CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.7186 0.7200 0.0014 0.2% 0.7265
High 0.7200 0.7228 0.0028 0.4% 0.7354
Low 0.7186 0.7199 0.0013 0.2% 0.7186
Close 0.7200 0.7199 -0.0001 0.0% 0.7200
Range 0.0014 0.0029 0.0015 107.1% 0.0168
ATR 0.0050 0.0049 -0.0002 -3.0% 0.0000
Volume 3 1 -2 -66.7% 6
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7296 0.7276 0.7215
R3 0.7267 0.7247 0.7207
R2 0.7238 0.7238 0.7204
R1 0.7218 0.7218 0.7202 0.7214
PP 0.7209 0.7209 0.7209 0.7206
S1 0.7189 0.7189 0.7196 0.7185
S2 0.7180 0.7180 0.7194
S3 0.7151 0.7160 0.7191
S4 0.7122 0.7131 0.7183
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7751 0.7643 0.7292
R3 0.7583 0.7475 0.7246
R2 0.7415 0.7415 0.7231
R1 0.7307 0.7307 0.7215 0.7277
PP 0.7247 0.7247 0.7247 0.7232
S1 0.7139 0.7139 0.7185 0.7109
S2 0.7079 0.7079 0.7169
S3 0.6911 0.6971 0.7154
S4 0.6743 0.6803 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7354 0.7186 0.0168 2.3% 0.0046 0.6% 8% False False 1
10 0.7382 0.7186 0.0196 2.7% 0.0053 0.7% 7% False False
20 0.7620 0.7186 0.0434 6.0% 0.0038 0.5% 3% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7351
2.618 0.7304
1.618 0.7275
1.000 0.7257
0.618 0.7246
HIGH 0.7228
0.618 0.7217
0.500 0.7214
0.382 0.7210
LOW 0.7199
0.618 0.7181
1.000 0.7170
1.618 0.7152
2.618 0.7123
4.250 0.7076
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.7214 0.7253
PP 0.7209 0.7235
S1 0.7204 0.7217

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.