CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 0.8560 0.8622 0.0062 0.7% 0.8595
High 0.8560 0.8660 0.0100 1.2% 0.8676
Low 0.8560 0.8622 0.0062 0.7% 0.8556
Close 0.8560 0.8622 0.0062 0.7% 0.8556
Range 0.0000 0.0038 0.0038 0.0120
ATR 0.0055 0.0058 0.0003 6.0% 0.0000
Volume 4 4 0 0.0% 11
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8749 0.8723 0.8643
R3 0.8711 0.8685 0.8632
R2 0.8673 0.8673 0.8629
R1 0.8647 0.8647 0.8625 0.8641
PP 0.8635 0.8635 0.8635 0.8632
S1 0.8609 0.8609 0.8619 0.8603
S2 0.8597 0.8597 0.8615
S3 0.8559 0.8571 0.8612
S4 0.8521 0.8533 0.8601
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8876 0.8622
R3 0.8836 0.8756 0.8589
R2 0.8716 0.8716 0.8578
R1 0.8636 0.8636 0.8567 0.8616
PP 0.8596 0.8596 0.8596 0.8586
S1 0.8516 0.8516 0.8545 0.8496
S2 0.8476 0.8476 0.8534
S3 0.8356 0.8396 0.8523
S4 0.8236 0.8276 0.8490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8660 0.8556 0.0104 1.2% 0.0012 0.1% 63% True False 2
10 0.8676 0.8506 0.0170 2.0% 0.0016 0.2% 68% False False 2
20 0.8810 0.8506 0.0304 3.5% 0.0011 0.1% 38% False False 1
40 0.9200 0.8506 0.0694 8.0% 0.0009 0.1% 17% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8822
2.618 0.8759
1.618 0.8721
1.000 0.8698
0.618 0.8683
HIGH 0.8660
0.618 0.8645
0.500 0.8641
0.382 0.8637
LOW 0.8622
0.618 0.8599
1.000 0.8584
1.618 0.8561
2.618 0.8523
4.250 0.8461
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 0.8641 0.8618
PP 0.8635 0.8614
S1 0.8628 0.8610

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.