CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 0.9712 0.9812 0.0100 1.0% 0.9675
High 0.9851 0.9889 0.0038 0.4% 0.9801
Low 0.9712 0.9732 0.0020 0.2% 0.9500
Close 0.9827 0.9839 0.0012 0.1% 0.9633
Range 0.0139 0.0157 0.0018 12.9% 0.0301
ATR 0.0121 0.0124 0.0003 2.1% 0.0000
Volume 253 229 -24 -9.5% 1,001
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0291 1.0222 0.9925
R3 1.0134 1.0065 0.9882
R2 0.9977 0.9977 0.9868
R1 0.9908 0.9908 0.9853 0.9943
PP 0.9820 0.9820 0.9820 0.9837
S1 0.9751 0.9751 0.9825 0.9786
S2 0.9663 0.9663 0.9810
S3 0.9506 0.9594 0.9796
S4 0.9349 0.9437 0.9753
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0548 1.0391 0.9799
R3 1.0247 1.0090 0.9716
R2 0.9946 0.9946 0.9688
R1 0.9789 0.9789 0.9661 0.9717
PP 0.9645 0.9645 0.9645 0.9609
S1 0.9488 0.9488 0.9605 0.9416
S2 0.9344 0.9344 0.9578
S3 0.9043 0.9187 0.9550
S4 0.8742 0.8886 0.9467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9889 0.9521 0.0368 3.7% 0.0122 1.2% 86% True False 216
10 0.9889 0.9500 0.0389 4.0% 0.0122 1.2% 87% True False 206
20 0.9889 0.9499 0.0390 4.0% 0.0124 1.3% 87% True False 153
40 0.9889 0.9025 0.0864 8.8% 0.0098 1.0% 94% True False 96
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 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0556
2.618 1.0300
1.618 1.0143
1.000 1.0046
0.618 0.9986
HIGH 0.9889
0.618 0.9829
0.500 0.9811
0.382 0.9792
LOW 0.9732
0.618 0.9635
1.000 0.9575
1.618 0.9478
2.618 0.9321
4.250 0.9065
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 0.9830 0.9817
PP 0.9820 0.9795
S1 0.9811 0.9773

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.