CME Australian Dollar Future December 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 1.0033 0.9905 -0.0128 -1.3% 0.9972
High 1.0050 0.9926 -0.0124 -1.2% 1.0067
Low 0.9892 0.9894 0.0002 0.0% 0.9892
Close 0.9898 0.9926 0.0028 0.3% 0.9926
Range 0.0158 0.0032 -0.0126 -79.7% 0.0175
ATR 0.0073 0.0070 -0.0003 -4.0% 0.0000
Volume 1,231 106 -1,125 -91.4% 1,365
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0011 1.0001 0.9944
R3 0.9979 0.9969 0.9935
R2 0.9947 0.9947 0.9932
R1 0.9937 0.9937 0.9929 0.9942
PP 0.9915 0.9915 0.9915 0.9918
S1 0.9905 0.9905 0.9923 0.9910
S2 0.9883 0.9883 0.9920
S3 0.9851 0.9873 0.9917
S4 0.9819 0.9841 0.9908
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0487 1.0381 1.0022
R3 1.0312 1.0206 0.9974
R2 1.0137 1.0137 0.9958
R1 1.0031 1.0031 0.9942 0.9997
PP 0.9962 0.9962 0.9962 0.9944
S1 0.9856 0.9856 0.9910 0.9822
S2 0.9787 0.9787 0.9894
S3 0.9612 0.9681 0.9878
S4 0.9437 0.9506 0.9830
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0067 0.9892 0.0175 1.8% 0.0087 0.9% 19% False False 273
10 1.0067 0.9740 0.0327 3.3% 0.0059 0.6% 57% False False 140
20 1.0067 0.9545 0.0522 5.3% 0.0045 0.5% 73% False False 72
40 1.0241 0.9545 0.0696 7.0% 0.0025 0.2% 55% False False 38
60 1.0241 0.9545 0.0696 7.0% 0.0016 0.2% 55% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0062
2.618 1.0010
1.618 0.9978
1.000 0.9958
0.618 0.9946
HIGH 0.9926
0.618 0.9914
0.500 0.9910
0.382 0.9906
LOW 0.9894
0.618 0.9874
1.000 0.9862
1.618 0.9842
2.618 0.9810
4.250 0.9758
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 0.9921 0.9980
PP 0.9915 0.9962
S1 0.9910 0.9944

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.