EURUSD Spot Fx

Trading Metrics calculated at close of trading on 02-Jul-2020

Day Change Summary
	Previous	Current
	01-Jul-2020	02-Jul-2020	Change	Change %	Previous Week
Open	1.12331	1.12505	0.00174	0.2%	1.11856
High	1.12746	1.13022	0.00276	0.2%	1.13482
Low	1.11851	1.12235	0.00384	0.3%	1.11684
Close	1.12506	1.12389	-0.00117	-0.1%	1.12178
Range	0.00895	0.00787	-0.00108	-12.1%	0.01798
ATR	0.00872	0.00866	-0.00006	-0.7%	0.00000
Volume	178,391	177,531	-860	-0.5%	1,020,502

Daily Pivots for day following 02-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.14910	1.14436	1.12822
R3	1.14123	1.13649	1.12605
R2	1.13336	1.13336	1.12533
R1	1.12862	1.12862	1.12461	1.12706
PP	1.12549	1.12549	1.12549	1.12470
S1	1.12075	1.12075	1.12317	1.11919
S2	1.11762	1.11762	1.12245
S3	1.10975	1.11288	1.12173
S4	1.10188	1.10501	1.11956

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.17842	1.16808	1.13167
R3	1.16044	1.15010	1.12672
R2	1.14246	1.14246	1.12508
R1	1.13212	1.13212	1.12343	1.13729
PP	1.12448	1.12448	1.12448	1.12707
S1	1.11414	1.11414	1.12013	1.11931
S2	1.10650	1.10650	1.11848
S3	1.08852	1.09616	1.11684
S4	1.07054	1.07818	1.11189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.13022	1.11851	0.01171	1.0%	0.00713	0.6%	46%	True	False	175,246
10	1.13482	1.11684	0.01798	1.6%	0.00805	0.7%	39%	False	False	194,858
20	1.14213	1.11684	0.02529	2.3%	0.00908	0.8%	28%	False	False	226,115
40	1.14213	1.07749	0.06464	5.8%	0.00862	0.8%	72%	False	False	209,137
60	1.14213	1.07269	0.06944	6.2%	0.00843	0.8%	74%	False	False	205,983
80	1.14213	1.06362	0.07851	7.0%	0.01035	0.9%	77%	False	False	258,527
100	1.14925	1.06362	0.08563	7.6%	0.01031	0.9%	70%	False	False	246,644
120	1.14925	1.06362	0.08563	7.6%	0.00933	0.8%	70%	False	False	224,831

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	0.00226
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.16367
2.618	1.15082
1.618	1.14295
1.000	1.13809
0.618	1.13508
HIGH	1.13022
0.618	1.12721
0.500	1.12629
0.382	1.12536
LOW	1.12235
0.618	1.11749
1.000	1.11448
1.618	1.10962
2.618	1.10175
4.250	1.08890

Fisher Pivots for day following 02-Jul-2020
Pivot	1 day	3 day
R1	1.12629	1.12437
PP	1.12549	1.12421
S1	1.12469	1.12405

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

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