CME Australian Dollar Future March 2019
Trading Metrics calculated at close of trading on 02-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7052 |
0.7054 |
0.0002 |
0.0% |
0.7045 |
High |
0.7080 |
0.7059 |
-0.0021 |
-0.3% |
0.7085 |
Low |
0.7042 |
0.6991 |
-0.0051 |
-0.7% |
0.7025 |
Close |
0.7052 |
0.7008 |
-0.0044 |
-0.6% |
0.7054 |
Range |
0.0038 |
0.0068 |
0.0030 |
79.0% |
0.0060 |
ATR |
0.0056 |
0.0057 |
0.0001 |
1.5% |
0.0000 |
Volume |
50,795 |
100,484 |
49,689 |
97.8% |
223,408 |
|
Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7223 |
0.7184 |
0.7045 |
|
R3 |
0.7155 |
0.7116 |
0.7027 |
|
R2 |
0.7087 |
0.7087 |
0.7020 |
|
R1 |
0.7048 |
0.7048 |
0.7014 |
0.7034 |
PP |
0.7019 |
0.7019 |
0.7019 |
0.7012 |
S1 |
0.6980 |
0.6980 |
0.7002 |
0.6965 |
S2 |
0.6951 |
0.6951 |
0.6996 |
|
S3 |
0.6883 |
0.6912 |
0.6989 |
|
S4 |
0.6815 |
0.6844 |
0.6971 |
|
|
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 |
0.6991 |
0.0094 |
1.3% |
0.0050 |
0.7% |
18% |
False |
True |
67,266 |
10 |
0.7213 |
0.6991 |
0.0222 |
3.2% |
0.0059 |
0.8% |
8% |
False |
True |
78,922 |
20 |
0.7407 |
0.6991 |
0.0416 |
5.9% |
0.0056 |
0.8% |
4% |
False |
True |
58,996 |
40 |
0.7407 |
0.6991 |
0.0416 |
5.9% |
0.0057 |
0.8% |
4% |
False |
True |
29,843 |
60 |
0.7407 |
0.6991 |
0.0416 |
5.9% |
0.0054 |
0.8% |
4% |
False |
True |
19,942 |
80 |
0.7407 |
0.6991 |
0.0416 |
5.9% |
0.0050 |
0.7% |
4% |
False |
True |
14,967 |
100 |
0.7407 |
0.6991 |
0.0416 |
5.9% |
0.0045 |
0.6% |
4% |
False |
True |
11,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7348 |
2.618 |
0.7237 |
1.618 |
0.7169 |
1.000 |
0.7127 |
0.618 |
0.7101 |
HIGH |
0.7059 |
0.618 |
0.7033 |
0.500 |
0.7025 |
0.382 |
0.7017 |
LOW |
0.6991 |
0.618 |
0.6949 |
1.000 |
0.6923 |
1.618 |
0.6881 |
2.618 |
0.6813 |
4.250 |
0.6702 |
|
|
Fisher Pivots for day following 02-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7025 |
0.7036 |
PP |
0.7019 |
0.7026 |
S1 |
0.7014 |
0.7017 |
|