CME Australian Dollar Future June 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 0.8731 0.8690 -0.0041 -0.5% 0.8898
High 0.8740 0.8752 0.0012 0.1% 0.8987
Low 0.8680 0.8674 -0.0006 -0.1% 0.8680
Close 0.8686 0.8719 0.0033 0.4% 0.8686
Range 0.0060 0.0078 0.0018 30.0% 0.0307
ATR 0.0069 0.0070 0.0001 0.9% 0.0000
Volume 341 245 -96 -28.2% 1,265
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.8949 0.8912 0.8762
R3 0.8871 0.8834 0.8740
R2 0.8793 0.8793 0.8733
R1 0.8756 0.8756 0.8726 0.8775
PP 0.8715 0.8715 0.8715 0.8724
S1 0.8678 0.8678 0.8712 0.8697
S2 0.8637 0.8637 0.8705
S3 0.8559 0.8600 0.8698
S4 0.8481 0.8522 0.8676
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9705 0.9503 0.8855
R3 0.9398 0.9196 0.8770
R2 0.9091 0.9091 0.8742
R1 0.8889 0.8889 0.8714 0.8837
PP 0.8784 0.8784 0.8784 0.8758
S1 0.8582 0.8582 0.8658 0.8530
S2 0.8477 0.8477 0.8630
S3 0.8170 0.8275 0.8602
S4 0.7863 0.7968 0.8517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8962 0.8674 0.0288 3.3% 0.0081 0.9% 16% False True 246
10 0.8987 0.8674 0.0313 3.6% 0.0076 0.9% 14% False True 195
20 0.8987 0.8674 0.0313 3.6% 0.0062 0.7% 14% False True 159
40 0.9165 0.8674 0.0491 5.6% 0.0053 0.6% 9% False True 84
60 0.9466 0.8674 0.0792 9.1% 0.0038 0.4% 6% False True 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9084
2.618 0.8956
1.618 0.8878
1.000 0.8830
0.618 0.8800
HIGH 0.8752
0.618 0.8722
0.500 0.8713
0.382 0.8704
LOW 0.8674
0.618 0.8626
1.000 0.8596
1.618 0.8548
2.618 0.8470
4.250 0.8343
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 0.8717 0.8736
PP 0.8715 0.8730
S1 0.8713 0.8725

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.