EURUSD Spot Fx

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	1.18044	1.18382	0.00338	0.3%	1.18874
High	1.18367	1.18682	0.00315	0.3%	1.19195
Low	1.17988	1.18143	0.00155	0.1%	1.17456
Close	1.18333	1.18516	0.00183	0.2%	1.18333
Range	0.00379	0.00539	0.00160	42.2%	0.01739
ATR	0.00804	0.00785	-0.00019	-2.4%	0.00000
Volume	136,482	153,509	17,027	12.5%	1,012,835

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.20064	1.19829	1.18812
R3	1.19525	1.19290	1.18664
R2	1.18986	1.18986	1.18615
R1	1.18751	1.18751	1.18565	1.18869
PP	1.18447	1.18447	1.18447	1.18506
S1	1.18212	1.18212	1.18467	1.18330
S2	1.17908	1.17908	1.18417
S3	1.17369	1.17673	1.18368
S4	1.16830	1.17134	1.18220

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.23545	1.22678	1.19289
R3	1.21806	1.20939	1.18811
R2	1.20067	1.20067	1.18652
R1	1.19200	1.19200	1.18492	1.18764
PP	1.18328	1.18328	1.18328	1.18110
S1	1.17461	1.17461	1.18174	1.17025
S2	1.16589	1.16589	1.18014
S3	1.14850	1.15722	1.17855
S4	1.13111	1.13983	1.17377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.18682	1.17456	0.01226	1.0%	0.00612	0.5%	86%	True	False	176,385
10	1.19195	1.16034	0.03161	2.7%	0.00949	0.8%	79%	False	False	218,391
20	1.19195	1.16034	0.03161	2.7%	0.00804	0.7%	79%	False	False	199,181
40	1.19195	1.16034	0.03161	2.7%	0.00736	0.6%	79%	False	False	199,518
60	1.20099	1.16034	0.04065	3.4%	0.00778	0.7%	61%	False	False	208,382
80	1.20099	1.16034	0.04065	3.4%	0.00829	0.7%	61%	False	False	214,309
100	1.20099	1.11851	0.08248	7.0%	0.00820	0.7%	81%	False	False	210,302
120	1.20099	1.11005	0.09094	7.7%	0.00841	0.7%	83%	False	False	214,646

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.00236
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.20973
2.618	1.20093
1.618	1.19554
1.000	1.19221
0.618	1.19015
HIGH	1.18682
0.618	1.18476
0.500	1.18413
0.382	1.18349
LOW	1.18143
0.618	1.17810
1.000	1.17604
1.618	1.17271
2.618	1.16732
4.250	1.15852

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	1.18482	1.18389
PP	1.18447	1.18261
S1	1.18413	1.18134

Download as Excel Spreadsheet

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

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