EURUSD Spot Fx

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	1.00115	1.00225	0.00110	0.1%	1.01223
High	1.00288	1.00503	0.00215	0.2%	1.01978
Low	0.99661	0.99553	-0.00108	-0.1%	0.99448
Close	1.00230	0.99684	-0.00546	-0.5%	1.00132
Range	0.00627	0.00950	0.00323	51.5%	0.02530
ATR	0.01075	0.01066	-0.00009	-0.8%	0.00000
Volume	244,451	312,486	68,035	27.8%	1,564,339

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.02763	1.02174	1.00207
R3	1.01813	1.01224	0.99945
R2	1.00863	1.00863	0.99858
R1	1.00274	1.00274	0.99771	1.00094
PP	0.99913	0.99913	0.99913	0.99823
S1	0.99324	0.99324	0.99597	0.99144
S2	0.98963	0.98963	0.99510
S3	0.98013	0.98374	0.99423
S4	0.97063	0.97424	0.99162

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.08109	1.06651	1.01524
R3	1.05579	1.04121	1.00828
R2	1.03049	1.03049	1.00596
R1	1.01591	1.01591	1.00364	1.01055
PP	1.00519	1.00519	1.00519	1.00252
S1	0.99061	0.99061	0.99900	0.98525
S2	0.97989	0.97989	0.99668
S3	0.95459	0.96531	0.99436
S4	0.92929	0.94001	0.98741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.00503	0.99448	0.01055	1.1%	0.00755	0.8%	22%	True	False	302,719
10	1.01978	0.98757	0.03221	3.2%	0.01089	1.1%	29%	False	False	312,511
20	1.01978	0.98658	0.03320	3.3%	0.01084	1.1%	31%	False	False	237,745
40	1.03675	0.98658	0.05017	5.0%	0.01068	1.1%	20%	False	False	243,554
60	1.06145	0.98658	0.07487	7.5%	0.01091	1.1%	14%	False	False	266,540
80	1.07799	0.98658	0.09141	9.2%	0.01078	1.1%	11%	False	False	265,407
100	1.07799	0.98658	0.09141	9.2%	0.01067	1.1%	11%	False	False	267,040
120	1.11845	0.98658	0.13187	13.2%	0.01038	1.0%	8%	False	False	264,848

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00304
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.04541
2.618	1.02990
1.618	1.02040
1.000	1.01453
0.618	1.01090
HIGH	1.00503
0.618	1.00140
0.500	1.00028
0.382	0.99916
LOW	0.99553
0.618	0.98966
1.000	0.98603
1.618	0.98016
2.618	0.97066
4.250	0.95516

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	1.00028	0.99976
PP	0.99913	0.99878
S1	0.99799	0.99781

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