EURUSD Spot Fx

Trading Metrics calculated at close of trading on 28-Feb-2020

Day Change Summary
	Previous	Current
	27-Feb-2020	28-Feb-2020	Change	Change %	Previous Week
Open	1.08791	1.09989	0.01198	1.1%	1.08278
High	1.10056	1.10523	0.00467	0.4%	1.10523
Low	1.08693	1.09511	0.00818	0.8%	1.08052
Close	1.09989	1.10248	0.00259	0.2%	1.10248
Range	0.01363	0.01012	-0.00351	-25.8%	0.02471
ATR	0.00553	0.00586	0.00033	5.9%	0.00000
Volume	157,632	165,477	7,845	5.0%	730,802

Daily Pivots for day following 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.13130	1.12701	1.10805
R3	1.12118	1.11689	1.10526
R2	1.11106	1.11106	1.10434
R1	1.10677	1.10677	1.10341	1.10892
PP	1.10094	1.10094	1.10094	1.10201
S1	1.09665	1.09665	1.10155	1.09880
S2	1.09082	1.09082	1.10062
S3	1.08070	1.08653	1.09970
S4	1.07058	1.07641	1.09691

Weekly Pivots for week ending 28-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.17021	1.16105	1.11607
R3	1.14550	1.13634	1.10928
R2	1.12079	1.12079	1.10701
R1	1.11163	1.11163	1.10475	1.11621
PP	1.09608	1.09608	1.09608	1.09837
S1	1.08692	1.08692	1.10021	1.09150
S2	1.07137	1.07137	1.09795
S3	1.04666	1.06221	1.09568
S4	1.02195	1.03750	1.08889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.10523	1.08052	0.02471	2.2%	0.00830	0.8%	89%	True	False	146,160
10	1.10523	1.07778	0.02745	2.5%	0.00645	0.6%	90%	True	False	133,962
20	1.10936	1.07778	0.03158	2.9%	0.00556	0.5%	78%	False	False	125,850
40	1.12051	1.07778	0.04273	3.9%	0.00495	0.4%	58%	False	False	123,037
60	1.12553	1.07778	0.04775	4.3%	0.00519	0.5%	52%	False	False	123,813
80	1.12553	1.07778	0.04775	4.3%	0.00485	0.4%	52%	False	False	122,813
100	1.12553	1.07778	0.04775	4.3%	0.00490	0.4%	52%	False	False	124,138
120	1.12553	1.07778	0.04775	4.3%	0.00515	0.5%	52%	False	False	124,800

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	0.00169
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.14824
2.618	1.13172
1.618	1.12160
1.000	1.11535
0.618	1.11148
HIGH	1.10523
0.618	1.10136
0.500	1.10017
0.382	1.09898
LOW	1.09511
0.618	1.08886
1.000	1.08499
1.618	1.07874
2.618	1.06862
4.250	1.05210

Fisher Pivots for day following 28-Feb-2020
Pivot	1 day	3 day
R1	1.10171	1.10011
PP	1.10094	1.09773
S1	1.10017	1.09536

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