EURUSD Spot Fx

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	0.96613	0.96080	-0.00533	-0.6%	1.00115
High	0.97092	0.96700	-0.00392	-0.4%	1.00503
Low	0.95534	0.95692	0.00158	0.2%	0.96677
Close	0.96081	0.95921	-0.00160	-0.2%	0.96869
Range	0.01558	0.01008	-0.00550	-35.3%	0.03826
ATR	0.01178	0.01166	-0.00012	-1.0%	0.00000
Volume	528,837	445,094	-83,743	-15.8%	1,751,988

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.99128	0.98533	0.96475
R3	0.98120	0.97525	0.96198
R2	0.97112	0.97112	0.96106
R1	0.96517	0.96517	0.96013	0.96311
PP	0.96104	0.96104	0.96104	0.96001
S1	0.95509	0.95509	0.95829	0.95303
S2	0.95096	0.95096	0.95736
S3	0.94088	0.94501	0.95644
S4	0.93080	0.93493	0.95367

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.09494	1.07008	0.98973
R3	1.05668	1.03182	0.97921
R2	1.01842	1.01842	0.97570
R1	0.99356	0.99356	0.97220	0.98686
PP	0.98016	0.98016	0.98016	0.97682
S1	0.95530	0.95530	0.96518	0.94860
S2	0.94190	0.94190	0.96168
S3	0.90364	0.91704	0.95817
S4	0.86538	0.87878	0.94765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.99747	0.95534	0.04213	4.4%	0.01398	1.5%	9%	False	False	433,796
10	1.00503	0.95534	0.04969	5.2%	0.01077	1.1%	8%	False	False	368,258
20	1.01978	0.95534	0.06444	6.7%	0.01163	1.2%	6%	False	False	307,383
40	1.03675	0.95534	0.08141	8.5%	0.01101	1.1%	5%	False	False	258,799
60	1.04485	0.95534	0.08951	9.3%	0.01125	1.2%	4%	False	False	278,681
80	1.07734	0.95534	0.12200	12.7%	0.01110	1.2%	3%	False	False	279,778
100	1.07799	0.95534	0.12265	12.8%	0.01083	1.1%	3%	False	False	274,982
120	1.09381	0.95534	0.13847	14.4%	0.01062	1.1%	3%	False	False	272,917

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00265
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.00984
2.618	0.99339
1.618	0.98331
1.000	0.97708
0.618	0.97323
HIGH	0.96700
0.618	0.96315
0.500	0.96196
0.382	0.96077
LOW	0.95692
0.618	0.95069
1.000	0.94684
1.618	0.94061
2.618	0.93053
4.250	0.91408

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	0.96196	0.97025
PP	0.96104	0.96657
S1	0.96013	0.96289

Download as Excel Spreadsheet

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

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