EURUSD Spot Fx

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	1.06054	1.06196	0.00142	0.1%	1.05671
High	1.06345	1.06395	0.00050	0.0%	1.05999
Low	1.05816	1.05258	-0.00558	-0.5%	1.04487
Close	1.06187	1.05280	-0.00907	-0.9%	1.05838
Range	0.00529	0.01137	0.00608	114.9%	0.01512
ATR	0.00703	0.00734	0.00031	4.4%	0.00000
Volume	304,207	295,493	-8,714	-2.9%	1,501,444

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.09055	1.08305	1.05905
R3	1.07918	1.07168	1.05593
R2	1.06781	1.06781	1.05488
R1	1.06031	1.06031	1.05384	1.05838
PP	1.05644	1.05644	1.05644	1.05548
S1	1.04894	1.04894	1.05176	1.04701
S2	1.04507	1.04507	1.05072
S3	1.03370	1.03757	1.04967
S4	1.02233	1.02620	1.04655

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.09977	1.09420	1.06670
R3	1.08465	1.07908	1.06254
R2	1.06953	1.06953	1.06115
R1	1.06396	1.06396	1.05977	1.06675
PP	1.05441	1.05441	1.05441	1.05581
S1	1.04884	1.04884	1.05699	1.05163
S2	1.03929	1.03929	1.05561
S3	1.02417	1.03372	1.05422
S4	1.00905	1.01860	1.05006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.06395	1.04830	0.01565	1.5%	0.00807	0.8%	29%	True	False	312,388
10	1.06395	1.04487	0.01908	1.8%	0.00753	0.7%	42%	True	False	304,412
20	1.07369	1.04487	0.02882	2.7%	0.00697	0.7%	28%	False	False	281,922
40	1.09453	1.04487	0.04966	4.7%	0.00706	0.7%	16%	False	False	258,365
60	1.12292	1.04487	0.07805	7.4%	0.00729	0.7%	10%	False	False	269,731
80	1.12754	1.04487	0.08267	7.9%	0.00730	0.7%	10%	False	False	260,042
100	1.12754	1.04487	0.08267	7.9%	0.00723	0.7%	10%	False	False	250,691
120	1.12754	1.04487	0.08267	7.9%	0.00733	0.7%	10%	False	False	245,878

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	0.00184
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.11227
2.618	1.09372
1.618	1.08235
1.000	1.07532
0.618	1.07098
HIGH	1.06395
0.618	1.05961
0.500	1.05827
0.382	1.05692
LOW	1.05258
0.618	1.04555
1.000	1.04121
1.618	1.03418
2.618	1.02281
4.250	1.00426

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	1.05827	1.05827
PP	1.05644	1.05644
S1	1.05462	1.05462

Download as Excel Spreadsheet

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

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