EURUSD Spot Fx

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	1.06962	1.07191	0.00229	0.2%	1.07959
High	1.07435	1.07594	0.00159	0.1%	1.08012
Low	1.06944	1.07086	0.00142	0.1%	1.06865
Close	1.07007	1.07501	0.00494	0.5%	1.07007
Range	0.00491	0.00508	0.00017	3.5%	0.01147
ATR	0.00722	0.00713	-0.00010	-1.3%	0.00000
Volume	239,773	240,335	562	0.2%	1,004,705

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.08918	1.08717	1.07780
R3	1.08410	1.08209	1.07641
R2	1.07902	1.07902	1.07594
R1	1.07701	1.07701	1.07548	1.07802
PP	1.07394	1.07394	1.07394	1.07444
S1	1.07193	1.07193	1.07454	1.07294
S2	1.06886	1.06886	1.07408
S3	1.06378	1.06685	1.07361
S4	1.05870	1.06177	1.07222

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.10736	1.10018	1.07638
R3	1.09589	1.08871	1.07322
R2	1.08442	1.08442	1.07217
R1	1.07724	1.07724	1.07112	1.07510
PP	1.07295	1.07295	1.07295	1.07187
S1	1.06577	1.06577	1.06902	1.06363
S2	1.06148	1.06148	1.06797
S3	1.05001	1.05430	1.06692
S4	1.03854	1.04283	1.06376

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.08012	1.06865	0.01147	1.1%	0.00571	0.5%	55%	False	False	249,008
10	1.09453	1.06865	0.02588	2.4%	0.00727	0.7%	25%	False	False	261,150
20	1.09601	1.06865	0.02736	2.5%	0.00698	0.6%	23%	False	False	240,357
40	1.12754	1.06865	0.05889	5.5%	0.00730	0.7%	11%	False	False	263,909
60	1.12754	1.06865	0.05889	5.5%	0.00744	0.7%	11%	False	False	250,365
80	1.12754	1.06354	0.06400	6.0%	0.00728	0.7%	18%	False	False	241,011
100	1.12754	1.06354	0.06400	6.0%	0.00734	0.7%	18%	False	False	236,936
120	1.12754	1.06354	0.06400	6.0%	0.00758	0.7%	18%	False	False	235,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00164
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.09753
2.618	1.08924
1.618	1.08416
1.000	1.08102
0.618	1.07908
HIGH	1.07594
0.618	1.07400
0.500	1.07340
0.382	1.07280
LOW	1.07086
0.618	1.06772
1.000	1.06578
1.618	1.06264
2.618	1.05756
4.250	1.04927

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	1.07447	1.07411
PP	1.07394	1.07320
S1	1.07340	1.07230

Download as Excel Spreadsheet

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

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