CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 0.9557 0.9467 -0.0090 -0.9% 0.9902
High 0.9557 0.9467 -0.0090 -0.9% 0.9989
Low 0.9557 0.9467 -0.0090 -0.9% 0.9453
Close 0.9557 0.9467 -0.0090 -0.9% 0.9469
Range
ATR 0.0111 0.0109 -0.0001 -1.3% 0.0000
Volume 2 2 0 0.0% 46
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 0.9467 0.9467 0.9467
R3 0.9467 0.9467 0.9467
R2 0.9467 0.9467 0.9467
R1 0.9467 0.9467 0.9467 0.9467
PP 0.9467 0.9467 0.9467 0.9467
S1 0.9467 0.9467 0.9467 0.9467
S2 0.9467 0.9467 0.9467
S3 0.9467 0.9467 0.9467
S4 0.9467 0.9467 0.9467
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1245 1.0893 0.9764
R3 1.0709 1.0357 0.9616
R2 1.0173 1.0173 0.9567
R1 0.9821 0.9821 0.9518 0.9729
PP 0.9637 0.9637 0.9637 0.9591
S1 0.9285 0.9285 0.9420 0.9193
S2 0.9101 0.9101 0.9371
S3 0.8565 0.8749 0.9322
S4 0.8029 0.8213 0.9174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9692 0.9467 0.0225 2.4% 0.0000 0.0% 0% False True 2
10 1.0095 0.9453 0.0642 6.8% 0.0005 0.1% 2% False False 6
20 1.0398 0.9453 0.0945 10.0% 0.0003 0.0% 1% False False 6
40 1.0398 0.9453 0.0945 10.0% 0.0004 0.0% 1% False False 5
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 0.9467
2.618 0.9467
1.618 0.9467
1.000 0.9467
0.618 0.9467
HIGH 0.9467
0.618 0.9467
0.500 0.9467
0.382 0.9467
LOW 0.9467
0.618 0.9467
1.000 0.9467
1.618 0.9467
2.618 0.9467
4.250 0.9467
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 0.9467 0.9580
PP 0.9467 0.9542
S1 0.9467 0.9505

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.