CME Australian Dollar Future September 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9614 0.9662 0.0048 0.5% 0.9675
High 0.9701 0.9662 -0.0039 -0.4% 0.9761
Low 0.9520 0.9560 0.0040 0.4% 0.9520
Close 0.9660 0.9566 -0.0094 -1.0% 0.9566
Range 0.0181 0.0102 -0.0079 -43.6% 0.0241
ATR 0.0100 0.0100 0.0000 0.2% 0.0000
Volume 1,810 3,238 1,428 78.9% 9,369
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 0.9902 0.9836 0.9622
R3 0.9800 0.9734 0.9594
R2 0.9698 0.9698 0.9585
R1 0.9632 0.9632 0.9575 0.9614
PP 0.9596 0.9596 0.9596 0.9587
S1 0.9530 0.9530 0.9557 0.9512
S2 0.9494 0.9494 0.9547
S3 0.9392 0.9428 0.9538
S4 0.9290 0.9326 0.9510
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0339 1.0193 0.9699
R3 1.0098 0.9952 0.9632
R2 0.9857 0.9857 0.9610
R1 0.9711 0.9711 0.9588 0.9664
PP 0.9616 0.9616 0.9616 0.9592
S1 0.9470 0.9470 0.9544 0.9423
S2 0.9375 0.9375 0.9522
S3 0.9134 0.9229 0.9500
S4 0.8893 0.8988 0.9433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9761 0.9520 0.0241 2.5% 0.0123 1.3% 19% False False 1,873
10 0.9919 0.9520 0.0399 4.2% 0.0109 1.1% 12% False False 1,611
20 1.0283 0.9520 0.0763 8.0% 0.0101 1.1% 6% False False 1,027
40 1.0454 0.9520 0.0934 9.8% 0.0086 0.9% 5% False False 587
60 1.0454 0.9520 0.0934 9.8% 0.0067 0.7% 5% False False 396
80 1.0454 0.9520 0.0934 9.8% 0.0054 0.6% 5% False False 297
100 1.0454 0.9520 0.0934 9.8% 0.0043 0.4% 5% False False 238
120 1.0454 0.9520 0.0934 9.8% 0.0036 0.4% 5% False False 198
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0096
2.618 0.9929
1.618 0.9827
1.000 0.9764
0.618 0.9725
HIGH 0.9662
0.618 0.9623
0.500 0.9611
0.382 0.9599
LOW 0.9560
0.618 0.9497
1.000 0.9458
1.618 0.9395
2.618 0.9293
4.250 0.9127
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9611 0.9633
PP 0.9596 0.9611
S1 0.9581 0.9588

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.