CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 0.9739 0.9739 0.0000 0.0% 1.0007
High 0.9739 0.9754 0.0015 0.2% 1.0007
Low 0.9739 0.9739 0.0000 0.0% 0.9835
Close 0.9739 0.9754 0.0015 0.2% 0.9835
Range 0.0000 0.0015 0.0015 0.0172
ATR 0.0049 0.0046 -0.0002 -4.9% 0.0000
Volume 1 1 0 0.0% 17
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 0.9794 0.9789 0.9762
R3 0.9779 0.9774 0.9758
R2 0.9764 0.9764 0.9757
R1 0.9759 0.9759 0.9755 0.9762
PP 0.9749 0.9749 0.9749 0.9750
S1 0.9744 0.9744 0.9753 0.9747
S2 0.9734 0.9734 0.9751
S3 0.9719 0.9729 0.9750
S4 0.9704 0.9714 0.9746
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0408 1.0294 0.9930
R3 1.0236 1.0122 0.9882
R2 1.0064 1.0064 0.9867
R1 0.9950 0.9950 0.9851 0.9921
PP 0.9892 0.9892 0.9892 0.9878
S1 0.9778 0.9778 0.9819 0.9749
S2 0.9720 0.9720 0.9803
S3 0.9548 0.9606 0.9788
S4 0.9376 0.9434 0.9740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9835 0.9739 0.0096 1.0% 0.0007 0.1% 16% False True 12
10 1.0007 0.9739 0.0268 2.7% 0.0004 0.0% 6% False True 8
20 1.0241 0.9739 0.0502 5.1% 0.0002 0.0% 3% False True 6
40 1.0241 0.9739 0.0502 5.1% 0.0001 0.0% 3% False True 5
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9818
2.618 0.9793
1.618 0.9778
1.000 0.9769
0.618 0.9763
HIGH 0.9754
0.618 0.9748
0.500 0.9747
0.382 0.9745
LOW 0.9739
0.618 0.9730
1.000 0.9724
1.618 0.9715
2.618 0.9700
4.250 0.9675
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 0.9752 0.9762
PP 0.9749 0.9759
S1 0.9747 0.9757

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.