CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 0.9076 0.8972 -0.0104 -1.1% 0.9104
High 0.9078 0.9017 -0.0061 -0.7% 0.9136
Low 0.8938 0.8945 0.0007 0.1% 0.8996
Close 0.8966 0.9006 0.0040 0.4% 0.9038
Range 0.0140 0.0072 -0.0068 -48.6% 0.0140
ATR 0.0086 0.0085 -0.0001 -1.1% 0.0000
Volume 3,807 5,227 1,420 37.3% 4,795
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9205 0.9178 0.9046
R3 0.9133 0.9106 0.9026
R2 0.9061 0.9061 0.9019
R1 0.9034 0.9034 0.9013 0.9048
PP 0.8989 0.8989 0.8989 0.8996
S1 0.8962 0.8962 0.8999 0.8976
S2 0.8917 0.8917 0.8993
S3 0.8845 0.8890 0.8986
S4 0.8773 0.8818 0.8966
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9477 0.9397 0.9115
R3 0.9337 0.9257 0.9077
R2 0.9197 0.9197 0.9064
R1 0.9117 0.9117 0.9051 0.9087
PP 0.9057 0.9057 0.9057 0.9042
S1 0.8977 0.8977 0.9025 0.8947
S2 0.8917 0.8917 0.9012
S3 0.8777 0.8837 0.9000
S4 0.8637 0.8697 0.8961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9106 0.8938 0.0168 1.9% 0.0092 1.0% 40% False False 3,052
10 0.9262 0.8938 0.0324 3.6% 0.0094 1.0% 21% False False 2,298
20 0.9445 0.8938 0.0507 5.6% 0.0088 1.0% 13% False False 1,346
40 0.9661 0.8938 0.0723 8.0% 0.0077 0.8% 9% False False 761
60 0.9661 0.8938 0.0723 8.0% 0.0072 0.8% 9% False False 530
80 0.9661 0.8791 0.0870 9.7% 0.0063 0.7% 25% False False 400
100 0.9661 0.8765 0.0896 9.9% 0.0056 0.6% 27% False False 321
120 0.9661 0.8765 0.0896 9.9% 0.0050 0.6% 27% False False 269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9323
2.618 0.9205
1.618 0.9133
1.000 0.9089
0.618 0.9061
HIGH 0.9017
0.618 0.8989
0.500 0.8981
0.382 0.8973
LOW 0.8945
0.618 0.8901
1.000 0.8873
1.618 0.8829
2.618 0.8757
4.250 0.8639
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 0.8998 0.9011
PP 0.8989 0.9009
S1 0.8981 0.9008

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.