EURUSD Spot Fx

Trading Metrics calculated at close of trading on 23-Mar-2020

Day Change Summary
	Previous	Current
	20-Mar-2020	23-Mar-2020	Change	Change %	Previous Week
Open	1.06895	1.06948	0.00053	0.0%	1.10666
High	1.08301	1.08270	-0.00031	0.0%	1.12361
Low	1.06373	1.06362	-0.00011	0.0%	1.06373
Close	1.06923	1.07244	0.00321	0.3%	1.06923
Range	0.01928	0.01908	-0.00020	-1.0%	0.05988
ATR	0.01510	0.01539	0.00028	1.9%	0.00000
Volume	638,643	537,754	-100,889	-15.8%	2,855,036

Daily Pivots for day following 23-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.13016	1.12038	1.08293
R3	1.11108	1.10130	1.07769
R2	1.09200	1.09200	1.07594
R1	1.08222	1.08222	1.07419	1.08711
PP	1.07292	1.07292	1.07292	1.07537
S1	1.06314	1.06314	1.07069	1.06803
S2	1.05384	1.05384	1.06894
S3	1.03476	1.04406	1.06719
S4	1.01568	1.02498	1.06195

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.26516	1.22708	1.10216
R3	1.20528	1.16720	1.08570
R2	1.14540	1.14540	1.08021
R1	1.10732	1.10732	1.07472	1.09642
PP	1.08552	1.08552	1.08552	1.08008
S1	1.04744	1.04744	1.06374	1.03654
S2	1.02564	1.02564	1.05825
S3	0.96576	0.98756	1.05276
S4	0.90588	0.92768	1.03630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.11886	1.06362	0.05524	5.2%	0.02370	2.2%	16%	False	True	577,074
10	1.14572	1.06362	0.08210	7.7%	0.02092	2.0%	11%	False	True	510,371
20	1.14925	1.06362	0.08563	8.0%	0.01609	1.5%	10%	False	True	351,312
40	1.14925	1.06362	0.08563	8.0%	0.01038	1.0%	10%	False	True	234,640
60	1.14925	1.06362	0.08563	8.0%	0.00848	0.8%	10%	False	True	198,364
80	1.14925	1.06362	0.08563	8.0%	0.00774	0.7%	10%	False	True	179,154
100	1.14925	1.06362	0.08563	8.0%	0.00695	0.6%	10%	False	True	167,815
120	1.14925	1.06362	0.08563	8.0%	0.00662	0.6%	10%	False	True	161,216

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.00385
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.16379
2.618	1.13265
1.618	1.11357
1.000	1.10178
0.618	1.09449
HIGH	1.08270
0.618	1.07541
0.500	1.07316
0.382	1.07091
LOW	1.06362
0.618	1.05183
1.000	1.04454
1.618	1.03275
2.618	1.01367
4.250	0.98253

Fisher Pivots for day following 23-Mar-2020
Pivot	1 day	3 day
R1	1.07316	1.08079
PP	1.07292	1.07801
S1	1.07268	1.07522

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These figures are updated between 7pm and 10pm EST after a trading day.

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