CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1.0376 1.0320 -0.0056 -0.5% 1.0380
High 1.0376 1.0320 -0.0056 -0.5% 1.0389
Low 1.0376 1.0303 -0.0073 -0.7% 1.0334
Close 1.0376 1.0303 -0.0073 -0.7% 1.0334
Range 0.0000 0.0017 0.0017 0.0055
ATR 0.0029 0.0032 0.0003 11.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0360 1.0348 1.0312
R3 1.0343 1.0331 1.0308
R2 1.0326 1.0326 1.0306
R1 1.0314 1.0314 1.0305 1.0312
PP 1.0309 1.0309 1.0309 1.0307
S1 1.0297 1.0297 1.0301 1.0295
S2 1.0292 1.0292 1.0300
S3 1.0275 1.0280 1.0298
S4 1.0258 1.0263 1.0294
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.0517 1.0481 1.0364
R3 1.0462 1.0426 1.0349
R2 1.0407 1.0407 1.0344
R1 1.0371 1.0371 1.0339 1.0362
PP 1.0352 1.0352 1.0352 1.0348
S1 1.0316 1.0316 1.0329 1.0307
S2 1.0297 1.0297 1.0324
S3 1.0242 1.0261 1.0319
S4 1.0187 1.0206 1.0304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0390 1.0303 0.0087 0.8% 0.0003 0.0% 0% False True 1
10 1.0406 1.0303 0.0103 1.0% 0.0002 0.0% 0% False True 1
20 1.0406 1.0180 0.0226 2.2% 0.0001 0.0% 54% False False 1
40 1.0406 1.0174 0.0232 2.3% 0.0000 0.0% 56% False False 1
60 1.0406 1.0092 0.0314 3.0% 0.0000 0.0% 67% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.0392
2.618 1.0365
1.618 1.0348
1.000 1.0337
0.618 1.0331
HIGH 1.0320
0.618 1.0314
0.500 1.0312
0.382 1.0309
LOW 1.0303
0.618 1.0292
1.000 1.0286
1.618 1.0275
2.618 1.0258
4.250 1.0231
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 1.0312 1.0347
PP 1.0309 1.0332
S1 1.0306 1.0318

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.