CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 0.9900 0.9453 -0.0447 -4.5% 0.9980
High 0.9900 0.9453 -0.0447 -4.5% 1.0095
Low 0.9850 0.9453 -0.0397 -4.0% 0.9974
Close 0.9845 0.9453 -0.0392 -4.0% 1.0095
Range 0.0050 0.0000 -0.0050 -100.0% 0.0121
ATR 0.0094 0.0115 0.0021 22.6% 0.0000
Volume 14 2 -12 -85.7% 57
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9453 0.9453 0.9453
R3 0.9453 0.9453 0.9453
R2 0.9453 0.9453 0.9453
R1 0.9453 0.9453 0.9453 0.9453
PP 0.9453 0.9453 0.9453 0.9453
S1 0.9453 0.9453 0.9453 0.9453
S2 0.9453 0.9453 0.9453
S3 0.9453 0.9453 0.9453
S4 0.9453 0.9453 0.9453
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.0418 1.0377 1.0162
R3 1.0297 1.0256 1.0128
R2 1.0176 1.0176 1.0117
R1 1.0135 1.0135 1.0106 1.0156
PP 1.0055 1.0055 1.0055 1.0065
S1 1.0014 1.0014 1.0084 1.0035
S2 0.9934 0.9934 1.0073
S3 0.9813 0.9893 1.0062
S4 0.9692 0.9772 1.0028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0095 0.9453 0.0642 6.8% 0.0010 0.1% 0% False True 11
10 1.0137 0.9453 0.0684 7.2% 0.0005 0.1% 0% False True 10
20 1.0398 0.9453 0.0945 10.0% 0.0003 0.0% 0% False True 6
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9453
2.618 0.9453
1.618 0.9453
1.000 0.9453
0.618 0.9453
HIGH 0.9453
0.618 0.9453
0.500 0.9453
0.382 0.9453
LOW 0.9453
0.618 0.9453
1.000 0.9453
1.618 0.9453
2.618 0.9453
4.250 0.9453
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 0.9453 0.9721
PP 0.9453 0.9632
S1 0.9453 0.9542

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.