CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 0.9287 0.9291 0.0004 0.0% 0.9282
High 0.9290 0.9291 0.0001 0.0% 0.9328
Low 0.9262 0.9249 -0.0013 -0.1% 0.9250
Close 0.9289 0.9252 -0.0037 -0.4% 0.9289
Range 0.0028 0.0042 0.0014 50.0% 0.0078
ATR 0.0051 0.0050 -0.0001 -1.3% 0.0000
Volume 650 135 -515 -79.2% 1,724
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 0.9390 0.9363 0.9275
R3 0.9348 0.9321 0.9264
R2 0.9306 0.9306 0.9260
R1 0.9279 0.9279 0.9256 0.9272
PP 0.9264 0.9264 0.9264 0.9260
S1 0.9237 0.9237 0.9248 0.9230
S2 0.9222 0.9222 0.9244
S3 0.9180 0.9195 0.9240
S4 0.9138 0.9153 0.9229
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9523 0.9484 0.9332
R3 0.9445 0.9406 0.9310
R2 0.9367 0.9367 0.9303
R1 0.9328 0.9328 0.9296 0.9348
PP 0.9289 0.9289 0.9289 0.9299
S1 0.9250 0.9250 0.9282 0.9270
S2 0.9211 0.9211 0.9275
S3 0.9133 0.9172 0.9268
S4 0.9055 0.9094 0.9246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9328 0.9249 0.0079 0.9% 0.0046 0.5% 4% False True 339
10 0.9328 0.9188 0.0140 1.5% 0.0049 0.5% 46% False False 286
20 0.9328 0.9120 0.0208 2.2% 0.0049 0.5% 63% False False 229
40 0.9355 0.8949 0.0406 4.4% 0.0053 0.6% 75% False False 180
60 0.9355 0.8813 0.0542 5.9% 0.0041 0.4% 81% False False 121
80 0.9355 0.8582 0.0773 8.4% 0.0032 0.3% 87% False False 91
100 0.9355 0.8582 0.0773 8.4% 0.0027 0.3% 87% False False 73
120 0.9355 0.8582 0.0773 8.4% 0.0022 0.2% 87% False False 61
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9470
2.618 0.9401
1.618 0.9359
1.000 0.9333
0.618 0.9317
HIGH 0.9291
0.618 0.9275
0.500 0.9270
0.382 0.9265
LOW 0.9249
0.618 0.9223
1.000 0.9207
1.618 0.9181
2.618 0.9139
4.250 0.9071
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 0.9270 0.9282
PP 0.9264 0.9272
S1 0.9258 0.9262

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.