CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 0.9549 0.9600 0.0051 0.5% 0.9691
High 0.9597 0.9600 0.0003 0.0% 0.9691
Low 0.9549 0.9545 -0.0004 0.0% 0.9545
Close 0.9597 0.9545 -0.0052 -0.5% 0.9545
Range 0.0048 0.0055 0.0007 14.6% 0.0146
ATR 0.0056 0.0056 0.0000 -0.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 0.9728 0.9692 0.9575
R3 0.9673 0.9637 0.9560
R2 0.9618 0.9618 0.9555
R1 0.9582 0.9582 0.9550 0.9573
PP 0.9563 0.9563 0.9563 0.9559
S1 0.9527 0.9527 0.9540 0.9518
S2 0.9508 0.9508 0.9535
S3 0.9453 0.9472 0.9530
S4 0.9398 0.9417 0.9515
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0032 0.9934 0.9625
R3 0.9886 0.9788 0.9585
R2 0.9740 0.9740 0.9572
R1 0.9642 0.9642 0.9558 0.9618
PP 0.9594 0.9594 0.9594 0.9582
S1 0.9496 0.9496 0.9532 0.9472
S2 0.9448 0.9448 0.9518
S3 0.9302 0.9350 0.9505
S4 0.9156 0.9204 0.9465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9691 0.9545 0.0146 1.5% 0.0021 0.2% 0% False True 1
10 0.9719 0.9545 0.0174 1.8% 0.0016 0.2% 0% False True 1
20 1.0007 0.9545 0.0462 4.8% 0.0010 0.1% 0% False True 4
40 1.0241 0.9545 0.0696 7.3% 0.0005 0.1% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.9834
2.618 0.9744
1.618 0.9689
1.000 0.9655
0.618 0.9634
HIGH 0.9600
0.618 0.9579
0.500 0.9573
0.382 0.9566
LOW 0.9545
0.618 0.9511
1.000 0.9490
1.618 0.9456
2.618 0.9401
4.250 0.9311
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 0.9573 0.9573
PP 0.9563 0.9563
S1 0.9554 0.9554

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.