CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 0.9758 0.9625 -0.0133 -1.4% 0.9812
High 0.9758 0.9625 -0.0133 -1.4% 0.9812
Low 0.9695 0.9578 -0.0117 -1.2% 0.9578
Close 0.9695 0.9599 -0.0096 -1.0% 0.9599
Range 0.0063 0.0047 -0.0016 -25.4% 0.0234
ATR 0.0055 0.0059 0.0004 8.1% 0.0000
Volume 3 1 -2 -66.7% 24
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 0.9742 0.9717 0.9625
R3 0.9695 0.9670 0.9612
R2 0.9648 0.9648 0.9608
R1 0.9623 0.9623 0.9603 0.9612
PP 0.9601 0.9601 0.9601 0.9595
S1 0.9576 0.9576 0.9595 0.9565
S2 0.9554 0.9554 0.9590
S3 0.9507 0.9529 0.9586
S4 0.9460 0.9482 0.9573
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 1.0365 1.0216 0.9728
R3 1.0131 0.9982 0.9663
R2 0.9897 0.9897 0.9642
R1 0.9748 0.9748 0.9620 0.9706
PP 0.9663 0.9663 0.9663 0.9642
S1 0.9514 0.9514 0.9578 0.9472
S2 0.9429 0.9429 0.9556
S3 0.9195 0.9280 0.9535
S4 0.8961 0.9046 0.9470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9812 0.9578 0.0234 2.4% 0.0034 0.4% 9% False True 4
10 1.0090 0.9578 0.0512 5.3% 0.0043 0.4% 4% False True 10
20 1.0197 0.9578 0.0619 6.4% 0.0032 0.3% 3% False True 6
40 1.0359 0.9578 0.0781 8.1% 0.0018 0.2% 3% False True 3
60 1.0359 0.9578 0.0781 8.1% 0.0012 0.1% 3% False True 3
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9825
2.618 0.9748
1.618 0.9701
1.000 0.9672
0.618 0.9654
HIGH 0.9625
0.618 0.9607
0.500 0.9602
0.382 0.9596
LOW 0.9578
0.618 0.9549
1.000 0.9531
1.618 0.9502
2.618 0.9455
4.250 0.9378
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 0.9602 0.9668
PP 0.9601 0.9645
S1 0.9600 0.9622

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.