CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 0.8928 0.8955 0.0027 0.3% 0.9206
High 0.8979 0.8963 -0.0016 -0.2% 0.9206
Low 0.8895 0.8853 -0.0042 -0.5% 0.8924
Close 0.8976 0.8890 -0.0086 -1.0% 0.8924
Range 0.0084 0.0110 0.0026 31.0% 0.0282
ATR 0.0051 0.0056 0.0005 10.1% 0.0000
Volume 28 97 69 246.4% 237
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9232 0.9171 0.8951
R3 0.9122 0.9061 0.8920
R2 0.9012 0.9012 0.8910
R1 0.8951 0.8951 0.8900 0.8927
PP 0.8902 0.8902 0.8902 0.8890
S1 0.8841 0.8841 0.8880 0.8817
S2 0.8792 0.8792 0.8870
S3 0.8682 0.8731 0.8860
S4 0.8572 0.8621 0.8830
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9864 0.9676 0.9079
R3 0.9582 0.9394 0.9002
R2 0.9300 0.9300 0.8976
R1 0.9112 0.9112 0.8950 0.9065
PP 0.9018 0.9018 0.9018 0.8995
S1 0.8830 0.8830 0.8898 0.8783
S2 0.8736 0.8736 0.8872
S3 0.8454 0.8548 0.8846
S4 0.8172 0.8266 0.8769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9097 0.8853 0.0244 2.7% 0.0080 0.9% 15% False True 89
10 0.9257 0.8853 0.0404 4.5% 0.0063 0.7% 9% False True 50
20 0.9257 0.8853 0.0404 4.5% 0.0039 0.4% 9% False True 28
40 0.9326 0.8853 0.0473 5.3% 0.0024 0.3% 8% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9431
2.618 0.9251
1.618 0.9141
1.000 0.9073
0.618 0.9031
HIGH 0.8963
0.618 0.8921
0.500 0.8908
0.382 0.8895
LOW 0.8853
0.618 0.8785
1.000 0.8743
1.618 0.8675
2.618 0.8565
4.250 0.8386
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 0.8908 0.8916
PP 0.8902 0.8907
S1 0.8896 0.8899

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.