CME Australian Dollar Future September 2013


Show Legacy Chart
Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 0.9102 0.9054 -0.0048 -0.5% 0.9161
High 0.9117 0.9077 -0.0040 -0.4% 0.9200
Low 0.9011 0.8949 -0.0062 -0.7% 0.9039
Close 0.9077 0.9010 -0.0067 -0.7% 0.9182
Range 0.0106 0.0128 0.0022 20.8% 0.0161
ATR 0.0116 0.0116 0.0001 0.8% 0.0000
Volume 93,706 128,058 34,352 36.7% 438,939
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9396 0.9331 0.9080
R3 0.9268 0.9203 0.9045
R2 0.9140 0.9140 0.9033
R1 0.9075 0.9075 0.9022 0.9044
PP 0.9012 0.9012 0.9012 0.8996
S1 0.8947 0.8947 0.8998 0.8916
S2 0.8884 0.8884 0.8987
S3 0.8756 0.8819 0.8975
S4 0.8628 0.8691 0.8940
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9623 0.9564 0.9271
R3 0.9462 0.9403 0.9226
R2 0.9301 0.9301 0.9212
R1 0.9242 0.9242 0.9197 0.9272
PP 0.9140 0.9140 0.9140 0.9155
S1 0.9081 0.9081 0.9167 0.9111
S2 0.8979 0.8979 0.9152
S3 0.8818 0.8920 0.9138
S4 0.8657 0.8759 0.9093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9217 0.8949 0.0268 3.0% 0.0118 1.3% 23% False True 100,579
10 0.9217 0.8948 0.0269 3.0% 0.0114 1.3% 23% False False 95,645
20 0.9264 0.8823 0.0441 4.9% 0.0113 1.3% 42% False False 97,972
40 0.9289 0.8823 0.0466 5.2% 0.0120 1.3% 40% False False 104,948
60 0.9719 0.8823 0.0896 9.9% 0.0131 1.5% 21% False False 93,850
80 1.0283 0.8823 0.1460 16.2% 0.0123 1.4% 13% False False 70,666
100 1.0454 0.8823 0.1631 18.1% 0.0113 1.3% 11% False False 56,562
120 1.0454 0.8823 0.1631 18.1% 0.0100 1.1% 11% False False 47,138
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9621
2.618 0.9412
1.618 0.9284
1.000 0.9205
0.618 0.9156
HIGH 0.9077
0.618 0.9028
0.500 0.9013
0.382 0.8998
LOW 0.8949
0.618 0.8870
1.000 0.8821
1.618 0.8742
2.618 0.8614
4.250 0.8405
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 0.9013 0.9083
PP 0.9012 0.9059
S1 0.9011 0.9034

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.