EURUSD Spot Fx

Trading Metrics calculated at close of trading on 19-Mar-2020

Day Change Summary
	Previous	Current
	18-Mar-2020	19-Mar-2020	Change	Change %	Previous Week
Open	1.09960	1.09125	-0.00835	-0.8%	1.13404
High	1.10449	1.09796	-0.00653	-0.6%	1.14925
Low	1.08023	1.06548	-0.01475	-1.4%	1.10549
Close	1.09127	1.06894	-0.02233	-2.0%	1.11001
Range	0.02426	0.03248	0.00822	33.9%	0.04376
ATR	0.01342	0.01478	0.00136	10.1%	0.00000
Volume	585,714	614,254	28,540	4.9%	2,130,639

Daily Pivots for day following 19-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.17490	1.15440	1.08680
R3	1.14242	1.12192	1.07787
R2	1.10994	1.10994	1.07489
R1	1.08944	1.08944	1.07192	1.08345
PP	1.07746	1.07746	1.07746	1.07447
S1	1.05696	1.05696	1.06596	1.05097
S2	1.04498	1.04498	1.06299
S3	1.01250	1.02448	1.06001
S4	0.98002	0.99200	1.05108

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	1.12361	1.06548	0.05813	5.4%	0.02278	2.1%	6%	False	True	544,401
10	1.14925	1.06548	0.08377	7.8%	0.02007	1.9%	4%	False	True	455,660
20	1.14925	1.06548	0.08377	7.8%	0.01493	1.4%	4%	False	True	305,624
40	1.14925	1.06548	0.08377	7.8%	0.00959	0.9%	4%	False	True	210,839
60	1.14925	1.06548	0.08377	7.8%	0.00826	0.8%	4%	False	True	182,376
80	1.14925	1.06548	0.08377	7.8%	0.00732	0.7%	4%	False	True	167,119
100	1.14925	1.06548	0.08377	7.8%	0.00668	0.6%	4%	False	True	158,744
120	1.14925	1.06548	0.08377	7.8%	0.00640	0.6%	4%	False	True	153,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00303
Widest range in 869 trading days

Fibonacci Retracements and Extensions
4.250	1.23600
2.618	1.18299
1.618	1.15051
1.000	1.13044
0.618	1.11803
HIGH	1.09796
0.618	1.08555
0.500	1.08172
0.382	1.07789
LOW	1.06548
0.618	1.04541
1.000	1.03300
1.618	1.01293
2.618	0.98045
4.250	0.92744

Fisher Pivots for day following 19-Mar-2020
Pivot	1 day	3 day
R1	1.08172	1.09217
PP	1.07746	1.08443
S1	1.07320	1.07668

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