CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 1.0138 1.0143 0.0005 0.0% 1.0129
High 1.0138 1.0206 0.0068 0.7% 1.0196
Low 1.0138 1.0143 0.0005 0.0% 1.0087
Close 1.0138 1.0206 0.0068 0.7% 1.0138
Range 0.0000 0.0063 0.0063 0.0109
ATR 0.0037 0.0039 0.0002 5.9% 0.0000
Volume 1 1 0 0.0% 8
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0374 1.0353 1.0241
R3 1.0311 1.0290 1.0223
R2 1.0248 1.0248 1.0218
R1 1.0227 1.0227 1.0212 1.0238
PP 1.0185 1.0185 1.0185 1.0190
S1 1.0164 1.0164 1.0200 1.0175
S2 1.0122 1.0122 1.0194
S3 1.0059 1.0101 1.0189
S4 0.9996 1.0038 1.0171
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.0467 1.0412 1.0198
R3 1.0358 1.0303 1.0168
R2 1.0249 1.0249 1.0158
R1 1.0194 1.0194 1.0148 1.0222
PP 1.0140 1.0140 1.0140 1.0154
S1 1.0085 1.0085 1.0128 1.0113
S2 1.0031 1.0031 1.0118
S3 0.9922 0.9976 1.0108
S4 0.9813 0.9867 1.0078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0206 1.0087 0.0119 1.2% 0.0034 0.3% 100% True False 1
10 1.0249 1.0087 0.0162 1.6% 0.0018 0.2% 73% False False 1
20 1.0390 1.0087 0.0303 3.0% 0.0010 0.1% 39% False False 2
40 1.0406 1.0087 0.0319 3.1% 0.0005 0.0% 37% False False 1
60 1.0406 1.0087 0.0319 3.1% 0.0003 0.0% 37% 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 79 trading days
Fibonacci Retracements and Extensions
4.250 1.0474
2.618 1.0371
1.618 1.0308
1.000 1.0269
0.618 1.0245
HIGH 1.0206
0.618 1.0182
0.500 1.0175
0.382 1.0167
LOW 1.0143
0.618 1.0104
1.000 1.0080
1.618 1.0041
2.618 0.9978
4.250 0.9875
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 1.0196 1.0195
PP 1.0185 1.0183
S1 1.0175 1.0172

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.