CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7049 |
0.7073 |
0.0024 |
0.3% |
0.7186 |
| High |
0.7079 |
0.7085 |
0.0006 |
0.1% |
0.7213 |
| Low |
0.7039 |
0.7025 |
-0.0014 |
-0.2% |
0.7037 |
| Close |
0.7063 |
0.7027 |
-0.0036 |
-0.5% |
0.7054 |
| Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0176 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.3% |
0.0000 |
| Volume |
35,987 |
86,136 |
50,149 |
139.4% |
483,974 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7226 |
0.7186 |
0.7060 |
|
| R3 |
0.7166 |
0.7126 |
0.7044 |
|
| R2 |
0.7106 |
0.7106 |
0.7038 |
|
| R1 |
0.7066 |
0.7066 |
0.7033 |
0.7056 |
| PP |
0.7046 |
0.7046 |
0.7046 |
0.7041 |
| S1 |
0.7006 |
0.7006 |
0.7022 |
0.6996 |
| S2 |
0.6986 |
0.6986 |
0.7016 |
|
| S3 |
0.6926 |
0.6946 |
0.7011 |
|
| S4 |
0.6866 |
0.6886 |
0.6994 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7518 |
0.7151 |
|
| R3 |
0.7453 |
0.7342 |
0.7102 |
|
| R2 |
0.7277 |
0.7277 |
0.7086 |
|
| R1 |
0.7166 |
0.7166 |
0.7070 |
0.7134 |
| PP |
0.7101 |
0.7101 |
0.7101 |
0.7085 |
| S1 |
0.6990 |
0.6990 |
0.7038 |
0.6958 |
| S2 |
0.6925 |
0.6925 |
0.7022 |
|
| S3 |
0.6749 |
0.6814 |
0.7006 |
|
| S4 |
0.6573 |
0.6638 |
0.6957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7158 |
0.7025 |
0.0133 |
1.9% |
0.0058 |
0.8% |
2% |
False |
True |
75,382 |
| 10 |
0.7254 |
0.7025 |
0.0229 |
3.3% |
0.0057 |
0.8% |
1% |
False |
True |
81,668 |
| 20 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0055 |
0.8% |
1% |
False |
True |
48,523 |
| 40 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0058 |
0.8% |
1% |
False |
True |
24,524 |
| 60 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0054 |
0.8% |
1% |
False |
True |
16,375 |
| 80 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0049 |
0.7% |
1% |
False |
True |
12,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7340 |
|
2.618 |
0.7242 |
|
1.618 |
0.7182 |
|
1.000 |
0.7145 |
|
0.618 |
0.7122 |
|
HIGH |
0.7085 |
|
0.618 |
0.7062 |
|
0.500 |
0.7055 |
|
0.382 |
0.7048 |
|
LOW |
0.7025 |
|
0.618 |
0.6988 |
|
1.000 |
0.6965 |
|
1.618 |
0.6928 |
|
2.618 |
0.6868 |
|
4.250 |
0.6770 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7055 |
0.7055 |
| PP |
0.7046 |
0.7046 |
| S1 |
0.7036 |
0.7036 |
|