CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 0.8825 0.8781 -0.0044 -0.5% 0.8873
High 0.8833 0.8811 -0.0022 -0.2% 0.8979
Low 0.8745 0.8722 -0.0023 -0.3% 0.8810
Close 0.8762 0.8731 -0.0031 -0.4% 0.8821
Range 0.0088 0.0089 0.0001 1.1% 0.0169
ATR 0.0060 0.0062 0.0002 3.4% 0.0000
Volume 313 95 -218 -69.6% 386
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9022 0.8965 0.8780
R3 0.8933 0.8876 0.8755
R2 0.8844 0.8844 0.8747
R1 0.8787 0.8787 0.8739 0.8771
PP 0.8755 0.8755 0.8755 0.8747
S1 0.8698 0.8698 0.8723 0.8682
S2 0.8666 0.8666 0.8715
S3 0.8577 0.8609 0.8707
S4 0.8488 0.8520 0.8682
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9268 0.8914
R3 0.9208 0.9099 0.8867
R2 0.9039 0.9039 0.8852
R1 0.8930 0.8930 0.8836 0.8900
PP 0.8870 0.8870 0.8870 0.8855
S1 0.8761 0.8761 0.8806 0.8731
S2 0.8701 0.8701 0.8790
S3 0.8532 0.8592 0.8775
S4 0.8363 0.8423 0.8728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8963 0.8722 0.0241 2.8% 0.0083 0.9% 4% False True 125
10 0.9097 0.8722 0.0375 4.3% 0.0078 0.9% 2% False True 100
20 0.9257 0.8722 0.0535 6.1% 0.0053 0.6% 2% False True 54
40 0.9257 0.8722 0.0535 6.1% 0.0029 0.3% 2% False True 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9189
2.618 0.9044
1.618 0.8955
1.000 0.8900
0.618 0.8866
HIGH 0.8811
0.618 0.8777
0.500 0.8767
0.382 0.8756
LOW 0.8722
0.618 0.8667
1.000 0.8633
1.618 0.8578
2.618 0.8489
4.250 0.8344
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 0.8767 0.8801
PP 0.8755 0.8778
S1 0.8743 0.8754

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.