255,234
40	1.18796	1.15545	0.03251	2.8%	0.00690	0.6%	56%	False	False	252,875
60	1.20921	1.15545	0.05376	4.6%	0.00753	0.6%	34%	False	False	267,094
80	1.20921	1.15545	0.05376	4.6%	0.00795	0.7%	34%	False	False	267,858
100	1.20921	1.13123	0.07798	6.6%	0.00807	0.7%	55%	False	False	270,708
120	1.20921	1.11189	0.09732	8.3%	0.00787	0.7%	64%	False	False	267,509

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	0.00124
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.19462
2.618	1.18737
1.618	1.18293
1.000	1.18019
0.618	1.17849
HIGH	1.17575
0.618	1.17405
0.500	1.17353
0.382	1.17301
LOW	1.17131
0.618	1.16857
1.000	1.16687
1.618	1.16413
2.618	1.15969
4.250	1.15244

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	1.17367	1.17672
PP	1.17360	1.17573
S1	1.17353	1.17473

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