EURUSD Spot Fx

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	1.18343	1.18623	0.00280	0.2%	1.18130
High	1.18876	1.19000	0.00124	0.1%	1.19162
Low	1.18320	1.18396	0.00076	0.1%	1.17530
Close	1.18628	1.18458	-0.00170	-0.1%	1.18461
Range	0.00556	0.00604	0.00048	8.6%	0.01632
ATR	0.00869	0.00850	-0.00019	-2.2%	0.00000
Volume	161,349	176,314	14,965	9.3%	942,786

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.20430	1.20048	1.18790
R3	1.19826	1.19444	1.18624
R2	1.19222	1.19222	1.18569
R1	1.18840	1.18840	1.18513	1.18729
PP	1.18618	1.18618	1.18618	1.18563
S1	1.18236	1.18236	1.18403	1.18125
S2	1.18014	1.18014	1.18347
S3	1.17410	1.17632	1.18292
S4	1.16806	1.17028	1.18126

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.23280	1.22503	1.19359
R3	1.21648	1.20871	1.18910
R2	1.20016	1.20016	1.18760
R1	1.19239	1.19239	1.18611	1.19628
PP	1.18384	1.18384	1.18384	1.18579
S1	1.17607	1.17607	1.18311	1.17996
S2	1.16752	1.16752	1.18162
S3	1.15120	1.15975	1.18012
S4	1.13488	1.14343	1.17563

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.19162	1.17530	0.01632	1.4%	0.00752	0.6%	57%	False	False	206,416
10	1.20099	1.17530	0.02569	2.2%	0.00812	0.7%	36%	False	False	227,275
20	1.20099	1.17530	0.02569	2.2%	0.00874	0.7%	36%	False	False	227,545
40	1.20099	1.14236	0.05863	4.9%	0.00917	0.8%	72%	False	False	229,350
60	1.20099	1.11851	0.08248	7.0%	0.00861	0.7%	80%	False	False	216,365
80	1.20099	1.08914	0.11185	9.4%	0.00891	0.8%	85%	False	False	221,646
100	1.20099	1.07663	0.12436	10.5%	0.00867	0.7%	87%	False	False	213,648
120	1.20099	1.07269	0.12830	10.8%	0.00874	0.7%	87%	False	False	217,267

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.00141
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.21567
2.618	1.20581
1.618	1.19977
1.000	1.19604
0.618	1.19373
HIGH	1.19000
0.618	1.18769
0.500	1.18698
0.382	1.18627
LOW	1.18396
0.618	1.18023
1.000	1.17792
1.618	1.17419
2.618	1.16815
4.250	1.15829

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	1.18698	1.18558
PP	1.18618	1.18524
S1	1.18538	1.18491

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