CME Australian Dollar Future March 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1.0245 1.0259 0.0014 0.1% 1.0197
High 1.0245 1.0259 0.0014 0.1% 1.0274
Low 1.0224 1.0259 0.0035 0.3% 1.0134
Close 1.0224 1.0259 0.0035 0.3% 1.0251
Range 0.0021 0.0000 -0.0021 -100.0% 0.0140
ATR 0.0054 0.0052 -0.0001 -2.5% 0.0000
Volume 36 18 -18 -50.0% 321
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0259 1.0259 1.0259
R3 1.0259 1.0259 1.0259
R2 1.0259 1.0259 1.0259
R1 1.0259 1.0259 1.0259 1.0259
PP 1.0259 1.0259 1.0259 1.0259
S1 1.0259 1.0259 1.0259 1.0259
S2 1.0259 1.0259 1.0259
S3 1.0259 1.0259 1.0259
S4 1.0259 1.0259 1.0259
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0640 1.0585 1.0328
R3 1.0500 1.0445 1.0290
R2 1.0360 1.0360 1.0277
R1 1.0305 1.0305 1.0264 1.0333
PP 1.0220 1.0220 1.0220 1.0233
S1 1.0165 1.0165 1.0238 1.0193
S2 1.0080 1.0080 1.0225
S3 0.9940 1.0025 1.0213
S4 0.9800 0.9885 1.0174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0274 1.0144 0.0130 1.3% 0.0035 0.3% 88% False False 63
10 1.0282 1.0134 0.0148 1.4% 0.0040 0.4% 84% False False 64
20 1.0282 1.0025 0.0257 2.5% 0.0046 0.4% 91% False False 45
40 1.0470 1.0010 0.0460 4.5% 0.0045 0.4% 54% False False 42
60 1.0470 1.0010 0.0460 4.5% 0.0030 0.3% 54% False False 28
80 1.0470 0.9934 0.0536 5.2% 0.0023 0.2% 61% False False 21
100 1.0470 0.9677 0.0793 7.7% 0.0018 0.2% 73% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0259
2.618 1.0259
1.618 1.0259
1.000 1.0259
0.618 1.0259
HIGH 1.0259
0.618 1.0259
0.500 1.0259
0.382 1.0259
LOW 1.0259
0.618 1.0259
1.000 1.0259
1.618 1.0259
2.618 1.0259
4.250 1.0259
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1.0259 1.0253
PP 1.0259 1.0248
S1 1.0259 1.0242

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.