CME Australian Dollar Future December 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 1.0102 1.0142 0.0040 0.4% 0.9896
High 1.0137 1.0172 0.0035 0.3% 1.0100
Low 1.0102 1.0113 0.0011 0.1% 0.9836
Close 1.0137 1.0146 0.0009 0.1% 1.0092
Range 0.0035 0.0059 0.0024 68.6% 0.0264
ATR 0.0073 0.0072 -0.0001 -1.4% 0.0000
Volume 51 40 -11 -21.6% 617
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0321 1.0292 1.0178
R3 1.0262 1.0233 1.0162
R2 1.0203 1.0203 1.0157
R1 1.0174 1.0174 1.0151 1.0189
PP 1.0144 1.0144 1.0144 1.0151
S1 1.0115 1.0115 1.0141 1.0130
S2 1.0085 1.0085 1.0135
S3 1.0026 1.0056 1.0130
S4 0.9967 0.9997 1.0114
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0801 1.0711 1.0237
R3 1.0537 1.0447 1.0165
R2 1.0273 1.0273 1.0140
R1 1.0183 1.0183 1.0116 1.0228
PP 1.0009 1.0009 1.0009 1.0032
S1 0.9919 0.9919 1.0068 0.9964
S2 0.9745 0.9745 1.0044
S3 0.9481 0.9655 1.0019
S4 0.9217 0.9391 0.9947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0172 0.9867 0.0305 3.0% 0.0062 0.6% 91% True False 68
10 1.0172 0.9836 0.0336 3.3% 0.0058 0.6% 92% True False 226
20 1.0172 0.9709 0.0463 4.6% 0.0055 0.5% 94% True False 117
40 1.0172 0.9545 0.0627 6.2% 0.0035 0.3% 96% True False 60
60 1.0241 0.9545 0.0696 6.9% 0.0023 0.2% 86% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0423
2.618 1.0326
1.618 1.0267
1.000 1.0231
0.618 1.0208
HIGH 1.0172
0.618 1.0149
0.500 1.0143
0.382 1.0136
LOW 1.0113
0.618 1.0077
1.000 1.0054
1.618 1.0018
2.618 0.9959
4.250 0.9862
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 1.0145 1.0140
PP 1.0144 1.0133
S1 1.0143 1.0127

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.