CME Australian Dollar Future June 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 0.9995 1.0073 0.0078 0.8% 1.0069
High 0.9995 1.0073 0.0078 0.8% 1.0073
Low 0.9995 1.0073 0.0078 0.8% 0.9958
Close 0.9995 1.0073 0.0078 0.8% 1.0073
Range
ATR 0.0084 0.0084 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0073 1.0073 1.0073
R3 1.0073 1.0073 1.0073
R2 1.0073 1.0073 1.0073
R1 1.0073 1.0073 1.0073 1.0073
PP 1.0073 1.0073 1.0073 1.0073
S1 1.0073 1.0073 1.0073 1.0073
S2 1.0073 1.0073 1.0073
S3 1.0073 1.0073 1.0073
S4 1.0073 1.0073 1.0073
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0380 1.0341 1.0136
R3 1.0265 1.0226 1.0105
R2 1.0150 1.0150 1.0094
R1 1.0111 1.0111 1.0084 1.0131
PP 1.0035 1.0035 1.0035 1.0044
S1 0.9996 0.9996 1.0062 1.0016
S2 0.9920 0.9920 1.0052
S3 0.9805 0.9881 1.0041
S4 0.9690 0.9766 1.0010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0073 0.9958 0.0115 1.1% 0.0000 0.0% 100% True False 1
10 1.0073 0.9731 0.0342 3.4% 0.0000 0.0% 100% True False 1
20 1.0073 0.9172 0.0901 8.9% 0.0000 0.0% 100% True False 1
40 1.0398 0.9172 0.1226 12.2% 0.0001 0.0% 73% False False 4
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0073
2.618 1.0073
1.618 1.0073
1.000 1.0073
0.618 1.0073
HIGH 1.0073
0.618 1.0073
0.500 1.0073
0.382 1.0073
LOW 1.0073
0.618 1.0073
1.000 1.0073
1.618 1.0073
2.618 1.0073
4.250 1.0073
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 1.0073 1.0054
PP 1.0073 1.0035
S1 1.0073 1.0016

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.