CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 0.9753 0.9747 -0.0006 -0.1% 1.0090
High 0.9775 0.9747 -0.0028 -0.3% 1.0090
Low 0.9735 0.9727 -0.0008 -0.1% 0.9854
Close 0.9735 0.9727 -0.0008 -0.1% 0.9864
Range 0.0040 0.0020 -0.0020 -50.0% 0.0236
ATR 0.0057 0.0054 -0.0003 -4.6% 0.0000
Volume 8 4 -4 -50.0% 82
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 0.9794 0.9780 0.9738
R3 0.9774 0.9760 0.9733
R2 0.9754 0.9754 0.9731
R1 0.9740 0.9740 0.9729 0.9737
PP 0.9734 0.9734 0.9734 0.9732
S1 0.9720 0.9720 0.9725 0.9717
S2 0.9714 0.9714 0.9723
S3 0.9694 0.9700 0.9722
S4 0.9674 0.9680 0.9716
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.0644 1.0490 0.9994
R3 1.0408 1.0254 0.9929
R2 1.0172 1.0172 0.9907
R1 1.0018 1.0018 0.9886 0.9977
PP 0.9936 0.9936 0.9936 0.9916
S1 0.9782 0.9782 0.9842 0.9741
S2 0.9700 0.9700 0.9821
S3 0.9464 0.9546 0.9799
S4 0.9228 0.9310 0.9734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0000 0.9727 0.0273 2.8% 0.0049 0.5% 0% False True 6
10 1.0192 0.9727 0.0465 4.8% 0.0037 0.4% 0% False True 10
20 1.0197 0.9727 0.0470 4.8% 0.0027 0.3% 0% False True 6
40 1.0359 0.9727 0.0632 6.5% 0.0015 0.2% 0% False True 3
60 1.0359 0.9727 0.0632 6.5% 0.0011 0.1% 0% False True 4
Crabel Price Patterns
NR True
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9832
2.618 0.9799
1.618 0.9779
1.000 0.9767
0.618 0.9759
HIGH 0.9747
0.618 0.9739
0.500 0.9737
0.382 0.9735
LOW 0.9727
0.618 0.9715
1.000 0.9707
1.618 0.9695
2.618 0.9675
4.250 0.9642
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 0.9737 0.9770
PP 0.9734 0.9755
S1 0.9730 0.9741

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.