CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7037 |
0.7052 |
0.0015 |
0.2% |
0.7045 |
| High |
0.7078 |
0.7080 |
0.0002 |
0.0% |
0.7085 |
| Low |
0.7036 |
0.7042 |
0.0006 |
0.1% |
0.7025 |
| Close |
0.7054 |
0.7052 |
-0.0002 |
0.0% |
0.7054 |
| Range |
0.0042 |
0.0038 |
-0.0004 |
-9.5% |
0.0060 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
62,929 |
50,795 |
-12,134 |
-19.3% |
223,408 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7172 |
0.7150 |
0.7073 |
|
| R3 |
0.7134 |
0.7112 |
0.7062 |
|
| R2 |
0.7096 |
0.7096 |
0.7059 |
|
| R1 |
0.7074 |
0.7074 |
0.7055 |
0.7071 |
| PP |
0.7058 |
0.7058 |
0.7058 |
0.7057 |
| S1 |
0.7036 |
0.7036 |
0.7049 |
0.7033 |
| S2 |
0.7020 |
0.7020 |
0.7045 |
|
| S3 |
0.6982 |
0.6998 |
0.7042 |
|
| S4 |
0.6944 |
0.6960 |
0.7031 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7235 |
0.7204 |
0.7087 |
|
| R3 |
0.7175 |
0.7144 |
0.7071 |
|
| R2 |
0.7115 |
0.7115 |
0.7065 |
|
| R1 |
0.7084 |
0.7084 |
0.7060 |
0.7100 |
| PP |
0.7055 |
0.7055 |
0.7055 |
0.7062 |
| S1 |
0.7024 |
0.7024 |
0.7049 |
0.7040 |
| S2 |
0.6995 |
0.6995 |
0.7043 |
|
| S3 |
0.6935 |
0.6964 |
0.7038 |
|
| S4 |
0.6875 |
0.6904 |
0.7021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7085 |
0.7025 |
0.0060 |
0.9% |
0.0042 |
0.6% |
45% |
False |
False |
54,840 |
| 10 |
0.7213 |
0.7025 |
0.0188 |
2.7% |
0.0054 |
0.8% |
14% |
False |
False |
75,817 |
| 20 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0055 |
0.8% |
7% |
False |
False |
54,134 |
| 40 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0056 |
0.8% |
7% |
False |
False |
27,363 |
| 60 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0054 |
0.8% |
7% |
False |
False |
18,268 |
| 80 |
0.7407 |
0.7025 |
0.0382 |
5.4% |
0.0050 |
0.7% |
7% |
False |
False |
13,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7242 |
|
2.618 |
0.7179 |
|
1.618 |
0.7141 |
|
1.000 |
0.7118 |
|
0.618 |
0.7103 |
|
HIGH |
0.7080 |
|
0.618 |
0.7065 |
|
0.500 |
0.7061 |
|
0.382 |
0.7057 |
|
LOW |
0.7042 |
|
0.618 |
0.7019 |
|
1.000 |
0.7004 |
|
1.618 |
0.6981 |
|
2.618 |
0.6943 |
|
4.250 |
0.6881 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7061 |
0.7055 |
| PP |
0.7058 |
0.7054 |
| S1 |
0.7055 |
0.7053 |
|