CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 0.8804 0.8860 0.0056 0.6% 0.8916
High 0.8804 0.8941 0.0137 1.6% 0.8916
Low 0.8791 0.8860 0.0069 0.8% 0.8791
Close 0.8791 0.8941 0.0150 1.7% 0.8791
Range 0.0013 0.0081 0.0068 523.1% 0.0125
ATR 0.0054 0.0061 0.0007 12.8% 0.0000
Volume 23 2 -21 -91.3% 53
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 0.9157 0.9130 0.8986
R3 0.9076 0.9049 0.8963
R2 0.8995 0.8995 0.8956
R1 0.8968 0.8968 0.8948 0.8982
PP 0.8914 0.8914 0.8914 0.8921
S1 0.8887 0.8887 0.8934 0.8901
S2 0.8833 0.8833 0.8926
S3 0.8752 0.8806 0.8919
S4 0.8671 0.8725 0.8896
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9208 0.9124 0.8860
R3 0.9083 0.8999 0.8825
R2 0.8958 0.8958 0.8814
R1 0.8874 0.8874 0.8802 0.8854
PP 0.8833 0.8833 0.8833 0.8822
S1 0.8749 0.8749 0.8780 0.8729
S2 0.8708 0.8708 0.8768
S3 0.8583 0.8624 0.8757
S4 0.8458 0.8499 0.8722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8941 0.8791 0.0150 1.7% 0.0034 0.4% 100% True False 10
10 0.8974 0.8791 0.0183 2.0% 0.0030 0.3% 82% False False 6
20 0.9091 0.8786 0.0305 3.4% 0.0030 0.3% 51% False False 4
40 0.9153 0.8765 0.0388 4.3% 0.0026 0.3% 45% False False 3
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9285
2.618 0.9153
1.618 0.9072
1.000 0.9022
0.618 0.8991
HIGH 0.8941
0.618 0.8910
0.500 0.8901
0.382 0.8891
LOW 0.8860
0.618 0.8810
1.000 0.8779
1.618 0.8729
2.618 0.8648
4.250 0.8516
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 0.8928 0.8916
PP 0.8914 0.8891
S1 0.8901 0.8866

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.