CME Australian Dollar Future December 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 0.9625 0.9609 -0.0016 -0.2% 0.9812
High 0.9625 0.9679 0.0054 0.6% 0.9812
Low 0.9578 0.9609 0.0031 0.3% 0.9578
Close 0.9599 0.9679 0.0080 0.8% 0.9599
Range 0.0047 0.0070 0.0023 48.9% 0.0234
ATR 0.0059 0.0061 0.0001 2.5% 0.0000
Volume 1 6 5 500.0% 24
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 0.9866 0.9842 0.9718
R3 0.9796 0.9772 0.9698
R2 0.9726 0.9726 0.9692
R1 0.9702 0.9702 0.9685 0.9714
PP 0.9656 0.9656 0.9656 0.9662
S1 0.9632 0.9632 0.9673 0.9644
S2 0.9586 0.9586 0.9666
S3 0.9516 0.9562 0.9660
S4 0.9446 0.9492 0.9641
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 0.9775 0.9578 0.0197 2.0% 0.0048 0.5% 51% False False 4
10 1.0090 0.9578 0.0512 5.3% 0.0050 0.5% 20% False False 10
20 1.0197 0.9578 0.0619 6.4% 0.0035 0.4% 16% False False 6
40 1.0359 0.9578 0.0781 8.1% 0.0020 0.2% 13% False False 3
60 1.0359 0.9578 0.0781 8.1% 0.0014 0.1% 13% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9977
2.618 0.9862
1.618 0.9792
1.000 0.9749
0.618 0.9722
HIGH 0.9679
0.618 0.9652
0.500 0.9644
0.382 0.9636
LOW 0.9609
0.618 0.9566
1.000 0.9539
1.618 0.9496
2.618 0.9426
4.250 0.9312
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 0.9667 0.9675
PP 0.9656 0.9672
S1 0.9644 0.9668

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.