EURUSD Spot Fx

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

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	1.08527	1.09130	0.00603	0.6%	1.06857
High	1.09149	1.09516	0.00367	0.3%	1.09149
Low	1.08249	1.08977	0.00728	0.7%	1.06653
Close	1.09149	1.09406	0.00257	0.2%	1.09149
Range	0.00900	0.00539	-0.00361	-40.1%	0.02496
ATR	0.00760	0.00744	-0.00016	-2.1%	0.00000
Volume	219,670	203,394	-16,276	-7.4%	1,075,492

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.10917	1.10700	1.09702
R3	1.10378	1.10161	1.09554
R2	1.09839	1.09839	1.09505
R1	1.09622	1.09622	1.09455	1.09731
PP	1.09300	1.09300	1.09300	1.09354
S1	1.09083	1.09083	1.09357	1.09192
S2	1.08761	1.08761	1.09307
S3	1.08222	1.08544	1.09258
S4	1.07683	1.08005	1.09110

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.15805	1.14973	1.10522
R3	1.13309	1.12477	1.09835
R2	1.10813	1.10813	1.09607
R1	1.09981	1.09981	1.09378	1.10397
PP	1.08317	1.08317	1.08317	1.08525
S1	1.07485	1.07485	1.08920	1.07901
S2	1.05821	1.05821	1.08691
S3	1.03325	1.04989	1.08463
S4	1.00829	1.02493	1.07776

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.09516	1.06930	0.02586	2.4%	0.00916	0.8%	96%	True	False	221,102
10	1.09516	1.06564	0.02952	2.7%	0.00715	0.7%	96%	True	False	216,723
20	1.09516	1.05178	0.04338	4.0%	0.00752	0.7%	97%	True	False	232,113
40	1.09516	1.04487	0.05029	4.6%	0.00740	0.7%	98%	True	False	262,382
60	1.09516	1.04487	0.05029	4.6%	0.00724	0.7%	98%	True	False	260,657
80	1.10645	1.04487	0.06158	5.6%	0.00713	0.7%	80%	False	False	258,413
100	1.12754	1.04487	0.08267	7.6%	0.00731	0.7%	60%	False	False	258,620
120	1.12754	1.04487	0.08267	7.6%	0.00733	0.7%	60%	False	False	250,406

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.00142
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.11807
2.618	1.10927
1.618	1.10388
1.000	1.10055
0.618	1.09849
HIGH	1.09516
0.618	1.09310
0.500	1.09247
0.382	1.09183
LOW	1.08977
0.618	1.08644
1.000	1.08438
1.618	1.08105
2.618	1.07566
4.250	1.06686

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	1.09353	1.09232
PP	1.09300	1.09057
S1	1.09247	1.08883

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