CME Australian Dollar Future December 2017


Trading Metrics calculated at close of trading on 13-Jun-2017
Day Change Summary
Previous Current
12-Jun-2017 13-Jun-2017 Change Change % Previous Week
Open 0.7530 0.7549 0.0019 0.3% 0.7439
High 0.7530 0.7549 0.0019 0.3% 0.7550
Low 0.7508 0.7509 0.0001 0.0% 0.7408
Close 0.7522 0.7522 0.0000 0.0% 0.7511
Range 0.0022 0.0040 0.0018 81.8% 0.0142
ATR
Volume 21 124 103 490.5% 539
Daily Pivots for day following 13-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7647 0.7624 0.7544
R3 0.7607 0.7584 0.7533
R2 0.7567 0.7567 0.7529
R1 0.7544 0.7544 0.7526 0.7536
PP 0.7527 0.7527 0.7527 0.7522
S1 0.7504 0.7504 0.7518 0.7496
S2 0.7487 0.7487 0.7515
S3 0.7447 0.7464 0.7511
S4 0.7407 0.7424 0.7500
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7916 0.7855 0.7589
R3 0.7774 0.7713 0.7550
R2 0.7632 0.7632 0.7537
R1 0.7571 0.7571 0.7524 0.7602
PP 0.7490 0.7490 0.7490 0.7505
S1 0.7429 0.7429 0.7498 0.7460
S2 0.7348 0.7348 0.7485
S3 0.7206 0.7287 0.7472
S4 0.7064 0.7145 0.7433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7550 0.7495 0.0055 0.7% 0.0029 0.4% 49% False False 80
10 0.7550 0.7357 0.0193 2.6% 0.0042 0.6% 85% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7719
2.618 0.7654
1.618 0.7614
1.000 0.7589
0.618 0.7574
HIGH 0.7549
0.618 0.7534
0.500 0.7529
0.382 0.7524
LOW 0.7509
0.618 0.7484
1.000 0.7469
1.618 0.7444
2.618 0.7404
4.250 0.7339
Fisher Pivots for day following 13-Jun-2017
Pivot 1 day 3 day
R1 0.7529 0.7522
PP 0.7527 0.7522
S1 0.7524 0.7522

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.