CME Australian Dollar Future December 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 0.9818 0.9815 -0.0003 0.0% 0.9731
High 0.9818 0.9878 0.0060 0.6% 0.9731
Low 0.9818 0.9815 -0.0003 0.0% 0.9483
Close 0.9818 0.9893 0.0075 0.8% 0.9631
Range 0.0000 0.0063 0.0063 0.0248
ATR 0.0058 0.0058 0.0000 0.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0051 1.0035 0.9928
R3 0.9988 0.9972 0.9910
R2 0.9925 0.9925 0.9905
R1 0.9909 0.9909 0.9899 0.9917
PP 0.9862 0.9862 0.9862 0.9866
S1 0.9846 0.9846 0.9887 0.9854
S2 0.9799 0.9799 0.9881
S3 0.9736 0.9783 0.9876
S4 0.9673 0.9720 0.9858
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0359 1.0243 0.9767
R3 1.0111 0.9995 0.9699
R2 0.9863 0.9863 0.9676
R1 0.9747 0.9747 0.9654 0.9681
PP 0.9615 0.9615 0.9615 0.9582
S1 0.9499 0.9499 0.9608 0.9433
S2 0.9367 0.9367 0.9586
S3 0.9119 0.9251 0.9563
S4 0.8871 0.9003 0.9495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9878 0.9631 0.0247 2.5% 0.0013 0.1% 106% True False 1
10 0.9878 0.9483 0.0395 4.0% 0.0006 0.1% 104% True False 1
20 0.9878 0.9483 0.0395 4.0% 0.0003 0.0% 104% True False 2
40 0.9878 0.9483 0.0395 4.0% 0.0002 0.0% 104% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.0146
2.618 1.0043
1.618 0.9980
1.000 0.9941
0.618 0.9917
HIGH 0.9878
0.618 0.9854
0.500 0.9847
0.382 0.9839
LOW 0.9815
0.618 0.9776
1.000 0.9752
1.618 0.9713
2.618 0.9650
4.250 0.9547
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 0.9878 0.9873
PP 0.9862 0.9852
S1 0.9847 0.9832

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.