CME Australian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7054 |
0.6893 |
-0.0161 |
-2.3% |
0.7045 |
| High |
0.7059 |
0.7028 |
-0.0031 |
-0.4% |
0.7085 |
| Low |
0.6991 |
0.6825 |
-0.0166 |
-2.4% |
0.7025 |
| Close |
0.7008 |
0.7010 |
0.0002 |
0.0% |
0.7054 |
| Range |
0.0068 |
0.0203 |
0.0135 |
198.5% |
0.0060 |
| ATR |
0.0057 |
0.0067 |
0.0010 |
18.4% |
0.0000 |
| Volume |
100,484 |
135,729 |
35,245 |
35.1% |
223,408 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7563 |
0.7490 |
0.7122 |
|
| R3 |
0.7360 |
0.7287 |
0.7066 |
|
| R2 |
0.7157 |
0.7157 |
0.7047 |
|
| R1 |
0.7084 |
0.7084 |
0.7029 |
0.7121 |
| PP |
0.6954 |
0.6954 |
0.6954 |
0.6973 |
| S1 |
0.6881 |
0.6881 |
0.6991 |
0.6918 |
| S2 |
0.6751 |
0.6751 |
0.6973 |
|
| S3 |
0.6548 |
0.6678 |
0.6954 |
|
| S4 |
0.6345 |
0.6475 |
0.6898 |
|
|
| 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 |
0.6825 |
0.0260 |
3.7% |
0.0082 |
1.2% |
71% |
False |
True |
87,214 |
| 10 |
0.7211 |
0.6825 |
0.0386 |
5.5% |
0.0075 |
1.1% |
48% |
False |
True |
83,789 |
| 20 |
0.7369 |
0.6825 |
0.0544 |
7.8% |
0.0063 |
0.9% |
34% |
False |
True |
65,675 |
| 40 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0061 |
0.9% |
32% |
False |
True |
33,231 |
| 60 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0057 |
0.8% |
32% |
False |
True |
22,203 |
| 80 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0052 |
0.7% |
32% |
False |
True |
16,664 |
| 100 |
0.7407 |
0.6825 |
0.0582 |
8.3% |
0.0047 |
0.7% |
32% |
False |
True |
13,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7559 |
|
1.618 |
0.7356 |
|
1.000 |
0.7231 |
|
0.618 |
0.7153 |
|
HIGH |
0.7028 |
|
0.618 |
0.6950 |
|
0.500 |
0.6927 |
|
0.382 |
0.6903 |
|
LOW |
0.6825 |
|
0.618 |
0.6700 |
|
1.000 |
0.6622 |
|
1.618 |
0.6497 |
|
2.618 |
0.6294 |
|
4.250 |
0.5962 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.6982 |
0.6991 |
| PP |
0.6954 |
0.6972 |
| S1 |
0.6927 |
0.6953 |
|