EURUSD Spot Fx

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	1.05931	1.05724	-0.00207	-0.2%	1.06621
High	1.06089	1.05753	-0.00336	-0.3%	1.07369
Low	1.05620	1.04885	-0.00735	-0.7%	1.06150
Close	1.05715	1.05040	-0.00675	-0.6%	1.06443
Range	0.00469	0.00868	0.00399	85.1%	0.01219
ATR	0.00667	0.00682	0.00014	2.1%	0.00000
Volume	246,709	295,810	49,101	19.9%	1,261,986

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.07830	1.07303	1.05517
R3	1.06962	1.06435	1.05279
R2	1.06094	1.06094	1.05199
R1	1.05567	1.05567	1.05120	1.05397
PP	1.05226	1.05226	1.05226	1.05141
S1	1.04699	1.04699	1.04960	1.04529
S2	1.04358	1.04358	1.04881
S3	1.03490	1.03831	1.04801
S4	1.02622	1.02963	1.04563

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.10311	1.09596	1.07113
R3	1.09092	1.08377	1.06778
R2	1.07873	1.07873	1.06666
R1	1.07158	1.07158	1.06555	1.06906
PP	1.06654	1.06654	1.06654	1.06528
S1	1.05939	1.05939	1.06331	1.05687
S2	1.05435	1.05435	1.06220
S3	1.04216	1.04720	1.06108
S4	1.02997	1.03501	1.05773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.06735	1.04885	0.01850	1.8%	0.00652	0.6%	8%	False	True	263,964
10	1.07521	1.04885	0.02636	2.5%	0.00674	0.6%	6%	False	True	256,144
20	1.09453	1.04885	0.04568	4.3%	0.00690	0.7%	3%	False	True	258,709
40	1.10645	1.04885	0.05760	5.5%	0.00694	0.7%	3%	False	True	254,627
60	1.12754	1.04885	0.07869	7.5%	0.00720	0.7%	2%	False	True	258,314
80	1.12754	1.04885	0.07869	7.5%	0.00723	0.7%	2%	False	True	245,766
100	1.12754	1.04885	0.07869	7.5%	0.00715	0.7%	2%	False	True	240,398
120	1.12754	1.04885	0.07869	7.5%	0.00731	0.7%	2%	False	True	235,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00130
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.09442
2.618	1.08025
1.618	1.07157
1.000	1.06621
0.618	1.06289
HIGH	1.05753
0.618	1.05421
0.500	1.05319
0.382	1.05217
LOW	1.04885
0.618	1.04349
1.000	1.04017
1.618	1.03481
2.618	1.02613
4.250	1.01196

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	1.05319	1.05720
PP	1.05226	1.05493
S1	1.05133	1.05267

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