EURUSD Spot Fx

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	1.06920	1.06795	-0.00125	-0.1%	1.07191
High	1.07181	1.07369	0.00188	0.2%	1.07683
Low	1.06751	1.06502	-0.00249	-0.2%	1.06319
Close	1.06812	1.06599	-0.00213	-0.2%	1.06628
Range	0.00430	0.00867	0.00437	101.6%	0.01364
ATR	0.00678	0.00691	0.00014	2.0%	0.00000
Volume	217,577	267,416	49,839	22.9%	1,289,115

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.09424	1.08879	1.07076
R3	1.08557	1.08012	1.06837
R2	1.07690	1.07690	1.06758
R1	1.07145	1.07145	1.06678	1.06984
PP	1.06823	1.06823	1.06823	1.06743
S1	1.06278	1.06278	1.06520	1.06117
S2	1.05956	1.05956	1.06440
S3	1.05089	1.05411	1.06361
S4	1.04222	1.04544	1.06122

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.10969	1.10162	1.07378
R3	1.09605	1.08798	1.07003
R2	1.08241	1.08241	1.06878
R1	1.07434	1.07434	1.06753	1.07156
PP	1.06877	1.06877	1.06877	1.06737
S1	1.06070	1.06070	1.06503	1.05792
S2	1.05513	1.05513	1.06378
S3	1.04149	1.04706	1.06253
S4	1.02785	1.03342	1.05878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.07521	1.06319	0.01202	1.1%	0.00696	0.7%	23%	False	False	248,325
10	1.07683	1.06319	0.01364	1.3%	0.00609	0.6%	21%	False	False	247,603
20	1.09453	1.06319	0.03134	2.9%	0.00703	0.7%	9%	False	False	239,365
40	1.11496	1.06319	0.05177	4.9%	0.00727	0.7%	5%	False	False	260,930
60	1.12754	1.06319	0.06435	6.0%	0.00729	0.7%	4%	False	False	254,079
80	1.12754	1.06319	0.06435	6.0%	0.00734	0.7%	4%	False	False	243,611
100	1.12754	1.06319	0.06435	6.0%	0.00724	0.7%	4%	False	False	239,368
120	1.12754	1.06319	0.06435	6.0%	0.00744	0.7%	4%	False	False	234,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00132
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.11054
2.618	1.09639
1.618	1.08772
1.000	1.08236
0.618	1.07905
HIGH	1.07369
0.618	1.07038
0.500	1.06936
0.382	1.06833
LOW	1.06502
0.618	1.05966
1.000	1.05635
1.618	1.05099
2.618	1.04232
4.250	1.02817

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	1.06936	1.06936
PP	1.06823	1.06823
S1	1.06711	1.06711

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

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