CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.0249 1.0160 -0.0089 -0.9% 1.0247
High 1.0249 1.0160 -0.0089 -0.9% 1.0295
Low 1.0249 1.0155 -0.0094 -0.9% 1.0242
Close 1.0249 1.0155 -0.0094 -0.9% 1.0245
Range 0.0000 0.0005 0.0005 0.0053
ATR 0.0031 0.0036 0.0004 14.4% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0172 1.0168 1.0158
R3 1.0167 1.0163 1.0156
R2 1.0162 1.0162 1.0156
R1 1.0158 1.0158 1.0155 1.0158
PP 1.0157 1.0157 1.0157 1.0156
S1 1.0153 1.0153 1.0155 1.0153
S2 1.0152 1.0152 1.0154
S3 1.0147 1.0148 1.0154
S4 1.0142 1.0143 1.0152
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0420 1.0385 1.0274
R3 1.0367 1.0332 1.0260
R2 1.0314 1.0314 1.0255
R1 1.0279 1.0279 1.0250 1.0270
PP 1.0261 1.0261 1.0261 1.0256
S1 1.0226 1.0226 1.0240 1.0217
S2 1.0208 1.0208 1.0235
S3 1.0155 1.0173 1.0230
S4 1.0102 1.0120 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0268 1.0155 0.0113 1.1% 0.0001 0.0% 0% False True 3
10 1.0320 1.0155 0.0165 1.6% 0.0002 0.0% 0% False True 2
20 1.0406 1.0155 0.0251 2.5% 0.0001 0.0% 0% False True 1
40 1.0406 1.0155 0.0251 2.5% 0.0001 0.0% 0% False True 1
60 1.0406 1.0096 0.0310 3.1% 0.0000 0.0% 19% 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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0181
2.618 1.0173
1.618 1.0168
1.000 1.0165
0.618 1.0163
HIGH 1.0160
0.618 1.0158
0.500 1.0158
0.382 1.0157
LOW 1.0155
0.618 1.0152
1.000 1.0150
1.618 1.0147
2.618 1.0142
4.250 1.0134
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.0158 1.0212
PP 1.0157 1.0193
S1 1.0156 1.0174

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.