EURUSD Spot Fx

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	1.17364	1.17396	0.00032	0.0%	1.17778
High	1.18069	1.18154	0.00085	0.1%	1.19155
Low	1.17223	1.17109	-0.00114	-0.1%	1.16965
Close	1.17397	1.17842	0.00445	0.4%	1.17857
Range	0.00846	0.01045	0.00199	23.5%	0.02190
ATR	0.00933	0.00941	0.00008	0.9%	0.00000
Volume	243,663	242,066	-1,597	-0.7%	1,183,817

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.20837	1.20384	1.18417
R3	1.19792	1.19339	1.18129
R2	1.18747	1.18747	1.18034
R1	1.18294	1.18294	1.17938	1.18521
PP	1.17702	1.17702	1.17702	1.17815
S1	1.17249	1.17249	1.17746	1.17476
S2	1.16657	1.16657	1.17650
S3	1.15612	1.16204	1.17555
S4	1.14567	1.15159	1.17267

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.24562	1.23400	1.19062
R3	1.22372	1.21210	1.18459
R2	1.20182	1.20182	1.18259
R1	1.19020	1.19020	1.18058	1.19601
PP	1.17992	1.17992	1.17992	1.18283
S1	1.16830	1.16830	1.17656	1.17411
S2	1.15802	1.15802	1.17456
S3	1.13612	1.14640	1.17255
S4	1.11422	1.12450	1.16653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.19155	1.17109	0.02046	1.7%	0.00959	0.8%	36%	False	True	233,508
10	1.19155	1.16965	0.02190	1.9%	0.01037	0.9%	40%	False	False	239,884
20	1.19155	1.13704	0.05451	4.6%	0.00961	0.8%	76%	False	False	229,905
40	1.19155	1.11684	0.07471	6.3%	0.00869	0.7%	82%	False	False	212,177
60	1.19155	1.08706	0.10449	8.9%	0.00894	0.8%	87%	False	False	217,338
80	1.19155	1.07269	0.11886	10.1%	0.00870	0.7%	89%	False	False	210,496
100	1.19155	1.07269	0.11886	10.1%	0.00906	0.8%	89%	False	False	221,201
120	1.19155	1.06362	0.12793	10.9%	0.01039	0.9%	90%	False	False	248,649

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00291
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.22595
2.618	1.20890
1.618	1.19845
1.000	1.19199
0.618	1.18800
HIGH	1.18154
0.618	1.17755
0.500	1.17632
0.382	1.17508
LOW	1.17109
0.618	1.16463
1.000	1.16064
1.618	1.15418
2.618	1.14373
4.250	1.12668

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	1.17772	1.17772
PP	1.17702	1.17702
S1	1.17632	1.17632

Download as Excel Spreadsheet

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

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