EURUSD Spot Fx

Trading Metrics calculated at close of trading on 16-Mar-2020

Day Change Summary
	Previous	Current
	13-Mar-2020	16-Mar-2020	Change	Change %	Previous Week
Open	1.11830	1.10666	-0.01164	-1.0%	1.13404
High	1.12210	1.12361	0.00151	0.1%	1.14925
Low	1.10549	1.10643	0.00094	0.1%	1.10549
Close	1.11001	1.11785	0.00784	0.7%	1.11001
Range	0.01661	0.01718	0.00057	3.4%	0.04376
ATR	0.01134	0.01176	0.00042	3.7%	0.00000
Volume	505,616	507,418	1,802	0.4%	2,130,639

Daily Pivots for day following 16-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.16750	1.15986	1.12730
R3	1.15032	1.14268	1.12257
R2	1.13314	1.13314	1.12100
R1	1.12550	1.12550	1.11942	1.12932
PP	1.11596	1.11596	1.11596	1.11788
S1	1.10832	1.10832	1.11628	1.11214
S2	1.09878	1.09878	1.11470
S3	1.08160	1.09114	1.11313
S4	1.06442	1.07396	1.10840

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.25286	1.22520	1.13408
R3	1.20910	1.18144	1.12204
R2	1.16534	1.16534	1.11803
R1	1.13768	1.13768	1.11402	1.12963
PP	1.12158	1.12158	1.12158	1.11756
S1	1.09392	1.09392	1.10600	1.08587
S2	1.07782	1.07782	1.10199
S3	1.03406	1.05016	1.09798
S4	0.99030	1.00640	1.08594

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.14572	1.10549	0.04023	3.6%	0.01813	1.6%	31%	False	False	443,668
10	1.14925	1.10549	0.04376	3.9%	0.01536	1.4%	28%	False	False	336,075
20	1.14925	1.07778	0.07147	6.4%	0.01154	1.0%	56%	False	False	239,874
40	1.14925	1.07778	0.07147	6.4%	0.00793	0.7%	56%	False	False	177,613
60	1.14925	1.07778	0.07147	6.4%	0.00711	0.6%	56%	False	False	159,415
80	1.14925	1.07778	0.07147	6.4%	0.00646	0.6%	56%	False	False	150,147
100	1.14925	1.07778	0.07147	6.4%	0.00600	0.5%	56%	False	False	144,481
120	1.14925	1.07778	0.07147	6.4%	0.00588	0.5%	56%	False	False	142,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.00242
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.19663
2.618	1.16859
1.618	1.15141
1.000	1.14079
0.618	1.13423
HIGH	1.12361
0.618	1.11705
0.500	1.11502
0.382	1.11299
LOW	1.10643
0.618	1.09581
1.000	1.08925
1.618	1.07863
2.618	1.06145
4.250	1.03342

Fisher Pivots for day following 16-Mar-2020
Pivot	1 day	3 day
R1	1.11691	1.11939
PP	1.11596	1.11888
S1	1.11502	1.11836

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