CME Australian Dollar Future June 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 0.9653 0.9573 -0.0080 -0.8% 0.9406
High 0.9655 0.9638 -0.0017 -0.2% 0.9658
Low 0.9567 0.9567 0.0000 0.0% 0.9321
Close 0.9600 0.9594 -0.0006 -0.1% 0.9600
Range 0.0088 0.0071 -0.0017 -19.3% 0.0337
ATR 0.0139 0.0134 -0.0005 -3.5% 0.0000
Volume 35,130 1,386 -33,744 -96.1% 651,708
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 0.9813 0.9774 0.9633
R3 0.9742 0.9703 0.9614
R2 0.9671 0.9671 0.9607
R1 0.9632 0.9632 0.9601 0.9652
PP 0.9600 0.9600 0.9600 0.9609
S1 0.9561 0.9561 0.9587 0.9581
S2 0.9529 0.9529 0.9581
S3 0.9458 0.9490 0.9574
S4 0.9387 0.9419 0.9555
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.0537 1.0406 0.9785
R3 1.0200 1.0069 0.9693
R2 0.9863 0.9863 0.9662
R1 0.9732 0.9732 0.9631 0.9798
PP 0.9526 0.9526 0.9526 0.9559
S1 0.9395 0.9395 0.9569 0.9461
S2 0.9189 0.9189 0.9538
S3 0.8852 0.9058 0.9507
S4 0.8515 0.8721 0.9415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9321 0.0337 3.5% 0.0136 1.4% 81% False False 107,237
10 0.9760 0.9321 0.0439 4.6% 0.0149 1.6% 62% False False 135,514
20 0.9824 0.9321 0.0503 5.2% 0.0143 1.5% 54% False False 145,714
40 1.0350 0.9321 0.1029 10.7% 0.0118 1.2% 27% False False 130,020
60 1.0531 0.9321 0.1210 12.6% 0.0106 1.1% 23% False False 121,361
80 1.0531 0.9321 0.1210 12.6% 0.0097 1.0% 23% False False 99,638
100 1.0531 0.9321 0.1210 12.6% 0.0091 0.9% 23% False False 79,746
120 1.0531 0.9321 0.1210 12.6% 0.0082 0.8% 23% False False 66,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9940
2.618 0.9824
1.618 0.9753
1.000 0.9709
0.618 0.9682
HIGH 0.9638
0.618 0.9611
0.500 0.9603
0.382 0.9594
LOW 0.9567
0.618 0.9523
1.000 0.9496
1.618 0.9452
2.618 0.9381
4.250 0.9265
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 0.9603 0.9577
PP 0.9600 0.9560
S1 0.9597 0.9543

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.