EURUSD Spot Fx

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	1.06795	1.06610	-0.00185	-0.2%	1.07191
High	1.07369	1.06735	-0.00634	-0.6%	1.07683
Low	1.06502	1.06174	-0.00328	-0.3%	1.06319
Close	1.06599	1.06619	0.00020	0.0%	1.06628
Range	0.00867	0.00561	-0.00306	-35.3%	0.01364
ATR	0.00691	0.00682	-0.00009	-1.3%	0.00000
Volume	267,416	294,849	27,433	10.3%	1,289,115

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.08192	1.07967	1.06928
R3	1.07631	1.07406	1.06773
R2	1.07070	1.07070	1.06722
R1	1.06845	1.06845	1.06670	1.06958
PP	1.06509	1.06509	1.06509	1.06566
S1	1.06284	1.06284	1.06568	1.06397
S2	1.05948	1.05948	1.06516
S3	1.05387	1.05723	1.06465
S4	1.04826	1.05162	1.06310

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	1.07369	1.06174	0.01195	1.1%	0.00568	0.5%	37%	False	True	251,613
10	1.07683	1.06174	0.01509	1.4%	0.00620	0.6%	29%	False	True	253,027
20	1.09453	1.06174	0.03279	3.1%	0.00697	0.7%	14%	False	True	246,874
40	1.11496	1.06174	0.05322	5.0%	0.00724	0.7%	8%	False	True	260,770
60	1.12754	1.06174	0.06580	6.2%	0.00726	0.7%	7%	False	True	255,430
80	1.12754	1.06174	0.06580	6.2%	0.00734	0.7%	7%	False	True	244,356
100	1.12754	1.06174	0.06580	6.2%	0.00722	0.7%	7%	False	True	239,561
120	1.12754	1.06174	0.06580	6.2%	0.00741	0.7%	7%	False	True	234,885

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.00139
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.09119
2.618	1.08204
1.618	1.07643
1.000	1.07296
0.618	1.07082
HIGH	1.06735
0.618	1.06521
0.500	1.06455
0.382	1.06388
LOW	1.06174
0.618	1.05827
1.000	1.05613
1.618	1.05266
2.618	1.04705
4.250	1.03790

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	1.06564	1.06772
PP	1.06509	1.06721
S1	1.06455	1.06670

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