EURUSD Spot Fx

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	1.09697	1.08883	-0.00814	-0.7%	1.09376
High	1.09837	1.09128	-0.00709	-0.6%	1.10173
Low	1.08796	1.08291	-0.00505	-0.5%	1.08291
Close	1.08895	1.08810	-0.00085	-0.1%	1.08810
Range	0.01041	0.00837	-0.00204	-19.6%	0.01882
ATR	0.00717	0.00725	0.00009	1.2%	0.00000
Volume	258,178	264,851	6,673	2.6%	1,196,617

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.11254	1.10869	1.09270
R3	1.10417	1.10032	1.09040
R2	1.09580	1.09580	1.08963
R1	1.09195	1.09195	1.08887	1.08969
PP	1.08743	1.08743	1.08743	1.08630
S1	1.08358	1.08358	1.08733	1.08132
S2	1.07906	1.07906	1.08657
S3	1.07069	1.07521	1.08580
S4	1.06232	1.06684	1.08350

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.14737	1.13656	1.09845
R3	1.12855	1.11774	1.09328
R2	1.10973	1.10973	1.09155
R1	1.09892	1.09892	1.08983	1.09492
PP	1.09091	1.09091	1.09091	1.08891
S1	1.08010	1.08010	1.08637	1.07610
S2	1.07209	1.07209	1.08465
S3	1.05327	1.06128	1.08292
S4	1.03445	1.04246	1.07775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.10173	1.08291	0.01882	1.7%	0.00706	0.6%	28%	False	True	239,323
10	1.10173	1.08249	0.01924	1.8%	0.00686	0.6%	29%	False	False	223,092
20	1.10173	1.06149	0.04024	3.7%	0.00714	0.7%	66%	False	False	221,549
40	1.10173	1.04830	0.05343	4.9%	0.00733	0.7%	74%	False	False	249,179
60	1.10173	1.04487	0.05686	5.2%	0.00710	0.7%	76%	False	False	255,264
80	1.10645	1.04487	0.06158	5.7%	0.00714	0.7%	70%	False	False	252,796
100	1.12754	1.04487	0.08267	7.6%	0.00722	0.7%	52%	False	False	259,210
120	1.12754	1.04487	0.08267	7.6%	0.00731	0.7%	52%	False	False	252,496

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	0.00185
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.12685
2.618	1.11319
1.618	1.10482
1.000	1.09965
0.618	1.09645
HIGH	1.09128
0.618	1.08808
0.500	1.08710
0.382	1.08611
LOW	1.08291
0.618	1.07774
1.000	1.07454
1.618	1.06937
2.618	1.06100
4.250	1.04734

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	1.08777	1.09232
PP	1.08743	1.09091
S1	1.08710	1.08951

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