CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 0.8959 0.9013 0.0054 0.6% 0.8780
High 0.8996 0.9091 0.0095 1.1% 0.9091
Low 0.8959 0.9013 0.0054 0.6% 0.8780
Close 0.8996 0.9091 0.0095 1.1% 0.9091
Range 0.0037 0.0078 0.0041 110.8% 0.0311
ATR 0.0069 0.0071 0.0002 2.6% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9299 0.9273 0.9134
R3 0.9221 0.9195 0.9112
R2 0.9143 0.9143 0.9105
R1 0.9117 0.9117 0.9098 0.9130
PP 0.9065 0.9065 0.9065 0.9072
S1 0.9039 0.9039 0.9084 0.9052
S2 0.8987 0.8987 0.9077
S3 0.8909 0.8961 0.9070
S4 0.8831 0.8883 0.9048
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9920 0.9817 0.9262
R3 0.9609 0.9506 0.9177
R2 0.9298 0.9298 0.9148
R1 0.9195 0.9195 0.9120 0.9247
PP 0.8987 0.8987 0.8987 0.9013
S1 0.8884 0.8884 0.9062 0.8936
S2 0.8676 0.8676 0.9034
S3 0.8365 0.8573 0.9005
S4 0.8054 0.8262 0.8920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9091 0.8780 0.0311 3.4% 0.0041 0.4% 100% True False 1
10 0.9130 0.8765 0.0365 4.0% 0.0049 0.5% 89% False False 2
20 0.9153 0.8765 0.0388 4.3% 0.0031 0.3% 84% False False 1
40 0.9446 0.8765 0.0681 7.5% 0.0025 0.3% 48% False False 7
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9423
2.618 0.9295
1.618 0.9217
1.000 0.9169
0.618 0.9139
HIGH 0.9091
0.618 0.9061
0.500 0.9052
0.382 0.9043
LOW 0.9013
0.618 0.8965
1.000 0.8935
1.618 0.8887
2.618 0.8809
4.250 0.8682
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 0.9078 0.9053
PP 0.9065 0.9014
S1 0.9052 0.8976

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.