CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 1.0357 1.0337 -0.0020 -0.2% 1.0339
High 1.0357 1.0352 -0.0005 0.0% 1.0420
Low 1.0357 1.0330 -0.0027 -0.3% 1.0339
Close 1.0357 1.0351 -0.0006 -0.1% 1.0420
Range 0.0000 0.0022 0.0022 0.0081
ATR 0.0031 0.0031 0.0000 -0.9% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0410 1.0403 1.0363
R3 1.0388 1.0381 1.0357
R2 1.0366 1.0366 1.0355
R1 1.0359 1.0359 1.0353 1.0363
PP 1.0344 1.0344 1.0344 1.0346
S1 1.0337 1.0337 1.0349 1.0341
S2 1.0322 1.0322 1.0347
S3 1.0300 1.0315 1.0345
S4 1.0278 1.0293 1.0339
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0636 1.0609 1.0465
R3 1.0555 1.0528 1.0442
R2 1.0474 1.0474 1.0435
R1 1.0447 1.0447 1.0427 1.0461
PP 1.0393 1.0393 1.0393 1.0400
S1 1.0366 1.0366 1.0413 1.0380
S2 1.0312 1.0312 1.0405
S3 1.0231 1.0285 1.0398
S4 1.0150 1.0204 1.0375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0420 1.0330 0.0090 0.9% 0.0005 0.1% 23% False True 2
10 1.0420 1.0330 0.0090 0.9% 0.0007 0.1% 23% False True 14
20 1.0420 1.0240 0.0180 1.7% 0.0007 0.1% 62% False False 14
40 1.0420 1.0157 0.0263 2.5% 0.0006 0.1% 74% False False 7
60 1.0420 0.9973 0.0447 4.3% 0.0005 0.1% 85% False False 5
80 1.0420 0.9959 0.0461 4.5% 0.0005 0.1% 85% False False 5
100 1.0420 0.9959 0.0461 4.5% 0.0005 0.0% 85% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0446
2.618 1.0410
1.618 1.0388
1.000 1.0374
0.618 1.0366
HIGH 1.0352
0.618 1.0344
0.500 1.0341
0.382 1.0338
LOW 1.0330
0.618 1.0316
1.000 1.0308
1.618 1.0294
2.618 1.0272
4.250 1.0237
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 1.0348 1.0361
PP 1.0344 1.0357
S1 1.0341 1.0354

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.