CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 0.8690 0.8678 -0.0012 -0.1% 0.8577
High 0.8719 0.8711 -0.0008 -0.1% 0.8750
Low 0.8677 0.8663 -0.0014 -0.2% 0.8566
Close 0.8690 0.8669 -0.0021 -0.2% 0.8668
Range 0.0042 0.0048 0.0006 14.3% 0.0184
ATR 0.0084 0.0081 -0.0003 -3.1% 0.0000
Volume 175 79 -96 -54.9% 935
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8825 0.8795 0.8695
R3 0.8777 0.8747 0.8682
R2 0.8729 0.8729 0.8678
R1 0.8699 0.8699 0.8673 0.8690
PP 0.8681 0.8681 0.8681 0.8677
S1 0.8651 0.8651 0.8665 0.8642
S2 0.8633 0.8633 0.8660
S3 0.8585 0.8603 0.8656
S4 0.8537 0.8555 0.8643
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9213 0.9125 0.8769
R3 0.9029 0.8941 0.8719
R2 0.8845 0.8845 0.8702
R1 0.8757 0.8757 0.8685 0.8801
PP 0.8661 0.8661 0.8661 0.8684
S1 0.8573 0.8573 0.8651 0.8617
S2 0.8477 0.8477 0.8634
S3 0.8293 0.8389 0.8617
S4 0.8109 0.8205 0.8567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8742 0.8645 0.0097 1.1% 0.0055 0.6% 25% False False 129
10 0.8750 0.8566 0.0184 2.1% 0.0086 1.0% 56% False False 164
20 0.8784 0.8544 0.0240 2.8% 0.0089 1.0% 52% False False 162
40 0.9257 0.8544 0.0713 8.2% 0.0074 0.9% 18% False False 113
60 0.9257 0.8544 0.0713 8.2% 0.0051 0.6% 18% False False 76
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8915
2.618 0.8837
1.618 0.8789
1.000 0.8759
0.618 0.8741
HIGH 0.8711
0.618 0.8693
0.500 0.8687
0.382 0.8681
LOW 0.8663
0.618 0.8633
1.000 0.8615
1.618 0.8585
2.618 0.8537
4.250 0.8459
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 0.8687 0.8703
PP 0.8681 0.8691
S1 0.8675 0.8680

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.