CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 1.0137 0.9980 -0.0157 -1.5% 1.0185
High 1.0137 0.9980 -0.0157 -1.5% 1.0328
Low 1.0137 0.9980 -0.0157 -1.5% 1.0137
Close 1.0137 0.9980 -0.0157 -1.5% 1.0137
Range
ATR 0.0086 0.0091 0.0005 6.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9980 0.9980 0.9980
R3 0.9980 0.9980 0.9980
R2 0.9980 0.9980 0.9980
R1 0.9980 0.9980 0.9980 0.9980
PP 0.9980 0.9980 0.9980 0.9980
S1 0.9980 0.9980 0.9980 0.9980
S2 0.9980 0.9980 0.9980
S3 0.9980 0.9980 0.9980
S4 0.9980 0.9980 0.9980
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0774 1.0646 1.0242
R3 1.0583 1.0455 1.0190
R2 1.0392 1.0392 1.0172
R1 1.0264 1.0264 1.0155 1.0233
PP 1.0201 1.0201 1.0201 1.0185
S1 1.0073 1.0073 1.0119 1.0042
S2 1.0010 1.0010 1.0102
S3 0.9819 0.9882 1.0084
S4 0.9628 0.9691 1.0032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0328 0.9980 0.0348 3.5% 0.0000 0.0% 0% False True 1
10 1.0398 0.9980 0.0418 4.2% 0.0000 0.0% 0% False True 2
20 1.0398 0.9980 0.0418 4.2% 0.0000 0.0% 0% False True 3
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9980
2.618 0.9980
1.618 0.9980
1.000 0.9980
0.618 0.9980
HIGH 0.9980
0.618 0.9980
0.500 0.9980
0.382 0.9980
LOW 0.9980
0.618 0.9980
1.000 0.9980
1.618 0.9980
2.618 0.9980
4.250 0.9980
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 0.9980 1.0124
PP 0.9980 1.0076
S1 0.9980 1.0028

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.