EURUSD Spot Fx

Trading Metrics calculated at close of trading on 24-Sep-2020

Day Change Summary
	Previous	Current
	23-Sep-2020	24-Sep-2020	Change	Change %	Previous Week
Open	1.17076	1.16597	-0.00479	-0.4%	1.18343
High	1.17186	1.16867	-0.00319	-0.3%	1.19000
Low	1.16513	1.16265	-0.00248	-0.2%	1.17377
Close	1.16597	1.16690	0.00093	0.1%	1.18385
Range	0.00673	0.00602	-0.00071	-10.5%	0.01623
ATR	0.00865	0.00846	-0.00019	-2.2%	0.00000
Volume	240,828	247,053	6,225	2.6%	1,011,908

Daily Pivots for day following 24-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.18413	1.18154	1.17021
R3	1.17811	1.17552	1.16856
R2	1.17209	1.17209	1.16800
R1	1.16950	1.16950	1.16745	1.17080
PP	1.16607	1.16607	1.16607	1.16672
S1	1.16348	1.16348	1.16635	1.16478
S2	1.16005	1.16005	1.16580
S3	1.15403	1.15746	1.16524
S4	1.14801	1.15144	1.16359

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.23123	1.22377	1.19278
R3	1.21500	1.20754	1.18831
R2	1.19877	1.19877	1.18683
R1	1.19131	1.19131	1.18534	1.19504
PP	1.18254	1.18254	1.18254	1.18441
S1	1.17508	1.17508	1.18236	1.17881
S2	1.16631	1.16631	1.18087
S3	1.15008	1.15885	1.17939
S4	1.13385	1.14262	1.17492

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.18713	1.16265	0.02448	2.1%	0.00783	0.7%	17%	False	True	232,379
10	1.19000	1.16265	0.02735	2.3%	0.00778	0.7%	16%	False	True	218,088
20	1.20099	1.16265	0.03834	3.3%	0.00870	0.7%	11%	False	True	233,074
40	1.20099	1.16265	0.03834	3.3%	0.00897	0.8%	11%	False	True	229,186
60	1.20099	1.12195	0.07904	6.8%	0.00871	0.7%	57%	False	False	220,794
80	1.20099	1.11684	0.08415	7.2%	0.00891	0.8%	59%	False	False	223,115
100	1.20099	1.07663	0.12436	10.7%	0.00866	0.7%	73%	False	False	216,391
120	1.20099	1.07269	0.12830	11.0%	0.00860	0.7%	73%	False	False	213,984

Crabel Price Patterns
NR	True
NR4	True
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	0.00192
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.19426
2.618	1.18443
1.618	1.17841
1.000	1.17469
0.618	1.17239
HIGH	1.16867
0.618	1.16637
0.500	1.16566
0.382	1.16495
LOW	1.16265
0.618	1.15893
1.000	1.15663
1.618	1.15291
2.618	1.14689
4.250	1.13707

Fisher Pivots for day following 24-Sep-2020
Pivot	1 day	3 day
R1	1.16649	1.16999
PP	1.16607	1.16896
S1	1.16566	1.16793

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

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