CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 0.8598 0.8556 -0.0042 -0.5% 0.8707
High 0.8598 0.8567 -0.0031 -0.4% 0.8711
Low 0.8598 0.8556 -0.0042 -0.5% 0.8598
Close 0.8598 0.8567 -0.0031 -0.4% 0.8598
Range 0.0000 0.0011 0.0011 0.0113
ATR 0.0044 0.0044 0.0000 -0.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8596 0.8593 0.8573
R3 0.8585 0.8582 0.8570
R2 0.8574 0.8574 0.8569
R1 0.8571 0.8571 0.8568 0.8573
PP 0.8563 0.8563 0.8563 0.8564
S1 0.8560 0.8560 0.8566 0.8562
S2 0.8552 0.8552 0.8565
S3 0.8541 0.8549 0.8564
S4 0.8530 0.8538 0.8561
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8975 0.8899 0.8660
R3 0.8862 0.8786 0.8629
R2 0.8749 0.8749 0.8619
R1 0.8673 0.8673 0.8608 0.8655
PP 0.8636 0.8636 0.8636 0.8626
S1 0.8560 0.8560 0.8588 0.8542
S2 0.8523 0.8523 0.8577
S3 0.8410 0.8447 0.8567
S4 0.8297 0.8334 0.8536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8711 0.8556 0.0155 1.8% 0.0011 0.1% 7% False True 1
10 0.8919 0.8556 0.0363 4.2% 0.0007 0.1% 3% False True 1
20 0.9200 0.8556 0.0644 7.5% 0.0011 0.1% 2% False True 3
40 0.9200 0.8556 0.0644 7.5% 0.0006 0.1% 2% False True 4
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8614
2.618 0.8596
1.618 0.8585
1.000 0.8578
0.618 0.8574
HIGH 0.8567
0.618 0.8563
0.500 0.8562
0.382 0.8560
LOW 0.8556
0.618 0.8549
1.000 0.8545
1.618 0.8538
2.618 0.8527
4.250 0.8509
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 0.8565 0.8611
PP 0.8563 0.8596
S1 0.8562 0.8582

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.