CME Australian Dollar Future September 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.0244 1.0259 0.0015 0.1% 1.0222
High 1.0244 1.0259 0.0015 0.1% 1.0244
Low 1.0244 1.0259 0.0015 0.1% 1.0199
Close 1.0244 1.0259 0.0015 0.1% 1.0199
Range
ATR 0.0027 0.0026 -0.0001 -3.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0259 1.0259 1.0259
R3 1.0259 1.0259 1.0259
R2 1.0259 1.0259 1.0259
R1 1.0259 1.0259 1.0259 1.0259
PP 1.0259 1.0259 1.0259 1.0259
S1 1.0259 1.0259 1.0259 1.0259
S2 1.0259 1.0259 1.0259
S3 1.0259 1.0259 1.0259
S4 1.0259 1.0259 1.0259
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0349 1.0319 1.0224
R3 1.0304 1.0274 1.0211
R2 1.0259 1.0259 1.0207
R1 1.0229 1.0229 1.0203 1.0222
PP 1.0214 1.0214 1.0214 1.0210
S1 1.0184 1.0184 1.0195 1.0177
S2 1.0169 1.0169 1.0191
S3 1.0124 1.0139 1.0187
S4 1.0079 1.0094 1.0174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0259 1.0198 0.0061 0.6% 0.0000 0.0% 100% True False 1
10 1.0259 1.0198 0.0061 0.6% 0.0000 0.0% 100% True False 1
20 1.0259 1.0096 0.0163 1.6% 0.0000 0.0% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0259
2.618 1.0259
1.618 1.0259
1.000 1.0259
0.618 1.0259
HIGH 1.0259
0.618 1.0259
0.500 1.0259
0.382 1.0259
LOW 1.0259
0.618 1.0259
1.000 1.0259
1.618 1.0259
2.618 1.0259
4.250 1.0259
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.0259 1.0257
PP 1.0259 1.0254
S1 1.0259 1.0252

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.