EURUSD Spot Fx

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	1.18382	1.18513	0.00131	0.1%	1.18874
High	1.18682	1.18934	0.00252	0.2%	1.19195
Low	1.18143	1.18435	0.00292	0.2%	1.17456
Close	1.18516	1.18608	0.00092	0.1%	1.18333
Range	0.00539	0.00499	-0.00040	-7.4%	0.01739
ATR	0.00785	0.00764	-0.00020	-2.6%	0.00000
Volume	153,509	134,322	-19,187	-12.5%	1,012,835

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.20156	1.19881	1.18882
R3	1.19657	1.19382	1.18745
R2	1.19158	1.19158	1.18699
R1	1.18883	1.18883	1.18654	1.19021
PP	1.18659	1.18659	1.18659	1.18728
S1	1.18384	1.18384	1.18562	1.18522
S2	1.18160	1.18160	1.18517
S3	1.17661	1.17885	1.18471
S4	1.17162	1.17386	1.18334

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	1.18934	1.17456	0.01478	1.2%	0.00585	0.5%	78%	True	False	151,341
10	1.19195	1.16034	0.03161	2.7%	0.00890	0.8%	81%	False	False	215,496
20	1.19195	1.16034	0.03161	2.7%	0.00788	0.7%	81%	False	False	197,659
40	1.19195	1.16034	0.03161	2.7%	0.00728	0.6%	81%	False	False	196,819
60	1.20099	1.16034	0.04065	3.4%	0.00775	0.7%	63%	False	False	207,565
80	1.20099	1.16034	0.04065	3.4%	0.00817	0.7%	63%	False	False	212,946
100	1.20099	1.11851	0.08248	7.0%	0.00817	0.7%	82%	False	False	209,981
120	1.20099	1.11149	0.08950	7.5%	0.00840	0.7%	83%	False	False	214,162

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	0.00235
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.21055
2.618	1.20240
1.618	1.19741
1.000	1.19433
0.618	1.19242
HIGH	1.18934
0.618	1.18743
0.500	1.18685
0.382	1.18626
LOW	1.18435
0.618	1.18127
1.000	1.17936
1.618	1.17628
2.618	1.17129
4.250	1.16314

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	1.18685	1.18559
PP	1.18659	1.18510
S1	1.18634	1.18461

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