EURUSD Spot Fx

Trading Metrics calculated at close of trading on 11-Jan-2021

Day Change Summary
	Previous	Current
	08-Jan-2021	11-Jan-2021	Change	Change %	Previous Week
Open	1.22692	1.22259	-0.00433	-0.4%	1.22413
High	1.22840	1.22259	-0.00581	-0.5%	1.23490
Low	1.21931	1.21323	-0.00608	-0.5%	1.21931
Close	1.22070	1.21496	-0.00574	-0.5%	1.22070
Range	0.00909	0.00936	0.00027	3.0%	0.01559
ATR	0.00781	0.00792	0.00011	1.4%	0.00000
Volume	233,614	190,949	-42,665	-18.3%	1,095,749

Daily Pivots for day following 11-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.24501	1.23934	1.22011
R3	1.23565	1.22998	1.21753
R2	1.22629	1.22629	1.21668
R1	1.22062	1.22062	1.21582	1.21878
PP	1.21693	1.21693	1.21693	1.21600
S1	1.21126	1.21126	1.21410	1.20942
S2	1.20757	1.20757	1.21324
S3	1.19821	1.20190	1.21239
S4	1.18885	1.19254	1.20981

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.27174	1.26181	1.22927
R3	1.25615	1.24622	1.22499
R2	1.24056	1.24056	1.22356
R1	1.23063	1.23063	1.22213	1.22780
PP	1.22497	1.22497	1.22497	1.22356
S1	1.21504	1.21504	1.21927	1.21221
S2	1.20938	1.20938	1.21784
S3	1.19379	1.19945	1.21641
S4	1.17820	1.18386	1.21213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.23490	1.21323	0.02167	1.8%	0.00857	0.7%	8%	False	True	216,128
10	1.23490	1.21323	0.02167	1.8%	0.00813	0.7%	8%	False	True	191,145
20	1.23490	1.21054	0.02436	2.0%	0.00761	0.6%	18%	False	False	179,880
40	1.23490	1.17585	0.05905	4.9%	0.00723	0.6%	66%	False	False	171,298
60	1.23490	1.16034	0.07456	6.1%	0.00759	0.6%	73%	False	False	181,662
80	1.23490	1.16034	0.07456	6.1%	0.00747	0.6%	73%	False	False	188,201
100	1.23490	1.16034	0.07456	6.1%	0.00772	0.6%	73%	False	False	196,136
120	1.23490	1.15070	0.08420	6.9%	0.00802	0.7%	76%	False	False	202,043

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	0.00112
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.26237
2.618	1.24709
1.618	1.23773
1.000	1.23195
0.618	1.22837
HIGH	1.22259
0.618	1.21901
0.500	1.21791
0.382	1.21681
LOW	1.21323
0.618	1.20745
1.000	1.20387
1.618	1.19809
2.618	1.18873
4.250	1.17345

Fisher Pivots for day following 11-Jan-2021
Pivot	1 day	3 day
R1	1.21791	1.22382
PP	1.21693	1.22086
S1	1.21594	1.21791

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