CME Australian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 1.0357 1.0353 -0.0004 0.0% 1.0100
High 1.0357 1.0353 -0.0004 0.0% 1.0443
Low 1.0357 1.0353 -0.0004 0.0% 1.0100
Close 1.0357 1.0353 -0.0004 0.0% 1.0443
Range
ATR 0.0065 0.0061 -0.0004 -6.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0353 1.0353 1.0353
R3 1.0353 1.0353 1.0353
R2 1.0353 1.0353 1.0353
R1 1.0353 1.0353 1.0353 1.0353
PP 1.0353 1.0353 1.0353 1.0353
S1 1.0353 1.0353 1.0353 1.0353
S2 1.0353 1.0353 1.0353
S3 1.0353 1.0353 1.0353
S4 1.0353 1.0353 1.0353
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1358 1.1243 1.0632
R3 1.1015 1.0900 1.0537
R2 1.0672 1.0672 1.0506
R1 1.0557 1.0557 1.0474 1.0615
PP 1.0329 1.0329 1.0329 1.0357
S1 1.0214 1.0214 1.0412 1.0272
S2 0.9986 0.9986 1.0380
S3 0.9643 0.9871 1.0349
S4 0.9300 0.9528 1.0254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0443 1.0332 0.0111 1.1% 0.0000 0.0% 19% False False 1
10 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 74% False False 1
20 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 74% False False 1
40 1.0443 1.0100 0.0343 3.3% 0.0000 0.0% 74% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0353
2.618 1.0353
1.618 1.0353
1.000 1.0353
0.618 1.0353
HIGH 1.0353
0.618 1.0353
0.500 1.0353
0.382 1.0353
LOW 1.0353
0.618 1.0353
1.000 1.0353
1.618 1.0353
2.618 1.0353
4.250 1.0353
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 1.0353 1.0398
PP 1.0353 1.0383
S1 1.0353 1.0368

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.