CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 0.9105 0.9128 0.0023 0.3% 0.9042
High 0.9120 0.9190 0.0070 0.8% 0.9175
Low 0.9072 0.9115 0.0043 0.5% 0.9016
Close 0.9113 0.9185 0.0072 0.8% 0.9155
Range 0.0048 0.0075 0.0027 56.3% 0.0159
ATR 0.0063 0.0064 0.0001 1.6% 0.0000
Volume 393 44 -349 -88.8% 379
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9388 0.9362 0.9226
R3 0.9313 0.9287 0.9206
R2 0.9238 0.9238 0.9199
R1 0.9212 0.9212 0.9192 0.9225
PP 0.9163 0.9163 0.9163 0.9170
S1 0.9137 0.9137 0.9178 0.9150
S2 0.9088 0.9088 0.9171
S3 0.9013 0.9062 0.9164
S4 0.8938 0.8987 0.9144
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9592 0.9533 0.9242
R3 0.9433 0.9374 0.9199
R2 0.9274 0.9274 0.9184
R1 0.9215 0.9215 0.9170 0.9245
PP 0.9115 0.9115 0.9115 0.9130
S1 0.9056 0.9056 0.9140 0.9086
S2 0.8956 0.8956 0.9126
S3 0.8797 0.8897 0.9111
S4 0.8638 0.8738 0.9068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9230 0.9059 0.0171 1.9% 0.0075 0.8% 74% False False 133
10 0.9230 0.8983 0.0247 2.7% 0.0061 0.7% 82% False False 106
20 0.9230 0.8832 0.0398 4.3% 0.0066 0.7% 89% False False 110
40 0.9230 0.8680 0.0550 6.0% 0.0037 0.4% 92% False False 70
60 0.9230 0.8441 0.0789 8.6% 0.0025 0.3% 94% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9509
2.618 0.9386
1.618 0.9311
1.000 0.9265
0.618 0.9236
HIGH 0.9190
0.618 0.9161
0.500 0.9153
0.382 0.9144
LOW 0.9115
0.618 0.9069
1.000 0.9040
1.618 0.8994
2.618 0.8919
4.250 0.8796
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 0.9174 0.9174
PP 0.9163 0.9162
S1 0.9153 0.9151

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.